1. Altenstedt, F. and M. Patriksson. ‘Policy optimization: Parameterized decision rules vs. stochastic programming for asset liability management’. Department of Mathematics, Chalmers University of Technology, Goteborg, Sweden, 2003.
2. Bogentoft, E., H. E. Romeijn and S. Uryasev. ‘Asset/liability management for pension funds using CVaR constraints’. Journal of Risk Finance, 3(3): 57–71, 2001.
3. Carino, D. R., T. Kent, D. H. Myers, C. Stacy, M. Sylvanus, A. L. Turner, K. Watanabe and W. T. Ziemba. ‘The Russell-Yasuda Kasai model: An asset/liability model for a Japanese insurance company using multistage stochastic programming’. Interfaces, 24(24): 29–49, 1994.
4. Consigli, G. and M. A. H. Dempster. ‘Dynamic stochastic programming for asset-liability management’. Annals of Operations Research, 81: 131–162, 1998.
5. Consiglio, A., F. Cocco and S. A. Zenios. ‘The Prometeia model for managing insurance policies with guarantees’. Handbook of Asset and Liability Management, Handbooks of Finance. North-Holland, Amsterdam, The Netherlands, 2005.