期刊論文1. | Wilkie, A. D.、Waters, H. R.、Yang, S. S.(2003)。Reserving, Pricing and Hedging for Policies with Guaranteed Annuity Option。British Actuarial Journal,9(2),263-391。 |
2. | Maturity Guarantees Working Party(1980)。Report of the Maturity Guarantees Working Party。Joutnal of the Institute of Actuaries,107,103-209。 |
3. | Wirch, J. L.(1999)。Raising value at risk。North American Actuarial Journal,3(2),106-115。 |
4. | Hardy M. R.(2000)。Hedging and Reserving for Single Premium Segregated Fund Contracts。North American Actuarial Journal,4,63-74。 |
5. | 曹中岑、朱大中(20010600)。臺灣股市報酬指數--調整以股價指數衡量股市報酬率及財富之差誤。產業金融季刊,111,58-75。 延伸查詢 |
6. | 楊曉文、黃泓智、鄭宇宏(20041200)。投資型保險保證給付風險之衡量:同調風險衡量值的介紹與應用。保險專刊,20(2),159-181。 延伸查詢 |
7. | Boyle, P. P.、Hardy, M. R.(1997)。Reserving for Maturity Guarantees: Two Approaches。Insurance: Mathematics and Economics,21,113-127。 |
8. | Duffie, D.、Pan, J.(1997)。An Overview of Value at Risk。The Journal of Derivatives,4(3),7-49。 |
9. | 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。 |
10. | Artzner, Philippe、Delbaen, Freddy、Eber, Jean-Marc、Heath, David(1999)。Coherent measures of risk。Mathematical Finance,9(3),203-228。 |
11. | Wirch, J. L.、Hardy, M. R.(1999)。A Synthesis of Risk Measures for Capital Adequacy。Insurance: Mathematics and Economics,25,337-347。 |
研究報告1. | Canadian Institute of Actuaries(200203)。Report of the CIA Task Force on Segregated Fund Investment Guarantees。Canadian Institute of Actuaries' Task Force。 |
2. | (200410)。Guideline: Minimum Capital and Surplus Requirements (MCCSR) for Life Insurance Companies。Office of the Superintendent of Financial Institutions Canada。 |
3. | Guidance Note on Reserving Standards for Investment Guarantees。Office of the Commissioner of Insurance。 |
4. | (2004)。Memorandum to the Appointed Actuary on the Report on the Valuation of Life Insurance Policy Liabilities。Office of the Superintendent of Financial Institutions Canada。 |
5. | (200212)。Recommended Approach for Setting Regulatory Risk-Based Capital Requirements for Variable Annuities and Similar Products with Guarantees (Excluding Index Guarantees)。American Academy of Actuaries。 |
6. | Process for Determining Liabilities Under the Guidance Note on Reserving Standards for Investment Guarantees as Issued by the Office of the Commissioner of Insurance。The Actuarial Society of Hong Kong。 |
7. | (200412)。Recommended Approach for Setting Regulatory Risk-Based Capital Requirements for Variable Annuities and Similar Products。American Academy of Actuaries。 |
8. | Prudential Supervision of Insurance Undertakings(200212)。Conference of the Insurance Supervisory Services of The Members States of the European Union。 |
9. | (200412)。Updated Draft Actuarial Guideline VACARVM。American Academy of Actuaries。 |