1. Amenc, N., Martellini, L., Foulquier, P. and Sender, S. (2006) The Impact of IFRS and Solvency II on Asset-Liability Management and Asset Management in Insurance Companies, EDHEC.
2. Campbell, J.Y. and Viceira, L.M. (2005) ‘The term structure of the risk-return tradeoff’, Financial Analysts Journal 61 (January–February): 33–44.
3. CHEIOPS (2007) QIS 4 − Technical Specifications, CHEIOPS (December).
4. CRO Forum (2008) Market Value of Liabilities for Insurance Firms, CRO Forum (July).
5. De Nederlandsche Bank (2005) ‘Solvency assessment of insurers, principles and risk orientation’, DNB Quarterly Bulletin: 75–81 (September).