On the public citation graph
The Value of Integrative Risk Management for Insurance Products with Guarantees
0 signed · 44 inferred · view as graph
Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.
Is this your work? Sign in with ORCID and put your name on the
claims that are yours.
Reference health. See whether every reference in this work resolves to a
known work and none has been retracted — and get a dated CiteStamped
badge you can embed.
What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1002/9780470012505.tai004openalex-snapshot
Insurance: Mathematics and Economics
inferredcites →https://doi.org/10.1016/0304-405x(76)90003-9openalex-snapshot
The pricing of equity-linked life insurance policies with an asset value guarantee
inferredcites →https://doi.org/10.1016/s0167-6687(97)00026-7openalex-snapshot
Reserving for maturity guarantees: Two approaches
inferredcites →https://doi.org/10.1016/s0167-6687(99)00041-4openalex-snapshot
Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies
inferredcites →https://doi.org/10.1080/10920277.1998.10595716openalex-snapshot
Economic Valuation Models for Insurers
inferredcites →https://doi.org/10.1108/eb043451openalex-snapshot
Actuarial versus Financial Pricing of Insurance
inferredcites →https://doi.org/10.1111/1468-0440.00049openalex-snapshot
Consequences of the Reduction of Interest Rates on Insurance
inferredcites →https://doi.org/10.1111/j.1745-6622.1996.tb00295.xopenalex-snapshot
RETHINKING RISK MANAGEMENT
inferredcites →https://doi.org/10.1287/inte.24.1.29openalex-snapshot
The Russell-Yasuda Kasai Model: An Asset/Liability Model for a Japanese Insurance Company Using Multistage Stochastic Programming
inferredcites →https://doi.org/10.1287/opre.43.6.970openalex-snapshot
The Productivity of Financial Intermediation and the Technology of Financial Product Management
inferredcites →https://doi.org/10.2139/ssrn.253039openalex-snapshot
Asset and Liability Modeling for Participating Policies with Guarantees
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
inferred← citeshttps://doi.org/10.2139/ssrn.1917265openalex-extracted
Portfolio Selection in Asset Liability Management Using Probabilistic Utility Functions
inferred← citeshttps://doi.org/10.1007/978-1-4020-7953-5_19openalex-snapshot
Delivering E-Banking Services: An Emerging Internet Business Model and a Case Study
inferred← citeshttps://doi.org/10.1007/978-3-663-01551-2_20openalex-snapshot
Asset Liability Management bei Versicherungen
inferred← citeshttps://doi.org/10.1007/s00291-016-0437-zopenalex-snapshot
A robust asset–liability management framework for investment products with guarantees
inferred← citeshttps://doi.org/10.1007/s10479-006-0117-5openalex-snapshot
Portfolio selection with probabilistic utility
inferred← citeshttps://doi.org/10.1007/s10479-006-0133-5openalex-snapshot
Scenario optimization asset and liability modelling for individual investors
inferred← citeshttps://doi.org/10.1007/s10479-025-06807-1openalex-snapshot
Guaranteed funds’ replication by reinforcement learning
inferred← citeshttps://doi.org/10.1016/b978-044453248-0.50012-5openalex-snapshot
Stochastic programming models for asset liability management
inferred← citeshttps://doi.org/10.1016/b978-044453248-0.50019-8openalex-snapshot
Stochastic programming models for strategic and tactical asset allocation—A study from Norwegian life insurance
inferred← citeshttps://doi.org/10.1016/b978-044453248-0.50020-4openalex-snapshot
Design and management of unit-linked life insurance contracts with guarantees
inferred← citeshttps://doi.org/10.1016/b978-044453248-0.50021-6openalex-snapshot
The prometeia model for managing insurance policies with guarantees
inferred← citeshttps://doi.org/10.1016/j.ejor.2007.09.042openalex-snapshot
On the effectiveness of scenario generation techniques in single-period portfolio optimization
inferred← citeshttps://doi.org/10.1016/j.frl.2019.101405openalex-snapshot
From bottom ten to top ten: The role of cryptocurrencies in enhancing portfolio return of poorly performing stocks
inferred← citeshttps://doi.org/10.1016/j.insmatheco.2007.04.005openalex-snapshot
Evaluation of insurance products with guarantee in incomplete markets
inferred← citeshttps://doi.org/10.1016/j.insmatheco.2009.05.003openalex-snapshot
Minimum standards for investment performance: A new perspective on non-life insurer solvency
inferred← citeshttps://doi.org/10.1016/j.jbankfin.2005.04.009openalex-snapshot
Asset and liability management for insurance products with minimum guarantees: The UK case
inferred← citeshttps://doi.org/10.1016/s1872-0978(06)01006-4openalex-snapshot
Chapter 6 Stochastic Programming Models for Asset Liability Management
inferred← citeshttps://doi.org/10.1016/s1872-0978(06)02013-8openalex-snapshot
Chapter 13 Stochastic Programming Models for Strategic and Tactical Asset Allocation—a study from Norwegian life insurance
inferred← citeshttps://doi.org/10.1016/s1872-0978(06)02014-xopenalex-snapshot
Chapter 14 Design and Management of Unit-linked Life Insurance Contracts with Guarantees
inferred← citeshttps://doi.org/10.1016/s1872-0978(06)02015-1openalex-snapshot
Chapter 15 The Prometeia Model for Managing Insurance Policies with Guarantees
inferred← citeshttps://doi.org/10.1016/s1872-0978(06)02016-3openalex-snapshot
Chapter 16 Integrated Risk Control Using Stochastic Programming ALM Models for Money Management
inferred← citeshttps://doi.org/10.1080/10920277.2003.10596097openalex-snapshot
Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option
inferred← citeshttps://doi.org/10.1108/eb022974openalex-snapshot
Developing and Implementing a Stochastic Decision‐Support Model Within an Organizational Context: Part I—The Model
inferred← citeshttps://doi.org/10.1108/eb043451openalex-snapshot
Actuarial versus Financial Pricing of Insurance
inferred← citeshttps://doi.org/10.1108/eb043483openalex-snapshot
Asset/Liability Management for Pension Funds Using CVaR Constraints
inferred← citeshttps://doi.org/10.1287/opre.1080.0564openalex-snapshot
The Innovest Austrian Pension Fund Financial Planning Model InnoALM
inferred← citeshttps://doi.org/10.13122/guastaroba-gianfranco_phd2010-02-16openalex-snapshot
Portfolio Optimization: Scenario Generation, Models and Algorithms
inferred← citeshttps://doi.org/10.2470/rf.v2003.n3.3924openalex-snapshot
The Stochastic Programming Approach to Asset, Liability, and Wealth Management
inferred← citeshttps://doi.org/10.3390/jrfm12030119openalex-snapshot
Dealing with Low Interest Rates in Life Insurance: An Analysis of Additional Reserves in the German Life Insurance Industry
inferred← citeshttps://doi.org/10.48550/arxiv.cond-mat/0211480openalex-snapshot
Portfolio Selection with Probabilistic Utility, Bayesian Statistics and Markov Chain Monte Carlo
Editorial review for independent work. ICSAC — the Institute for Complexity
Science and Advanced Computing — runs a structured editorial panel for researchers
publishing outside journals, and publishes on CiteStamp rails. Submission is free
and goes through ORCID: icsacinstitute.org/submit.