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題名:衍生性金融商品、再保險與風險--以英國壽險業為例
書刊名:經濟論文
作者:蕭景元 引用關係許永明
作者(外文):Hsiao, Ching-yuanShiu, Yung-ming
出版日期:2019
卷期:47:2
頁次:頁253-295
主題關鍵詞:衍生性金融商品再保險風險DerivativesReinsuranceRisk
原始連結:連回原系統網址new window
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  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:1
  • 點閱點閱:1
期刊論文
1.Adams, Mike、Hardwick, Philip、Zou, Hong(2008)。Reinsurance and Corporate Taxation in the United Kingdom Life Insurance Industry。Journal of Banking and Finance,32(1),101-115。  new window
2.Hoerger, Thomas J.、Sloan, Frank A.、Hassan, Mahmud(1990)。Loss Volatility, Bankruptcy, and the Demand for Reinsurance。Journal of Risk and Uncertainty,3(3),221-245。  new window
3.Powell, Lawrence S.、Sommer, David W.(2007)。Internal Versus External Capital Markets in the Insurance Industry: The Role of Reinsurance。Journal of Financial Service Research,31(2/3),173-188。  new window
4.Hardwick, P.、Adams, M.(1999)。The Determinants of Financial Derivatives Use in the United Kingdom Life insurance Industry。Abacus,35(2),163-184。  new window
5.Shiu, Y. M.(2007)。An Empirical Investigation on Derivatives Usage: Evidence from the United Kingdom General Insurance Industry。Applied Economics Letters,14,353-360。  new window
6.Chen, Yueyun、Hamwi, Iskandar S.、Hudson, Tim(2001)。The Effect of Ceded Reinsurance on Solvency of Primary Insurers。International Advances in Economic Research,7(1),65-82。  new window
7.Doherty, Neil A.、Smetters, Kent(2005)。Moral Hazard in Reinsurance Markets。The Journal of Risk and Insurance,72(3),375-391。  new window
8.Kader, H. A.、Adams, M.、Mouratidis, K.(2010)。Testing for Trade-Off in the Reinsurance Decision of U.K. Life Insurance Firms。Journal of Accounting, Auditing and Finance,25,491-522。  new window
9.Faccio, Mara、Marchica, Maria-Teresa、Mura, Roberto(2011)。Large Shareholder Diversification and Corporate Risk-Taking。The Review of Financial Studies,24(11),3601-3641。  new window
10.Baranoff, Etti G.、Sager, Thomas W.(2002)。The Relations among Asset Risk, Product Risk, and Capital in the Life Insurance Industry。Journal of Banking and Finance,26,1181-1197。  new window
11.Yong, Hue Hwa Au、Faff, Robert、Chalmers, Keryn(2009)。Derivative Activities and Asia-Pacific Banks' Interest Rate and Exchange Rate Exposures。Journal of International Financial Markets, Institutions and Money,19(1),16-32。  new window
12.Hentschel, Ludger、Kothari, S. P.(2001)。Are corporations reducing or taking risks with derivatives?。Journal of Financial and Quantitative Analysis,36(1),93-118。  new window
13.Shortridge, Rebecca Toppe、Avila, Stephen M.(2004)。The Impact of Institutional Ownership on the Reinsurance Decision。Risk Management and Insurance Review,7(2),93-106。  new window
14.Cole, Cassandra R.、McCullough, Kathleen A.(2006)。A Reexamination of the Corporate Demand for Reinsurance。The Journal of Risk and Insurance,73(1),169-192。  new window
15.Shiu, Yung-Ming(2011)。Reinsurance and Capital Structure: Evidence from the United Kingdom Non-Life Insurance Industry。Journal of Risk and Insurance,78(2),475-494。  new window
16.Graham, John R.、Rogers, Daniel A.(2002)。Do Firms Hedge in Response to Tax Incentives?。Journal of Finance,57(2),815-839。  new window
17.Adams, Mike(1996)。The Reinsurance Decision in Life Insurance Firms: An Empirical Test of the Risk-Bearing Hypothesis。Accounting and Finance,36(1),15-30。  new window
18.Basmann, R. L.(1960)。On finite sample distributions of generalized classical linear identifiability test statistics。Journal of the American Statistical Association,55,650-659。  new window
19.Bartram, Söhnke M.、Brown, Gregory W.、Fehle, Frank R.(2009)。International evidence on financial derivatives usage。Financial Management,38(1),185-206。  new window
20.Mayers, D.、Smith, C. W. Jr.(1988)。Ownership Structure across Lines of Property Casualty Insurance。Journal of Law and Economics,31,351-378。  new window
21.Guay, Wayne R.(1999)。The Impact of Derivatives on Firm Risk: An Empirical Examination of New Derivative Users。Journal of Accounting & Economics,26(1-3),319-351。  new window
22.Bartram, Söhnke M.、Brown, Gregory W.、Conrad, Jennifer(2011)。The Effects of Derivatives on Firm Risk and Value。Journal of Financial and Quantitative Analysis,46(4),967-999。  new window
23.Hirtle, Beverly J.(1997)。Derivatives, Portfolio Composition, and Bank Holding Company Interest Rate Risk Exposure。Journal of Financial Services Research,12(2/3),243-266。  new window
24.Ho, Chia-Ling、Lai, Gene C.、Lee, Jin-Ping(2013)。Organizational Structure, Board Composition, and Risk taking in the U.S. Property Casualty Insurance Industry。The Journal of Risk and Insurance,80(1),169-203。  new window
25.Baranoff, Etti、Sager, Thomas(2003)。The Relations among Organizational and Distribution Forms and Capital and Asset Risk Structures in the Life Insurance Industry。Journal of Risk and Insurance,70(3),375-400。  new window
26.Garven, James R.、Lamm-Tennant, Joan(2003)。The Demand for Reinsurance: Theory and Empirical Tests。Assurances et Gestion des Risques,71(2),217-238。  new window
27.Koski, J. L.、Pontiff, J.(1999)。How are Derivatives Used? Evidence from the Mutual Fund Industry。Journal of Finance,54(2),791-816。  new window
28.Shiu, Y. M.(2011)。What Motivates Insurers to Use Derivatives: Evidence from the United Kingdom Life Insurance Industry。Geneva Papers on Risk and Insurance--Issues and Practice,36,186-196。  new window
29.Boubakri, Narjess、Cosset, Jean-Claude、Saffar, Walid(2013)。The role of state and foreign owners in corporate risk-taking: Evidence from privatization。Journal of Financial Economics,108(3),641-658。  new window
30.Mayers, David、Smith, Clifford W. Jr.(1990)。On the corporate demand for insurance: Evidence from the reinsurance market。The Journal of Business,63(1),19-40。  new window
31.Mayers, D.、Smith, C. W. Jr.(1981)。Contractual Provisions, Organizational Structure,and conflict Control in Insurance Markets。The Journal of Business,54(3),407-434。  new window
32.Allayannis, George、Ofek, Eli(2001)。Exchange rate exposure, hedging, and the use of foreign currency derivatives。Journal of International Money and Finance,20(2),273-296。  new window
33.Lin, Chen-Miao、Smith, Stephen D.(2007)。Hedging, financing and investment decisions: A simultaneous Equations framework。Financial Review,42(2),191-209。  new window
34.Jaccard, James、Wan, Choi K.、Turrisi, Robert(1990)。The detection and interpretation of interaction effects between continuous variables in multiple regression。Multivariate Behavioral Research,25(4),467-478。  new window
35.Mankaï, Selim、Belgacem, Aymen(2016)。Interactions between risk taking, capital, and reinsurance for property-liability insurance firms。Journal of risk and insurance,83(4),1007-1043。  new window
36.劉憓諠、許永明、王綺楓(20170900)。利率衍生性商品、風險曝露水準與公司績效。經濟論文,45(3),351-383。new window  延伸查詢new window
37.Hong, S.、Bao, S.(2015)。Guaranty Funds, Government Shareholding and Risk Taking: Evidence from China。Geneva Papers on Risk and Insurance: Issues and Practice,40(4),653-677。  new window
38.Lamm-Tennant, J.、Starks, L. T.(1993)。Stock versus Mutual Ownership Structures: The Risk Implication。Journal of Business,66,29-46。  new window
39.Saghi-Zedek, N.、Tarazi, A.(2014)。Excess Control Rights, Financial Crisis and Bank Profitability and Risk。Journal of Banking and Finance,55,361-379。  new window
40.Scordis, N.、Steinorth, P.(2012)。Value from Hedging Risk with Reinsurance。Journal of Insurance Issues,35,210-231。  new window
41.Shiu, Y.(2016)。Is Reinsurance a Substitute for or a Complement to Derivative Usage? Evidence from the U.K. Non-Life Insurance Industry。Geneva Papers on Risk and Insurance--Issues and Practice,41,161-178。  new window
42.Swiss Reinsurance Company(2015)。World Insurance in 2014: Back to Life。Sigma,4,1-44。  new window
43.Petersen, Mitchell A.(2009)。Estimating standard errors in finance panel data sets: Comparing approaches。The Review of Financial Studies,22(1),435-480。  new window
44.Colquitt, L. L.、Hoyt, R. E.(1997)。Determinants of Corporate Hedging Behavior: Evidence from the Life Insurance Industry。Journal of Risk and Insurance,64(4),649-671。  new window
45.Cummins, J. David、Sommer, David W.(1996)。Capital and Risk in Property-Liability Insurance Markets。Journal of Banking and Finance,20(6),1069-1092。  new window
46.Downs, David H.、Sommer, David W.(1999)。Monitoring, Ownership, and Risk-Taking: the Impact of Guaranty Funds。Journal of Risk and Insurance,66(3),477-497。  new window
47.Sargan, J. D.(1958)。The Estimation of Economic Relationships Using Instrumental Variables。Econometrica: Journal of the Econometric Society,26(3),393-415。  new window
研究報告
1.Roberts, Michael R.、Whited, Toni M.(2012)。Endogeneity in empirical corporate finance。  new window
2.O'Brien, C.(2007)。Market-Consistent Valuations of Life Insurance Business: The U.K. Experience。Nottingham University Business School。  new window
圖書
1.Wooldridge, Jeffrey M.(2009)。Introductory Econometrics: A Modern Approach。South-Western Cengage Learning。  new window
2.Stock, J. H.、Watson, M. W.(2007)。Introduction to Econometrics。Pearson Addison Wesley。  new window
3.Philpott, J.(2012)。FSA Insurance Returns。London:Ernst and Young LLP。  new window
其他
1.Swiss Reinsurance Company(2013)。The Essentials Guide to Reinsurance,http://www.swissre.com/rethinking/The essential guide to reinsurance.html。  new window
 
 
 
 
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