期刊論文1. | 繆震宇(20051000)。指數型風險下我國公務人員退撫基金動態資產配置之研究。證券市場發展,17(3)=67,1-29。 延伸查詢 |
2. | Josa-Fombellida, Ricardo、Rincón-Zapatero, Juan Pablo(2006)。Optimal Investment Decisions with a Liability: The Case of Defined Benefit Pension Plans。Insurance Mathematics and Economics,39,81-98。 |
3. | Vigna, E.、Haberman, S.(2001)。Optimal investment strategies for defined contribution pension schemes。Insurance: Mathematics and Economics,28,233-262。 |
4. | 繆震宇、邱顯比(20021200)。固定提撥費率下退休基金動態資產配置之探討。臺灣管理學刊,2(2),77-97。 延伸查詢 |
5. | Tzeng, L. Y.、Wang, J. L.、Soo, J. H.(2000)。Surplus Management under a Stochastic Process。Journal of Risk and Insurance,67(3),451-462。 |
6. | 黃介良、李翎竹、陳秋蓉(20040100)。投資收益保證制度之探討--以退撫基金為例。證券市場發展,15(4)=60,37-68。 延伸查詢 |
7. | 繆震宇(20011000)。臺灣退休基金最適提撥與資產配置之研究。證券市場發展,13(3)=51,101-130。 延伸查詢 |
8. | Chang, S. C.、Tzeng, L. Y.、Miao, J. C. Y.(2003)。Optimal Pension Funding Incorporating Downside Risks。Insurance: Mathematics and Economics,32(2),217-228。 |
9. | Josa-Fombellida, R.、Rincon-Zapatero, J. P.(2001)。Minimization of Risks in Pension Funding by Means of Contributions and Portfolio Selection。Insurance: Mathematics and Economics,29,35-45。 |
10. | 黃介良(19980000)。臺灣退休基金資產配置之研究。證券市場發展,10(3)=39,135-164。 延伸查詢 |
11. | 繆震宇(20030200)。確定給付制退休基金的最適資產配置。管理學報,20(1),177-199。 延伸查詢 |
12. | Chang, S. C.(1999)。Optimal Pension Funding Through Dynamic Simulations: The Case of Taiwan Public Employees Retirement System。Insurance: Mathematics and Economics,24(3),187-199。 |
13. | Haberman, Steven、Sung, Joo-Ho(1994)。Dynamic Approaches to Pension Funding。Insurance: Mathematics and Economics,15(2/3),151-162。 |
14. | 邱顯比(19970400)。臺灣退休基金資產分配之試評。證券市場發展,9(2)=34,29-57。 延伸查詢 |
15. | 張士傑、Cheng, Hsin-Yi(2002)。Pension Valuation Under Uncertainties: Implementation of a Stochastic and Dynamic Monitoring System。The Journal of Risk and Insurance,69(2),171-192。 |