Scenario generation and stochastic programming models for asset liability management. - Roy Kouwenberg (Eur. J. Oper. Res., 2001)

High-Performance Computing for Asset-Liability Management. - Jacek Gondzio; Roy Kouwenberg (Oper. Res., 2001)

A Primal-Dual Decomposition Algorithm for Multistage Stochastic Convex Programming. - Arjan Berkelaar; Joaquim A. S. Gromicho; Roy Kouwenberg; Shuzhong Zhang (Math. Program., 2005)

Ambiguity Attitudes in a Large Representative Sample. - Stephen G. Dimmock; Roy Kouwenberg; Peter P. Wakker (Manag. Sci., 2016)

Rank-Dependent Utility and Risk Taking in Complete Markets. - Xue Dong He; Roy Kouwenberg; Xun Yu Zhou (SIAM J. Financial Math., 2017)