| Other| 1. | Litzenberger, R. H., Beaglehole, D. R., and C. E. Reynolds(1996)。Assessing catastrophe reinsurance linked securities as a new asset class。   | 期刊論文| 1. | Lin, Yijia、Cox, Samuel H.(2005)。Securitization of Mortality Risks in Life Annuities。Journal of Risk and Insurance，72(2)，227-252。 | | 2. | Lo, A. W.、MacKinlay, A. Craig(1989)。The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation。Journal of Econometrics，40(2)，203-238。 | | 3. | Cochrane, John H.(1988)。How Big is the Random Walk in GNP?。Journal of Political Economy，96(5)，893-920。 | | 4. | Cairns, Andrew J. G.、Blake, David、Dowd, Kevin(2006)。A Two-Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration。Journal of Risk and Insurance，73(4)，687-718。 | 其他| 1. | Bauer, D., M., Börger and J., Russ(2010)。On the pricing of longevity-linked securities。 | | 2. | Blake, D., and W. Burrows(2001)。Survivor bonds: Helping to hedge mortality risk。 | | 3. | Blake, D., Cairns, A.J.G., and K. Dowd(2006)。Living with mortality: Longevity bonds and other mortality-linked securities。 | | 4. | Blake, D., Cairns, A.J.G., Dowd, K., and R. MacMinn(2006)。Longevity bonds: Financial engineering, valuation and hedging。 | | 5. | Bowers, N. L., H. U. Gerber, J. C. Hickman, D. A. Jones, and C. J. Nesbitt(1986)。Actuarial。 | | 6. | Brouhns, N., M. Denuit, and J.K., Vermunt,(2002)。A Poisson log-bilinear regression approach to the construction of projected lifetables。 | | 7. | Chen, H. and J. D. Cummins(2010)。Longevity bond premiums: The extreme value approach and risk cubic pricing。 | | 8. | Cox, S.H., Pedersen, H.W., and J. R. Fairchild(2000)。Economic aspects of securitization of risk。 | | 9. | Cox, S.H., Lin, Y., and H. W. Pedersen(2010)。Mortality risk modeling: Applications to insurance securitization。 | | 10. | Cheriditoa, P., Damir F. and Robert L.K.,(2007)。Market price of risk specifications for affine models: Theory and evidence。 | | 11. | Dai, Q. and Singleton, K. J.,(2000)。Specification analysis of affine term structure models。 | | 12. | Denuit, M., P. Devolder, and A.-C. Goderniaux,(2007)。Securitization of Longevity Risk: Pricing Survivor Bonds With Wang Transform in the Lee-Carter Framework。 | | 13. | Froot, K. A.(2001)。The market for catastrophe risk: A clinical examination。 | | 14. | Jaffee, D.M. and T. Russell(1997)。Catastrophe insurance, capital markets, and uninsurable risks。 | | 15. | Lane, M.N. and R. G. Beckwith(2007)。That was the year that was!。 | | 16. | Lee, R. D. and L.R. Carter(1992)。Modeling and Forecasting U. S. Mortality。 | | 17. | Li, J. S-H., Hardy, M. R., Tan, K. S.,(2009)。Uncertainty in mortality forecasting: an extension to the classic Lee-Carter approach。 | | 18. | Lin, Y. and S. H. Cox(2008)。Securitization of catastrophe mortality risks。 | | 19. | Lo, A. W., MacKinley, A .C.,(1988)。Stock prices do not follow random walks: evidence based on a simple specification test。 | | 20. | Panjer, H. H.(1998)。Financial economics: With application to investments, insurance and pensions。 | | 21. | Revuz, D., Yor, M.,(1994)。Continuous martingales and Brownian motion。 | | 22. | Wills, S. and M. Sherris(2010)。Securitization, structuring and pricing of longevity risk。 | |