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3. | Dong, W.、Shah, H. C.、Wong, F.(1996)。A Rational Approach to Pricing of Catastrophe Insurance。Journal of Risk and Uncertainty,12(2),201-218。 |
4. | Chang, Carolyn W.、Chang, Jack S. K.、Yu, Min-Teh(1996)。Pricing Catastrophe Insurance Futures Call Spreads: An Randomized Operational Time Approach。The Journal of Risk and Insurance,63(4),599-617。 |
5. | Cummins, David J.、Geman, Helyette(1993)。An Asian Option Approach to the Valuation of Insurance Futures Contracts。The Review of Futures Markets,13,518-521。 |
6. | D'Arcy, Stephen P.、France, Virginia Grace(1992)。Catastrophe Futures: A Better Hedge for Insurers。The Journal of Risk and Insurance,59(4),575-600。 |
7. | Litzenberger, Rober H.、Beaglehole, David R.、Reynolds, Craig E.(1996)。Assessing Catastrophe- Reinsurance-Linked Securities as a New Asset Class。Goldman Sachs Fixed Income Research,1996(Jul.)。 |
8. | Niehaus, Greg、Mann, Steven V.(1992)。The Trading of Underwriting Risk: An Analysis of Insurance Futures Contracts and Reinsurance。The Journal of Risk and Insurance,59(4),601-627。 |
9. | Zajdenweber, Daniel(1995)。Business Interruption Insurance a Risky Business: A Study on some Paretian Phenomena。Fractals,3(3),95-110。 |
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