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Paper Citation Record · LEDGER

A full and synthetic model for Asset-Liability Management in life insurance, and analysis of the SCR with the standard formula

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.

pith.paper-citation-record.v1
1908.00811 v1

Coverage vector

measured 22 of 22 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-14T15:36:58.469041Z

measured 22 of 22 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-16T06:30:59.297886+00:00

measured 0 of 0 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links

measured 0 of 1 external citation measurements

A source-named dated measurement, never combined with another source.

Source: cited_works

Reference resolution

22 of 22 outbound references displayed

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  • verified fuzzy20
  • unresolved2
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External citation measurements

No source-named external measurement is stored.

Outbound references

Observation ab373233-9bfc-4442-8bac-1d2645621f4b · outbound

This paper cites Asset-liability management for long-term insurance business.

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

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verified fuzzy
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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.

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Observation f1c39e64-275a-4249-8b42-2127d78cf4a3 · outbound

This paper cites Fair pricing of life insurance participating policies with a minimum interest rate guaranteed.ASTIN Bulletin, 31(2):275–297, 2001.

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

Resolution
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raw_fallback, observed 2026-08-14T15:36:59.143334Z

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.

source=pdf_text observed=2026-08-14T15:36:58.304905Z digest=sha256:cf65473aa7362aa028e6174e4890ee10ab15bedba60020239dd1ff0d008ef069

Observation b127d80b-a91d-4c6f-b13a-1c65c0471c38 · outbound

This paper cites The effects of a low interest rate environment on life insurers.

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

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T15:36:59.117867Z

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.

source=pdf_text observed=2026-08-14T15:36:58.311564Z digest=sha256:47ba910bf962ff92866124298c7d916fb966f13c6c3461e9448d69f70785ec44

Observation bea2f8d9-f768-4fbc-b466-d4bd2efd49a0 · outbound

This paper cites A stochastic forward-looking model to assess the profitability and solvency of European insurers.

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

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T15:36:59.077040Z

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.

source=pdf_text observed=2026-08-14T15:36:58.318896Z digest=sha256:074db6725d07e5c0a6d86fe322562a5698076265c560be58e9dbbaf007f477e5

Observation 518e1a0c-d608-4cb1-aeaa-a09e2dc5b0eb · outbound

This paper cites an unresolved cited work.

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

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unresolved
raw_fallback, observed 2026-08-14T15:36:59.036877Z

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.

source=pdf_text observed=2026-08-14T15:36:58.325606Z digest=sha256:eac32406663cdabd24a6b24f91e90eaa8f85e789ad6cb8a41af5cf3b42bbb669

Observation 83e73315-8aaf-4ce5-b55f-d1e3cf473e28 · outbound

This paper cites 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.

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

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raw_fallback, observed 2026-08-14T15:36:58.996798Z

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.

source=pdf_text observed=2026-08-14T15:36:58.335077Z digest=sha256:1589bacb3ea8f67f62156beb9d477e83e45d53f3c606a3fa3cb9a75307fdc1e9

Observation 9dd8269e-fc93-4729-bfb7-e3bde908cbe9 · outbound

This paper cites Solvency ii’s market risk standard formula: Howcredibleistheproclaimedruinprobability? Journal of Insurance Issues, 38(1):1– 30, 2015.

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

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T15:36:58.967750Z

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.

source=pdf_text observed=2026-08-14T15:36:58.346047Z digest=sha256:3235f1817ee90b77fc3ee8143479b1a98d4f439c45e6778954432bd763639c2f

Observation 741346b7-5dca-470a-a212-1ba926eb4b46 · outbound

This paper cites Interest rate models—theory and practice.

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

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verified fuzzy
raw_fallback, observed 2026-08-14T15:36:58.946822Z

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.

source=pdf_text observed=2026-08-14T15:36:58.354164Z digest=sha256:f8248c40bbf6ff483cfa866f20d5d54f87be49fadeba169b6cc16c9925ebb7f2

Observation e0578547-69fd-4411-a952-4640b20f8c02 · outbound

This paper cites On the risk of insurance liabilities: Debunking some common pitfalls.

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

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T15:36:58.923371Z

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.

source=pdf_text observed=2026-08-14T15:36:58.363085Z digest=sha256:915d1a20d9c58a5c9e7efd732bdf8f54a9d3bfca0ee0c49dbf5c11527bb57eaa

Observation 34933362-bc96-4c2f-874f-d16361361268 · outbound

This paper cites Delegated Regulation (EU) 2015/35.Official Journal of the European Union, Jan 2015.

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

Resolution
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raw_fallback, observed 2026-08-14T15:36:58.890584Z

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.

source=pdf_text observed=2026-08-14T15:36:58.369425Z digest=sha256:2f20695879d8813378a01651435a4f2878a7983d0d06f61de33e42eda88ade63

Observation a0eadfd3-7b3f-4882-81b5-2cbee865dbf3 · outbound

This paper cites Fair valuation of insurance liability cash-flow streams in continuous time: Applications.ASTIN Bulletin, 49(2):299–333, 2019.

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

Resolution
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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.

source=pdf_text observed=2026-08-14T15:36:58.380079Z digest=sha256:2489fa7cc43bb2820e149c01d2dfedbb7e4a1e0e827f84ec01eb2b20cfc6d8cf

Observation 9cca5f8e-493c-497b-baa3-1c96a2bd8f46 · outbound

This paper cites Inside the solvency 2 black box: Net asset values and solvency capital requirements with a least-squares monte-carlo approach.

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

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raw_fallback, observed 2026-08-14T15:36:58.831200Z

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.

source=pdf_text observed=2026-08-14T15:36:58.386757Z digest=sha256:ee037f4238f82c8467f715002b04cd7d29edd406fe43ee7daa30c8b418efa842

Observation 4c0e8de6-bfee-4122-b10b-9e9a31be1487 · outbound

This paper cites Quantifying credit and market risk under solvency ii: Standard approach versus internal model.Insurance: Mathematics and Economics, 51(3):649 – 666, 2012.

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

Resolution
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raw_fallback, observed 2026-08-14T15:36:58.805408Z

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.

source=pdf_text observed=2026-08-14T15:36:58.396925Z digest=sha256:1d24b46c6d149f36740bd8816f0ed0fec8d53e84752b6a471b54dfbb08e538da

Observation 93fadbd9-1784-40f7-948f-bb79626356d0 · outbound

This paper cites A gen- eral asset-liability management model for the efficient simulation of portfolios of life insurance policies.

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

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verified fuzzy
raw_fallback, observed 2026-08-14T15:36:58.781368Z

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.

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Observation 009979f7-4562-4ea2-9585-904fc009faf8 · outbound

This paper cites an unresolved cited work.

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

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unresolved
raw_fallback, observed 2026-08-14T15:36:58.752519Z

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.

source=pdf_text observed=2026-08-14T15:36:58.419309Z digest=sha256:d3228d0d585826cf40474acf44ddd8818226869b458102634049a669f04f7080

Observation 41d061f5-328c-4fff-8791-038719b3fce8 · outbound

This paper cites Revised technical speci- fications for the solvency ii valuation and solvency capital requirements calculations (part i).

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

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verified fuzzy
raw_fallback, observed 2026-08-14T15:36:58.727217Z

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.

source=pdf_text observed=2026-08-14T15:36:58.426640Z digest=sha256:3ab119ea1ddd9e052d1de462aae832dd125922fce748d7ef799bf8c61d9cf2fe

Observation 1f5aa0df-d9ba-44f7-908b-b75f0ac5a6f2 · outbound

This paper cites Eiopa’s second set of advice to the european commission on specific items in the solvency ii delegated regulation.

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

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verified fuzzy
raw_fallback, observed 2026-08-14T15:36:58.689961Z

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.

source=pdf_text observed=2026-08-14T15:36:58.432252Z digest=sha256:47dd19884031d1fe20af08100354ea0a3fb4bf6a208fc299a0a2d0c6ae543ba0

Observation 24048e84-b842-4410-b124-c58c80b862dd · outbound

This paper cites Rising interest rates and liquidity risk in the life insurance sector.

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

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T15:36:58.663874Z

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.

source=pdf_text observed=2026-08-14T15:36:58.440624Z digest=sha256:54f6758497efc04f78694993d6346b3356a096f93e298052fc3d5af2dad0da5c

Observation 12b0863e-d186-475f-80a1-6ea41b0009ee · outbound

This paper cites Optimum consumption and portfolio rules in a continuous-time model.

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

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verified fuzzy
raw_fallback, observed 2026-08-14T15:36:58.632474Z

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.

source=pdf_text observed=2026-08-14T15:36:58.447053Z digest=sha256:92ba8a88ed18e56cdbf9dfd557f20fba271ac8fe18961e7b8f4dfc29a02a1ffc

Observation dd937337-4198-4682-bc12-12868e7fa101 · outbound

This paper cites Macroeconomics determinants of the correlation between stocks and bonds.

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

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verified fuzzy
raw_fallback, observed 2026-08-14T15:36:58.596372Z

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.

source=pdf_text observed=2026-08-14T15:36:58.455838Z digest=sha256:b2eaa6e1d0f9c2140a6aeca518e5f7f0c11f4ca610172d4e6a8a42dae82c0311

Observation 80e718e5-63d0-444a-ae8b-33f093cc5733 · outbound

This paper cites A century of stock-bond correlations.Reserve bank of Australia bulletin, September Quarter, 2014.

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

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raw_fallback, observed 2026-08-14T15:36:58.561063Z

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.

source=pdf_text observed=2026-08-14T15:36:58.463333Z digest=sha256:4df72a3fd6b6dd63d52d99ecc61d9cc5b39ee49156485f0ace47a91dbbe9c71d

Observation a9b2704c-45b3-4dee-869b-4a7072776aeb · outbound

This paper cites Market inconsisten- cies of market-consistent european life insurance economic valuations: pitfalls and practical solutions.

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

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raw_fallback, observed 2026-08-14T15:36:58.531711Z

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.

source=pdf_text observed=2026-08-14T15:36:58.469041Z digest=sha256:8d4ce52dc77c6207effbefa2bfa3e1738fcef6420331251f86f7bd7f12c77c74

Pith citing papers

No inbound Pith citation observations are available.