Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

An Asset and Liability Management System for Towers Perrin-Tillinghast

3 references·7 citing·34 second hop

FromToDepth

this work references cited by second hop

References

1998Worldwide asset and liability modeling370 cited
1994The Russell-Yasuda Kasai Model: An Asset/Liability Model for a Japanese Insurance Company Using Multistage Stochastic Programming362 cited
1996Generating Scenarios for the Towers Perrin Investment System125 cited

Cited by

2008Stochastic programming models for asset liability management69 cited
2005LP Modeling for Asset-Liability Management: A Survey of Choices and Simplifications56 cited
2008OR PRACTICE—Assisting Defined-Benefit Pension Plans42 cited
2011A decision support system for strategic asset allocation39 cited
2005Applying CVaR for decentralized risk management of financial companies37 cited
2018Pension fund management with hedging derivatives, stochastic dominance and nodal contamination36 cited
2007Improving performance for long-term investors: wide diversification, leverage, and overlay strategies35 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work