期刊論文1. | Chang, C. W.、Chang, J. S. K.、Yu, M. T.(1996)。Pricing catastrophe insurance futures call spreads: a randomized operational time approach。Journal of Risk and Insurance,63(4),599-617。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
2. | Cox, S. H.、Pederson, H. W.(2000)。Catastrophe risk bonds。North American Actuarial Journal,4(4),56-82。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
3. | Lee, J.-P.、Yu, M.-T.(2002)。Pricing Default-Risky CAT Bonds with Moral Hazard and Basis Risk。Journal of Risk and Insurance,69(1),25-44。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
4. | Shimko, D. C.(1992)。The Valuation of Multiple Claim Insurance Contracts。Journal of Financial and Quantitative Analysis,27(2),229-246。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
5. | 陳森松(19980900)。論產物保險業新避險工具--保險衍生商品。保險專刊,53,112-125。 延伸查詢![new window](/gs32/images/newin.png) |
6. | Bouzouita, R.、Young, A. J.(1998)。Catastrophe Insurance Options: Insurance Company Management's Perceptions。Journal of Insurance Regulation,16(3),313-326。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
7. | Cox, S. H.、Schwebach, R. G.(1992)。Insurance Futures and Hedging Insurance Price Risk。The Journal of Risk and Insurance,59(4),628-644。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
8. | Canter, M. S.、Cole, J. B.、Sandor, R. I.(1997)。Insurance Derivatives: A New Asset Class for the Capital Markets and a New Hedging Tool for Insurance Industry。Journal of Applied Corporate finance,10,69-83。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
9. | Cummins, J. D.、Geman, H.(1995)。Pricing Catastrophe Futures and Call Spreads: An Arbitrage Approach。Journal of Fixed Income,4,46-57。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
10. | Davidson, R. J.(1998)。Working Toward a Comprehensive National Strategy for Funding Catastrophe Exposures。Journal of Insurance Regulation,17(2),134-170。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
11. | Doherty, N. A.(1997)。Financial Innovation in Management of Catastrophe Risk。Journal of Applied Corporate Finance,10,84-95。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
12. | Geman, H.、Yor, M.(1993)。Bessel Process, Asian Options, and Perpetuities。Mathematical Finance,3(4),349-375。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
13. | Laurenzano, V. L.(1998)。Securitization of Insurance Risk: A Perspective for Regulator。Journal of Insurance Regulation,17(2),179-185。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
14. | Hoyt, R. E.、McCullough, K. A.(1999)。Catastrophe Insurance Options: Are They Zero-Beta Assets?。Journal of Insurance Issues,22(2),147-163。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
15. | Jarrow, R.、Rudd, A.(1982)。Approximate Option Valuation for Arbitrary Stochastic Process。Journal of Financial Economics,10,347-369。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
16. | Kalotay, A. J.、Williams, G. O.、Fabozzi, F. J.(1993)。A Model for the Valuation of Bonds and Embedded Options。Financial Analysts Journal,49(3),35-46。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
17. | O'Brein, T.(1997)。Hedging Strategies Using Catastrophe Insurance Options。Insurance: Mathematics and Economics,21,153-162。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
18. | Nielson, J.、Sandmann, K.(1996)。The Pricing of Asian Options under Stochastic Interest Rate。Applied Mathematical Finance,3,209-236。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
19. | Loubergé, H.、Kellezi, E.、Gilli, M.(1999)。Using Catastrophe-Linked Securities to Diversify Insurance Risk: A Financial Analysis of CAT Bonds。Journal of Insurance Issues,22(2),125-146。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
20. | Litzenberger, R. H.、Beaglehole, D. R.、Reynolds, C. E.(1996)。Assessing Catastrophe Reinsurance-Linked Securities as a New Asset Class。Journal of Portfolio Management,23(5),76-86。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
21. | Turnbull, Stuart M.、Wakeman, Lee MacDonald(1991)。A quick algorithm for pricing European average options。The Journal of Financial and Quantitative Analysis,26(3),377-389。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
22. | Black, Fischer、Scholes, Myron S.(1973)。The Pricing of Options and Corporate Liabilities。Journal of Political Economy,81(3),637-654。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
23. | Cox, John C.、Ingersoll, Jonathan E. Jr.、Ross, Stephen A.(1985)。A Theory of the Term Structure of Interest Rates。Econometrica,53(2),385-407。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |