Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links, observed 2026-08-14T15:36:58.469041Z
Paper Citation Record · LEDGER
As of 16 August 2026, this Paper Citation Record lists 22 of 22 outbound references and 0 inbound Pith citation observations for arXiv:1908.00811.
A citation records a reference. It does not transfer a finding from one paper to another.
Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links, observed 2026-08-14T15:36:58.469041Z
One-hop event checks from named stored sources.
Source: scholarly_work_events, retraction_status_cache, observed 2026-08-16T06:30:59.297886+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links
A source-named dated measurement, never combined with another source.
Source: cited_works
22 of 22 outbound references displayed
External citation measurements
No source-named external measurement is stored.
Observation ab373233-9bfc-4442-8bac-1d2645621f4b · outbound
A full and synthetic model for Asset-Liability Management in life insurance, and analysis of the SCR with the standard formula Asset-liability management for long-term insurance business
Reference 1
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation f1c39e64-275a-4249-8b42-2127d78cf4a3 · outbound
A full and synthetic model for Asset-Liability Management in life insurance, and analysis of the SCR with the standard formula Fair pricing of life insurance participating policies with a minimum interest rate guaranteed.ASTIN Bulletin, 31(2):275–297, 2001
Reference 2
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation b127d80b-a91d-4c6f-b13a-1c65c0471c38 · outbound
A full and synthetic model for Asset-Liability Management in life insurance, and analysis of the SCR with the standard formula The effects of a low interest rate environment on life insurers
Reference 3
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation bea2f8d9-f768-4fbc-b466-d4bd2efd49a0 · outbound
A full and synthetic model for Asset-Liability Management in life insurance, and analysis of the SCR with the standard formula A stochastic forward-looking model to assess the profitability and solvency of European insurers
Reference 4
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 518e1a0c-d608-4cb1-aeaa-a09e2dc5b0eb · outbound
A full and synthetic model for Asset-Liability Management in life insurance, and analysis of the SCR with the standard formula Unresolved cited work
Reference 5
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 83e73315-8aaf-4ce5-b55f-d1e3cf473e28 · outbound
A full and synthetic model for Asset-Liability Management in life insurance, and analysis of the SCR with the standard formula Main Determinants of Profit-Sharing Policy in the French Life Insurance Industry.Geneva Papers on Risk and Insurance - Issues and Practice, 43(3):420–455, July 2018
Reference 6
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 9dd8269e-fc93-4729-bfb7-e3bde908cbe9 · outbound
A full and synthetic model for Asset-Liability Management in life insurance, and analysis of the SCR with the standard formula Solvency ii’s market risk standard formula: Howcredibleistheproclaimedruinprobability? Journal of Insurance Issues, 38(1):1– 30, 2015
Reference 7
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 741346b7-5dca-470a-a212-1ba926eb4b46 · outbound
A full and synthetic model for Asset-Liability Management in life insurance, and analysis of the SCR with the standard formula Interest rate models—theory and practice
Reference 8
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation e0578547-69fd-4411-a952-4640b20f8c02 · outbound
A full and synthetic model for Asset-Liability Management in life insurance, and analysis of the SCR with the standard formula On the risk of insurance liabilities: Debunking some common pitfalls
Reference 9
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 34933362-bc96-4c2f-874f-d16361361268 · outbound
A full and synthetic model for Asset-Liability Management in life insurance, and analysis of the SCR with the standard formula Delegated Regulation (EU) 2015/35.Official Journal of the European Union, Jan 2015
Reference 10
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation a0eadfd3-7b3f-4882-81b5-2cbee865dbf3 · outbound
A full and synthetic model for Asset-Liability Management in life insurance, and analysis of the SCR with the standard formula Fair valuation of insurance liability cash-flow streams in continuous time: Applications.ASTIN Bulletin, 49(2):299–333, 2019
Reference 11
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 9cca5f8e-493c-497b-baa3-1c96a2bd8f46 · outbound
A full and synthetic model for Asset-Liability Management in life insurance, and analysis of the SCR with the standard formula Inside the solvency 2 black box: Net asset values and solvency capital requirements with a least-squares monte-carlo approach
Reference 12
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 4c0e8de6-bfee-4122-b10b-9e9a31be1487 · outbound
A full and synthetic model for Asset-Liability Management in life insurance, and analysis of the SCR with the standard formula Quantifying credit and market risk under solvency ii: Standard approach versus internal model.Insurance: Mathematics and Economics, 51(3):649 – 666, 2012
Reference 13
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 93fadbd9-1784-40f7-948f-bb79626356d0 · outbound
A full and synthetic model for Asset-Liability Management in life insurance, and analysis of the SCR with the standard formula A gen- eral asset-liability management model for the efficient simulation of portfolios of life insurance policies
Reference 14
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 009979f7-4562-4ea2-9585-904fc009faf8 · outbound
A full and synthetic model for Asset-Liability Management in life insurance, and analysis of the SCR with the standard formula Unresolved cited work
Reference 15
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 41d061f5-328c-4fff-8791-038719b3fce8 · outbound
A full and synthetic model for Asset-Liability Management in life insurance, and analysis of the SCR with the standard formula Revised technical speci- fications for the solvency ii valuation and solvency capital requirements calculations (part i)
Reference 16
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 1f5aa0df-d9ba-44f7-908b-b75f0ac5a6f2 · outbound
A full and synthetic model for Asset-Liability Management in life insurance, and analysis of the SCR with the standard formula Eiopa’s second set of advice to the european commission on specific items in the solvency ii delegated regulation
Reference 17
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 24048e84-b842-4410-b124-c58c80b862dd · outbound
A full and synthetic model for Asset-Liability Management in life insurance, and analysis of the SCR with the standard formula Rising interest rates and liquidity risk in the life insurance sector
Reference 18
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 12b0863e-d186-475f-80a1-6ea41b0009ee · outbound
A full and synthetic model for Asset-Liability Management in life insurance, and analysis of the SCR with the standard formula Optimum consumption and portfolio rules in a continuous-time model
Reference 19
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation dd937337-4198-4682-bc12-12868e7fa101 · outbound
A full and synthetic model for Asset-Liability Management in life insurance, and analysis of the SCR with the standard formula Macroeconomics determinants of the correlation between stocks and bonds
Reference 20
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 80e718e5-63d0-444a-ae8b-33f093cc5733 · outbound
A full and synthetic model for Asset-Liability Management in life insurance, and analysis of the SCR with the standard formula A century of stock-bond correlations.Reserve bank of Australia bulletin, September Quarter, 2014
Reference 21
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation a9b2704c-45b3-4dee-869b-4a7072776aeb · outbound
A full and synthetic model for Asset-Liability Management in life insurance, and analysis of the SCR with the standard formula Market inconsisten- cies of market-consistent european life insurance economic valuations: pitfalls and practical solutions
Reference 22
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
No inbound Pith citation observations are available.