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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 22 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 2026-08-22T06:32:14.747728+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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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
raw_fallback, observed 2026-08-14T15:36:59.166530Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-22T06:32:14.747728+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

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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 2026-08-22T06:32:14.747728+00:00.

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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

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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 2026-08-22T06:32:14.747728+00:00.

source=pdf_text observed=2026-08-14T15:36:58.311564Z digest=sha256:81d79fae5a10e25f63f9fb4264f17e53dc0b99fce9754911c69e454d3b707e2a

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

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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 2026-08-22T06:32:14.747728+00:00.

source=pdf_text observed=2026-08-14T15:36:58.318896Z digest=sha256:96a7d4615f31335f358110ad095ec3374a739a1cf70e5a87df698d2f9256362e

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 2026-08-22T06:32:14.747728+00:00.

source=pdf_text observed=2026-08-14T15:36:58.325606Z digest=sha256:8641b300507f8bd4b24aee95d25beaf5c84ea771514b641374d2fe733cf57ce8

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 2026-08-22T06:32:14.747728+00:00.

source=pdf_text observed=2026-08-14T15:36:58.335077Z digest=sha256:c875a66d1b4657b154878d0aa430ccfd920341d0971fb87c4889684c0d35e095

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

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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 2026-08-22T06:32:14.747728+00:00.

source=pdf_text observed=2026-08-14T15:36:58.346047Z digest=sha256:fbd44881f5aa95fbe51118a5811146519498e54f8fb399eec3aa71c7976b8da9

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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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 2026-08-22T06:32:14.747728+00:00.

source=pdf_text observed=2026-08-14T15:36:58.354164Z digest=sha256:db71a567a75c8674d478533919c08e5b2b649b0f9be49a1397c29b7c183f0431

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

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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 2026-08-22T06:32:14.747728+00:00.

source=pdf_text observed=2026-08-14T15:36:58.363085Z digest=sha256:42e01102c931ca0955090ccd6e09ba1fe2113ee448c3640500de323950d71199

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 2026-08-22T06:32:14.747728+00:00.

source=pdf_text observed=2026-08-14T15:36:58.369425Z digest=sha256:f3fdc1d036965bf3fdf5b0dd104406333d4e6d2021758309ca6dbdc5a497d089

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 2026-08-22T06:32:14.747728+00:00.

source=pdf_text observed=2026-08-14T15:36:58.380079Z digest=sha256:3016934832c1a1c012e0e3d02c404011cbb91ae3a488fb8690b0e309f79fe766

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

Resolution
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Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-22T06:32:14.747728+00:00.

source=pdf_text observed=2026-08-14T15:36:58.386757Z digest=sha256:53981b5d5dd9fe0dad1c44e45d838f043928c3f599a737a6497db8afe330b91f

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 2026-08-22T06:32:14.747728+00:00.

source=pdf_text observed=2026-08-14T15:36:58.396925Z digest=sha256:416f44431ed245a6034dfdd23d2b3c915a4dbe66249948f72c310022362e3af5

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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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 2026-08-22T06:32:14.747728+00:00.

source=pdf_text observed=2026-08-14T15:36:58.408891Z digest=sha256:69e5456abaf60ee3974d2c244478dc348ac40c82e8d425af9792cc623ebfc36e

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 2026-08-22T06:32:14.747728+00:00.

source=pdf_text observed=2026-08-14T15:36:58.419309Z digest=sha256:7dfcaf50d6c832abc78ec8f7bbc989d453659ea58c0861da53fc59d8f0b9daf0

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 2026-08-22T06:32:14.747728+00:00.

source=pdf_text observed=2026-08-14T15:36:58.426640Z digest=sha256:31b3d1d335bb43a9c7ed1882068a1e6f10b45f4aeca815921bf25a0decfc548f

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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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 2026-08-22T06:32:14.747728+00:00.

source=pdf_text observed=2026-08-14T15:36:58.432252Z digest=sha256:69d0af21b5c386705f14f00b0a973174c511cf7e317ea17c1d2c59f4cf6353d6

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 2026-08-22T06:32:14.747728+00:00.

source=pdf_text observed=2026-08-14T15:36:58.440624Z digest=sha256:d3981cdf335c6ff6908203affe68ca98bd0d677731436cb534e22d6a9a71b366

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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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 2026-08-22T06:32:14.747728+00:00.

source=pdf_text observed=2026-08-14T15:36:58.447053Z digest=sha256:65c8e009bd682b7e40618e43795635f566fe79a182c1010d569f196fa5e51151

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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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 2026-08-22T06:32:14.747728+00:00.

source=pdf_text observed=2026-08-14T15:36:58.455838Z digest=sha256:69fe4257bbef2becbaf5a52d1c38d08254a2768410db9d5d942c5e5233b47246

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 2026-08-22T06:32:14.747728+00:00.

source=pdf_text observed=2026-08-14T15:36:58.463333Z digest=sha256:3707e03502c67181920dd828a30065315a0780e64d353719e0fb93112a5fbadc

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 2026-08-22T06:32:14.747728+00:00.

source=pdf_text observed=2026-08-14T15:36:58.469041Z digest=sha256:2405167a52d9976b0ee222b1cd51fed5cd3bc3471464aa3f52fa48c44334f062

Pith citing papers

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