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題名:再保險危機與最適再保險合約
書刊名:保險專刊
作者:何憲章曾郁仁 引用關係
作者(外文):Ho, Hsien-chanTzeng, Larry Y.
出版日期:2002
卷期:18:1
頁次:頁1-10
主題關鍵詞:再保最適契約風險趨避ReinsuranceOptimal contractRisk averse
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(2) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:2
  • 共同引用共同引用:0
  • 點閱點閱:4
期刊論文
1.Borch, K.(1962)。Equilibrium in A Reinsurance Market。Econometrica,30(3),424-444。  new window
2.Dreze, Jacques H.、Modigliani, Franco(1972)。Consumption decisions under uncertainty。Journal of Economic Theory,5(3),308-335。  new window
3.Mahul, O.(2000)。Optimal Insurance Design with Random Initial Wealth。Economics Letters,69,353-358。  new window
4.Eeckhoudt, L.、Hansen, P.(1980)。Minimum and Maximum Prices, Uncertainty,and the Theory of the Competitive Firm。American Economic Review,70(5),1064-1068。  new window
5.Black, J. M.、Bulkley, G.(1989)。A Ratio Criterion for Signing the Effects of an Increase in Uncertainty。International Economic Review,30,119-130。  new window
6.Diamond, P. A.、Stiglitz, J. E.(1974)。Increase in Risk and in Risk Aversion。Journal of Economic Theory,8,333-361。  new window
7.Dionne, G.、Eeckhoudt, L.(1987)。Proportional Risk Aversion, Taxation and Labor Supply Under Uncertainty。Journal of Economics,47,353-366。  new window
8.Eeckhoudt, L.、Hansen, P.(1983)。Micro-economic Applications of Marginal Changes in Risk。European Economic Review,22,167-176。  new window
9.Eeckhoudt, L.、Gollier, C.、Schlesinger, H.(1996)。Changes in Background Risk and Risk-Taking Behavior。Econometrica,64(3),683-689。  new window
10.Gollier, C.(1995)。The Comparative Statics and Changes in Risk Revisited。Journal of Economic Theory,66,522-535。  new window
11.Gollier, Christian、Pratt, John W.(1996)。Risk Vulnerability and the Tempering Effect of Background Risk。Econometrica,64,1109-1123。  new window
12.Machnes, Y.(1993)。Production Decisions in Case of Monotone Likelihood Ratio Shifts of Cumulative Distribution Functions。Insurance: Mathematics and Economics,13,299-302。  new window
13.Meyer, Jack、Ormiston, Michael B.(1983)。The Comparative Statics of Cumulative Distribution Function Changes for the Class of Risk-Averse Agents。Journal of Economic Theory,31,153-169。  new window
14.Meyer, J.、Ormiston, M. B.(1985)。Strong Increases in Risk and Their Comparative Statics。International Economics Review,26,425-437。  new window
15.Pratt, J. W.、Zeckhauser, R. J.(1987)。Proper Risk Aversion。Econometrica,55,143-154。  new window
16.Rothschild, M.、Stiglitz, J.(1971)。Increasing Risk II: Its Economic Consequences。Journal of Economic Theory,3,66-84。  new window
17.Huberman, G.、Mayers, D.、Smith, C. W.(1983)。Optimal Insurance Policy Indemnity Schedules。The Bell Journal of Economics,14(2),415-426。  new window
18.Raviv, A.(1979)。The Design of an Optimal Insurance Policy。American Economic Review,69(1),84-96。  new window
19.Rothschild, M.、Stiglitz, J. E.(1970)。Increasing Risk I: A Definition。Journal of Economic Theory,2,225-243。  new window
20.Blazenko, G.(1985)。The Design of an Optimal Insurance Policy: Note。American Economic Review,75(1),253-255。  new window
21.Gollier, C.(1996)。Optimum Insurance of Approximate Losses。Journal of Risk and Insurance,63,369-380。  new window
22.Gollier, C.(1987)。Pareto-Optimal Risk Sharing with Fixed Costs per Claim。Scandinavian Actuarial Journal,13,62-73。  new window
23.Gollier, C.(1987)。The Design of Optimal Insurance Without the Nonnegativity Constraint on Claims。Journal of Risk and Insurance,54,312-324。  new window
24.Landsberger, M.、Meilijson, I.(1990)。Demand for Risky Financial Assets: A Portfolio Analysis。Journal of Economic Theory,50,204-213。  new window
25.Kaplow, L.(1994)。Optimal Insurance Contracts when Establishing the Amount of Losses Is Costly。The Geneva Papers on Risk and Insurance Theory,19,139-152。  new window
圖書論文
1.Eeckhoudt, L.、Kimball, M. S.(1992)。Background Risk, Prudence and the Demand for Insurance。Contributions to Insurance Economics。Boston:Kluwer Academic Publishers。  new window
 
 
 
 
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