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Portfolio Selection in Asset Liability Management Using Probabilistic Utility Functions

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Monte Carlo Strategies in Scientific Computing
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Portfolio selection using hierarchical Bayesian analysis and MCMC methods
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Markov Chain Monte Carlo Methods
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Modeling assets and liabilities of a finnish pension insurance company: a VEqC approach
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International Portfolio Diversification with Estimation Risk
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The Value of Integrative Risk Management for Insurance Products with Guarantees
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Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
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Co-Integration and Error Correction: Representation, Estimation, and Testing
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Mean Reversion in Interest Rates: New Evidence from a Panel of OECD Countries
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Optimal Hedging Policies
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The Econometrics of Financial Markets
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The Markowitz Optimization Enigma: Is ‘Optimized’ Optimal?
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Global Portfolio Optimization
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Liabilities— A New Approach
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