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題名:臺灣巨災風險管理現狀與體系構建
書刊名:僑光學報
作者:陳威榮黃健柏呂廣盛
作者(外文):Chen, Wei JungHuang, Jian BoLu, Kuang-sheng
出版日期:2012
卷期:35
頁次:頁77-105
主題關鍵詞:巨災風險管理成本效益法巨災風險債券衍生性商品Catastrophic risk managementCost-benefit analysesCatastrophic management bondDerivatives
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(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:10
  • 點閱點閱:120
期刊論文
1.陳森松(200001)。從紐西蘭地震委員會之經驗--論我國地震保險制度之建立與管理。風險管理,3,47-54。  延伸查詢new window
2.陳威榮、黃健柏(200910)。以巨災債券探討保險風險的金融商品化。僑光學報,32,175-186。new window  延伸查詢new window
3.趙秋燕(200003)。美國加州地震保險制度。保險專刊,59,116-142。new window  延伸查詢new window
4.Câmara, António(2003)。A Generalization of the Brennan-Rubinstein Approach for the Pricing of Derivatives。Journal of Finance,58(2),805-819。  new window
5.Camara, Antonio(2005)。Option Prices Sustained by Risk-Preferences。Journal of Business,78(5),1683-1708。  new window
6.Culp, Christopher L.。Contingent Capital: Integrating Corporate Financing and Risk Management Decisions。Journal of Applied Corporate Finance,15(1),47-48。  new window
7.Lin, Wen-Chang、Lai, Yi-Hsun(2012)。Evaluating catastrophe reinsurance contracts: an option pricing approach with extreme risk。Applied Financial Economics,22(12),1017-1028。  new window
8.Jäger, Verena、Medders, Lorilee、McCullough, Kathleen A.(2011)。Tale of Two Regions: Natural Catastrophe Insurance and Regulation in the United States and the European Union。Journal of Insurance Regulation,30,171-208。  new window
9.Merton, Robert C.(1976)。Option Pricing When Underlying Stock Returns are Discontinuous。Journal Financial Economics,3(1-2),125-144。  new window
10.Stanton, Richard、Wallace, Nancy。The Bear's Lair: Index Credit Default Swaps and the Subprime Mortgage Crisis forthcoming。Review of Financial Studies,24(10),3250-3280。  new window
11.Brennan, M. J.(1979)。The Pricing of Contingent Claims in Discrete Time Models。Journal of Finance,34(1),53-68。  new window
12.Harrison, J. M.、Kreps, D.(1979)。Martingales and Arbitrage in Multi-period Securities Markets。Journal of Economic Theory,20,381-408。  new window
13.張靜貞、羅紀琼、林振輝(20031000)。基隆河汐止、五堵地區居民參與洪災保險意願之研究。臺灣經濟預測與政策,34(1),39-61。new window  延伸查詢new window
14.Black, Fischer、Scholes, Myron S.(1973)。The Pricing of Options and Corporate Liabilities。Journal of Political Economy,81(3),637-654。  new window
15.Cox, John C.、Ross, Stephen A.(1976)。The Valuation of Options for Alternative Stochastic Processes。Journal of Financial Economics,3(1-2),145-166。  new window
16.Rubinstein, Mark(1974)。An Aggregation Theorem for Securities Markets。Journal of Financial Economics,1(3),225-244。  new window
17.Lundqvist, Bertil(1999)。Catastrophe Bonds as a Method of Securitizing Insurance Risk。Practising Law Institute Commercial Law and Practice Course Handbook Series,797,799-813。  new window
18.Harrison, J.Michael、Pliska, Stanley R.(1981)。Martingales and Stochastic Integrals in the Theory of Continuous Trading。Stochastic Processes and Their Applications,11(3),215-260。  new window
會議論文
1.Lane, Morton N.(2011)。Examining and Maximizing the Benefits of CAT Bonds as a Non-Correlated Asset Class。Catastrophe Risk Financing and Securitisation,(會議日期: 2011/04/19-04/20)。Singapore。  new window
2.Ranciere, Romain、Tornell, Aaron(2011)。Financial Black-Holes: The Interaction of Financial Regulation and Bailout Guarantees。The 11th Jacques Polak Annual Research Conference,The International Monetary Fund (會議日期: 2010/11/04-11/05)。Washington, D.C。  new window
3.Martinez-Villegas, M. L.、Penarubial, H.(2012)。Filipinos in Japan: Experiences and lessons learned from the 11 March 2011 earthquake and tsunami。The 24th Annual Geological Convention of the Geological Society of the Philippines,(會議日期: 2011/12/08-12/09),33。  new window
學位論文
1.黃琬婷(2004)。或有資本票據權利之評價(碩士論文)。逢甲大學。  延伸查詢new window
2.張淑蓉(2004)。二項式巨災權益賣權訂價模型(碩士論文)。逢甲大學。  延伸查詢new window
3.張澤慈(2006)。我國住宅地震風險證券化之實際研究(碩士論文)。淡江大學。  延伸查詢new window
4.劉璐璐(2003)。巨災風險證券化之研究~我國實施巨災風險證券化可行性之探討~(碩士論文)。淡江大學。  延伸查詢new window
5.陳豐年(2004)。巨災債券之法規架構及相關監理問題之研究(碩士論文)。國立政治大學。  延伸查詢new window
6.張偉忠(2000)。巨災債券之理論與實際(碩士論文)。國立中央大學。  延伸查詢new window
圖書
1.劉宜君(2006)。天然災害減輕之經濟誘因政策工具之研究。財團法人國家政策研究基金會。  延伸查詢new window
2.蕭鶴賢、賴麗琴(2003)。各國巨災保險比較研究。中央再保險公司。  延伸查詢new window
單篇論文
1.呂宜樺(2007)。風險資本與雙起賠點再保險之訂價。  延伸查詢new window
2.張秋政,楊濟鴻,吳佩如(1999)。因應世界各地地震危險的對策(Counter-Measures Against Earthquake Risks Around the World),日本東京。  延伸查詢new window
其他
1.行政院主計處,中央氣象局(1999)。臺灣921、日本阪神與美國加州北嶺大地震比較分析。  延伸查詢new window
2.Hamilton, David T.(2001)。Default and Recovery Rates of Corporate Bond Issuers 2000。  new window
3.日本地震再保險株式會社(JER)(2011)。2010年年報(地震保険のしくみ),http://www.nihonjishin.co.jp /structure/index.html, 2011/12/05。  延伸查詢new window
4.財團法人住宅地震保險基金(2011)。2010 財團法人住宅地震保險基金. 99年度年報,財團法人住宅地震保險基金管理委員會。,http://www.treif.org.tw/file/99年年報.pdf, 2011/12/05。  延伸查詢new window
5.(2011)。加州地震局(CEA),http://www.earthquakeauthority.com/index.aspx?id^l& pid=l, 2011/12/05。  new window
6.保險事業發展中心(2011)。火災住宅保險之業務統計,http://www.tii.org.tw/fcontent/ information/information03.asp, 2011/6/30。  延伸查詢new window
7.財團法人汽車交通事故特別補償基金(2011)。財團法人汽車交通事故特別補償基金. 2008、2009年報,http://www.mvacf.org.tw/content/about/about03.aspx, 2011/12/01。  延伸查詢new window
8.(2012)。風險管理,http://zh.wikipedia.org/zh-hk/%E9%A2%A8%E9%9A %AA%E7%AE%A 1%E7%90%86, 2012/12/15。  new window
9.聯合國(2009)。2009年全球災害風險減災評估報告(Global assessment report on disaster risk reduction, 2009,United Nations International Strategy for Disaster Reduction Secretariat) (UNISDR),http://www.preventionweb.net/english/hyogo/gar/repor t/index.php?id=9413。  new window
 
 
 
 
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