Reference health

Scenario generation and stochastic programming models for asset liability management

https://doi.org/10.1016/s0377-2217(00)00261-7

14/14 checkable references clean · checked 2026-08-03

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

3 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 14 checked references that resolve

resolves10.1287/opre.33.5.989

Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs

resolves10.1287/mnsc.34.12.1472

Computing Block-Angular Karmarkar Projections with Applications to Stochastic Programming

resolves10.1016/S0377-2217(96)00387-6

A hybrid simulation/optimisation scenario model for asset/liability management

resolves10.1016/S0165-1889(97)00031-6

Strategic asset allocation

resolves10.1287/inte.24.1.29

The Russell-Yasuda Kasai Model: An Asset/Liability Model for a Japanese Insurance Company Using Multistage Stochastic Programming

resolves10.1023/A:1018992620909

Dynamic stochastic programmingfor asset-liability management

resolves10.1007/BF00939667

Primal-relaxed dual global optimization approach

resolves10.1016/0377-2217(94)00038-E

A stochastic programming model for money management

resolves10.1016/0377-2217(95)00163-K

HOPDM (version 2.12) — A fast LP solver based on a primal-dual interior point method

resolves10.1287/mnsc.44.1.31

Financial Asset-Pricing Theory and Stochastic Programming Models for Asset/Liability Management: A Synthesis

resolves10.1287/opre.34.3.356

A Bank Asset and Liability Management Model

resolves10.1287/mnsc.38.11.1642

Stochastic Network Programming for Financial Planning Problems

resolves10.1287/moor.16.1.119

Scenarios and Policy Aggregation in Optimization Under Uncertainty

resolves10.1007/BF02031744

Asset/liability management under uncertainty for fixed-income securities

The 3 references without a DOI — listed, not checked

no DOI — not checkedDert, C.L., 1995. Asset liability management for pension funds: A multistage chance constrained programming approach, Ph.D. thesis, Erasmus University Rotterdam

no DOI — not checkedFleten, S.-E., Höyland, K., Wallace, S.W., 1998. The performance of stochastic dynamic and fixed mix portfolio models. Department of Economics and Technology Management, Norwegian University of Science and Technology

no DOI — not checkedHöyland, K., Wallace, S.W., 1996. Generating scenario trees for multi stage problems. Department of Economics and Technology Management, Norwegian University of Science and Technology

What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

checked 2026-08-03 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record

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