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Paper Citation Record · LEDGER

Mean-variance hedging of unit linked life insurance contracts in a jump-diffusion model

As of 16 August 2026, this Paper Citation Record lists 25 of 25 outbound references and 0 inbound Pith citation observations for arXiv:1908.05534.

A citation records a reference. It does not transfer a finding from one paper to another.

pith.paper-citation-record.v1
1908.05534 v1

Coverage vector

measured 25 of 25 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-14T13:19:37.690217Z

measured 25 of 25 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

25 of 25 outbound references displayed

  • verified exact1
  • verified fuzzy9
  • unresolved15
  • parse uncertain0
  • malformed identifier0
  • metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation 99926063-5894-4ae7-a9e9-4abf58b1c6ab · outbound

This paper cites an unresolved cited work.

Mean-variance hedging of unit linked life insurance contracts in a jump-diffusion model Unresolved cited work

Reference 1

Resolution
unresolved
raw_fallback, observed 2026-08-14T13:19:38.097544Z

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=arxiv_source observed=2026-08-14T13:19:37.573192Z digest=sha256:35aaaa5a443c972193304ed771adffecd1223bd8174f2f70ad24580610469c9d

Observation fbec9052-161d-4932-a1bd-e2f18baff95c · outbound

This paper cites and Chabakauri, G.

Mean-variance hedging of unit linked life insurance contracts in a jump-diffusion model and Chabakauri, G

Reference 2

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T13:19:38.082480Z

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=arxiv_source observed=2026-08-14T13:19:37.578070Z digest=sha256:6708a92cc91136e34c5778d480aae4d60286c9b1726af9532878ad550a0c2988

Observation 7befea6a-7bb2-489f-8202-a966d7d04788 · outbound

This paper cites an unresolved cited work.

Mean-variance hedging of unit linked life insurance contracts in a jump-diffusion model Unresolved cited work

Reference 3

Resolution
unresolved
raw_fallback, observed 2026-08-14T13:19:38.066580Z

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=arxiv_source observed=2026-08-14T13:19:37.583229Z digest=sha256:20be5d18867afaec370fd10e7dd20ecebd7d6ff6c5b3e073210676f0ba303716

Observation c40cf81e-e6bb-41d8-a171-190ba1327e94 · outbound

This paper cites and Murgoci, A.

Mean-variance hedging of unit linked life insurance contracts in a jump-diffusion model and Murgoci, A

Reference 4

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T13:19:38.051300Z

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=arxiv_source observed=2026-08-14T13:19:37.587979Z digest=sha256:0a9fe51fb3a54aa8ec61061ffefc6bbe45ba2c09a8d90126b3c4ec79c30cf0ae

Observation 6af2ed81-b7e8-4a38-90c0-b3be28e6efdc · outbound

This paper cites and Mercurio, F.

Mean-variance hedging of unit linked life insurance contracts in a jump-diffusion model and Mercurio, F

Reference 5

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T13:19:38.035682Z

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=arxiv_source observed=2026-08-14T13:19:37.593754Z digest=sha256:1fe3ee2673a54238fe083d244510f132614fa3b4d8ef153cd9f011baea859e73

Observation adbfd6d1-278c-449f-9503-8a602134d77d · outbound

This paper cites J., Blake, D., and Dowd, K.

Mean-variance hedging of unit linked life insurance contracts in a jump-diffusion model J., Blake, D., and Dowd, K

Reference 6

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T13:19:38.021037Z

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=arxiv_source observed=2026-08-14T13:19:37.598524Z digest=sha256:245e0e0134644133ab79d95e8a869f7f9c0e022a55867330216f0491613a6892

Observation de28ec48-e45b-44ba-9fef-70c60c8df294 · outbound

This paper cites and Tankov, P.

Mean-variance hedging of unit linked life insurance contracts in a jump-diffusion model and Tankov, P

Reference 7

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T13:19:38.006994Z

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=arxiv_source observed=2026-08-14T13:19:37.604260Z digest=sha256:43c87d637b1f0d115ecd1756c4071248ced71bdc9d20a85e93d383c7f18a73ed

Observation a5787e24-3155-4ad4-99bf-f69e48c96df0 · outbound

This paper cites D., Khalaf-Allah, M., Ye, Y., Kumar, S., Cairns, A.

Mean-variance hedging of unit linked life insurance contracts in a jump-diffusion model D., Khalaf-Allah, M., Ye, Y., Kumar, S., Cairns, A

Reference 8

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T13:19:37.991867Z

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=arxiv_source observed=2026-08-14T13:19:37.608766Z digest=sha256:33e6f09dee1c7efd348a310b915d7e4b31611a755a9b7a0daf525781ad627a7a

Observation 83972f46-62c6-4138-b1a5-11b76775d481 · outbound

This paper cites an unresolved cited work.

Mean-variance hedging of unit linked life insurance contracts in a jump-diffusion model Unresolved cited work

Reference 9

Resolution
unresolved
raw_fallback, observed 2026-08-14T13:19:37.976792Z

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=arxiv_source observed=2026-08-14T13:19:37.613447Z digest=sha256:8e8cc77b8f00cfc23b754ffcbcbd02640d2d2fb82e7dd55cd119e6d84aae6466

Observation a3c33349-b602-46bc-9643-a576abbde706 · outbound

This paper cites and Pirvu, T.

Mean-variance hedging of unit linked life insurance contracts in a jump-diffusion model and Pirvu, T

Reference 10

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T13:19:37.962564Z

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=arxiv_source observed=2026-08-14T13:19:37.618605Z digest=sha256:efab5bd746bdcfcf444246b494d61879092eb7e73adbbbfef953afcb13e39653

Observation 4dc87779-8c45-4bd5-ba06-25f676925eb8 · outbound

This paper cites an unresolved cited work.

Mean-variance hedging of unit linked life insurance contracts in a jump-diffusion model Unresolved cited work

Reference 11

Resolution
unresolved
raw_fallback, observed 2026-08-14T13:19:37.948238Z

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=arxiv_source observed=2026-08-14T13:19:37.623686Z digest=sha256:60667d29951a7e2fb7bb4a964a4ce6cd18c11e611327e9879ef30a3e82b93161

Observation dd636280-54c2-4db7-ac4b-16c15e25d26c · outbound

This paper cites an unresolved cited work.

Mean-variance hedging of unit linked life insurance contracts in a jump-diffusion model Unresolved cited work

Reference 12

Resolution
unresolved
raw_fallback, observed 2026-08-14T13:19:37.932390Z

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=arxiv_source observed=2026-08-14T13:19:37.628432Z digest=sha256:8e1146f384e821e22d300deb69c065151f32f203f09fb6b64287925f37f79ab7

Observation a93544e7-bf47-446b-9515-545ac6fef445 · outbound

This paper cites an unresolved cited work.

Mean-variance hedging of unit linked life insurance contracts in a jump-diffusion model Unresolved cited work

Reference 13

Resolution
unresolved
raw_fallback, observed 2026-08-14T13:19:37.916491Z

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=arxiv_source observed=2026-08-14T13:19:37.633711Z digest=sha256:4ea20e8c6d24a8b3a09a21d84fcccb5b33e3da437359cc41823f245e1ae6e3de

Observation 6ad2e8b3-674b-4e9c-8b46-a7eb25f53a01 · outbound

This paper cites an unresolved cited work.

Mean-variance hedging of unit linked life insurance contracts in a jump-diffusion model Unresolved cited work

Reference 14

Resolution
unresolved
raw_fallback, observed 2026-08-14T13:19:37.901880Z

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=arxiv_source observed=2026-08-14T13:19:37.638416Z digest=sha256:4e82d4da1c21ffdc2fc0462319ff91d4bbf35c43c336b91a71353a35b7313352

Observation 862e482e-6085-4364-b098-3d1d650af8bd · outbound

This paper cites an unresolved cited work.

Mean-variance hedging of unit linked life insurance contracts in a jump-diffusion model Unresolved cited work

Reference 15

Resolution
unresolved
raw_fallback, observed 2026-08-14T13:19:37.887018Z

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=arxiv_source observed=2026-08-14T13:19:37.642639Z digest=sha256:52ad5bdcf56c85c42ee4e790778107bd82bcca336d86f5f56d1b4e9ad3e50850

Observation f71f2d0a-0f6d-4e86-b24b-7b11587859e2 · outbound

This paper cites A regular equilibrium solves the extended HJB system.

Mean-variance hedging of unit linked life insurance contracts in a jump-diffusion model A regular equilibrium solves the extended HJB system

Reference 16

Resolution
verified exact
local_arxiv, observed 2026-08-14T13:19:37.733328Z

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=arxiv_source observed=2026-08-14T13:19:37.647071Z digest=sha256:3d0dfc9109f2695799495b111396bdbf9219a99519c78bcb25859a4bc7ebf13c

Observation d6267174-701e-4e48-aed4-4fa35ec4c23e · outbound

This paper cites and Vigna, E.

Mean-variance hedging of unit linked life insurance contracts in a jump-diffusion model and Vigna, E

Reference 17

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T13:19:37.871712Z

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=arxiv_source observed=2026-08-14T13:19:37.652220Z digest=sha256:13584adcf3e857f71d1c63355fd65fea8fb1bcfb6a69baa868bba92780eb1571

Observation 2ea28751-a88f-4017-89ae-cb7539990910 · outbound

This paper cites an unresolved cited work.

Mean-variance hedging of unit linked life insurance contracts in a jump-diffusion model Unresolved cited work

Reference 18

Resolution
unresolved
no resolver link, observed 2026-08-14T13:19:37.657459Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=arxiv_source observed=2026-08-14T13:19:37.657459Z digest=sha256:506e0dfc62b57dcb6b41ff62f74f6b4510e85a3013fdb0005f4202b187172ab6

Observation 3b90b994-f5f0-4e7a-9ce6-90844d8bb51e · outbound

This paper cites an unresolved cited work.

Mean-variance hedging of unit linked life insurance contracts in a jump-diffusion model Unresolved cited work

Reference 19

Resolution
unresolved
raw_fallback, observed 2026-08-14T13:19:37.845061Z

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=arxiv_source observed=2026-08-14T13:19:37.661816Z digest=sha256:887f691778821b1512a30c2ede81897618cd7651c5c3b96281b187f972b01643

Observation 1819b15b-4f76-48fc-ab6b-1862a54578e9 · outbound

This paper cites an unresolved cited work.

Mean-variance hedging of unit linked life insurance contracts in a jump-diffusion model Unresolved cited work

Reference 20

Resolution
unresolved
raw_fallback, observed 2026-08-14T13:19:37.829717Z

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=arxiv_source observed=2026-08-14T13:19:37.665849Z digest=sha256:87eb2cb43ab1f5a8ccbb64eb62381d5ca1e7532c21f8a2df1fae9ae18392d5e6

Observation b0e2d8cd-fc24-4328-ac67-09372049ae7f · outbound

This paper cites an unresolved cited work.

Mean-variance hedging of unit linked life insurance contracts in a jump-diffusion model Unresolved cited work

Reference 21

Resolution
unresolved
raw_fallback, observed 2026-08-14T13:19:37.814469Z

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=arxiv_source observed=2026-08-14T13:19:37.671360Z digest=sha256:c3d44b7eae8b140ae3913c36ce9d5fd0558b0763e6b578fda03b7372e21e48cf

Observation 254cd733-8ede-4fba-b196-33ca6217d6dc · outbound

This paper cites an unresolved cited work.

Mean-variance hedging of unit linked life insurance contracts in a jump-diffusion model Unresolved cited work

Reference 22

Resolution
unresolved
raw_fallback, observed 2026-08-14T13:19:37.797024Z

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=arxiv_source observed=2026-08-14T13:19:37.676037Z digest=sha256:5e153acc0eb25bf375a2f193b33dc59e750254e2f2ed02cd00e18b5a93aea067

Observation 434d6ca5-056a-485e-87de-6d644c6849d5 · outbound

This paper cites an unresolved cited work.

Mean-variance hedging of unit linked life insurance contracts in a jump-diffusion model Unresolved cited work

Reference 23

Resolution
unresolved
raw_fallback, observed 2026-08-14T13:19:37.780700Z

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=arxiv_source observed=2026-08-14T13:19:37.680942Z digest=sha256:eae9ae394396de4bb649878c1a02d6bc8064820c759f5812a09001c4e4c8b9e3

Observation c98a8aff-0aa2-4dcd-914e-c482dbe9a40e · outbound

This paper cites and Forsyth, P.

Mean-variance hedging of unit linked life insurance contracts in a jump-diffusion model and Forsyth, P

Reference 24

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T13:19:37.764516Z

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=arxiv_source observed=2026-08-14T13:19:37.685253Z digest=sha256:1074f0271f700caff0c056fdb8c164253bb514f62b8769532c967e9c49a86c39

Observation 577f151a-5b48-4bcc-b7ea-e8049455ae83 · outbound

This paper cites an unresolved cited work.

Mean-variance hedging of unit linked life insurance contracts in a jump-diffusion model Unresolved cited work

Reference 25

Resolution
unresolved
raw_fallback, observed 2026-08-14T13:19:37.749530Z

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=arxiv_source observed=2026-08-14T13:19:37.690217Z digest=sha256:4dbb596bc6377404d02d11e4212aaf775b9be8402b514284a3a06253c4fca593

Pith citing papers

No inbound Pith citation observations are available.