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

https://doi.org/10.1016/s0377-2217(96)00387-6
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11/11 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.

8 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 11 checked references that resolve
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Myopic Loss Aversion and the Equity Premium Puzzle
resolves10.1080/03610929108830502
The multidimensional markov chain with prespecified asymptotic means, and (auto-)covariances
resolves10.1002/for.3980070104
A new method of scenario analysis for strategic planning
resolves10.1016/0377-2217(93)90186-Q
Forecasting with scenarios
resolves10.1287/inte.24.1.29
The Russell-Yasuda Kasai Model: An Asset/Liability Model for a Japanese Insurance Company Using Multistage Stochastic Programming
resolves10.1016/0169-2070(88)90105-7
A move toward scenario analysis
resolves10.3905/jpm.1994.409495
Funding Ratio Return
resolves10.2469/faj.v50.n3.34
An Investment Strategy for Defined Benefit Plans
resolves10.3905/jpm.1990.409248
Liabilities— A New Approach
resolves10.2307/1912017
Macroeconomics and Reality
resolves10.3905/jpm.1991.409343
Downside risk
The 8 references without a DOI — listed, not checked
no DOI — not checkedScenario-approaches to asset/liability management
no DOI — not checked10.1016/S0377-2217(96)00387-6_BIB4
no DOI — not checkedStochastic methods
no DOI — not checkedModelling and management of assets and liabilities of pension plans in The Netherlands
no DOI — not checkedA multistage stochastic programming approach to asset/liability management
no DOI — not checkedThe towers perrin global capital market scenario generation system
no DOI — not checked10.1016/S0377-2217(96)00387-6_BIB18
no DOI — not checked10.1016/S0377-2217(96)00387-6_BIB19
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.

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