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題名:產險公司合併之選擇權評價模型與模擬
書刊名:證券市場發展季刊
作者:林文昌賴怡洵 引用關係
作者(外文):Lin, Wen-changLai, Yi-hsun
出版日期:2004
卷期:16:2=62
頁次:頁1-42
主題關鍵詞:產險公司購併選擇權評價Property-liability insurerMerger and acquisitionOption pricing
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(1) 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:35
期刊論文
1.Lambrecht, B. M.(2004)。The Timing and Terms of Mergers Motivated by Economies of Scale。Journal of Financial Economics,72(1),41-62。  new window
2.Estrella, A.(2001)。Mixing and Matching: Prospective Financial Sector Mergers and Market Valuation。Journal of Banking & Finance,25(12),2367-2392。  new window
3.BarNiv, R.、Hathorn, J.(1997)。The Merger or Insolvency Alternative in the Insurance Industry。The Journal of Risk and Insurance,64(1),89-113。  new window
4.Doherty, N. A.、Garven, J. R.(1986)。Price Regulation in Property-Liability Insurance: A Contingent-Claims Approach。Journal of Finance,41(5),1031-1050。  new window
5.Merton, Robert C.(1978)。On the Cost of Deposit Insurance When There Are Surveillance Costs。The Journal of Business,51(3),439-451。  new window
6.Allen, L.、Jagtiani, J.(2000)。The Risk Effects of Combining Banking, Securities, and Insurance Activities。Journal of Economics and Business,52(6),485-497。  new window
7.Fischer, S.(1978)。Call Option Pricing When the Exercise Price is Uncertain, and The Valuation of Index Bonds。The Journal of Finance,33,169-176。  new window
8.Boyd, John H.、Graham, Stanley L.、Hewitt, R. Shawn(1993)。Bank holding company mergers with nonbank financial firms: Effects on the risk of failure。Journal of Banking and Finance,17(1),43-63。  new window
9.Myers, Stewart C.、Majluf, Nicholas S.(1984)。Corporate Financing and Investment Decisions When Firms Have Information That Investor Do Not Have。Journal of Financial Economics,13(2),187-221。  new window
10.Cummins, J. David(1988)。Risk-Based Premiums for Insurance Guaranty Funds。Journal of Finance,43(4),823-839。  new window
11.Chamberlin, S. L.、Tennyson, S.(1998)。Capital Shocks and Merger Activity in the Property-Liability Insurance Industry。The Journal of Risk and Insurance,65,563-595。  new window
12.Madura, J.、Picou, A.(1993)。Wealth Effects of Mergers in the Insurance Industry。Journal of Insurance Issues,15,63-78。  new window
13.Meador, J. W.、Madden, G. P.、Johnston, D. J.(1986)。On the Probability of Acquisition of Non-Life Insurers。The Journal of Risk and Insurance,53,621-643。  new window
研究報告
1.Cummins, J. D.、Weiss, M. A.、Tennyson, S.(1998)。Consolidation and Efficiency in the U. S. Life Insurance Industry。沒有紀錄。  new window
2.Xie, X.(2003)。Economies of Scale and Efficiency Analysis in United States Property-Liability Insurance Industry。沒有紀錄。  new window
圖書
1.Cummins, J. D.(1988)。Capital Structure and Fair Profits in Property Liability Insurance。Financial Insurance Solvency Theory。Boston, MA。  new window
2.Cummins, J. D.、Harrington, S.、Niehaus, G.(1995)。Risk-Based Capital Requirements for Property-Liability Insurers: A Financial Analysis。The Financial Dynamics of the Insurance Industry。New York, NY。  new window
3.Cummins, J. D.(2000)。Applications of Financial Pricing Models in Property-Liability Insurance。The Hand Book of Insurance。Norwell。  new window
4.Karlin, S.、Taylor, H. M.(1981)。A Second Course in Stochastic Processes。A Second Course in Stochastic Processes。New York, NY。  new window
 
 
 
 
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