| 期刊論文| 1. | Briys, Eric、de Varenne, Francois(1997)。On the Risk of Insurance Liabilities: Debunking Some Common Pitfalls。Journal of Risk and Insurance，64(4)，673-694。   | | 2. | Jørgensen, P. L.(2007)。Traffic light options。Journal of Banking and Finance，31，3698-3719。 | | 3. | Consiglio, A.、Saunders, D.、Zenios, S. A.(2006)。Asset and Liability Management for Insurance Products with Minimum Guarantees: The UK case。Journal of Banking and Finance，30，645-667。 | | 4. | Briys, E.、de Varenne, F.(1994)。Life insurance in a contingent claim framework: Pricing and regulatory implications。Geneva Papers on Risk and Insurance Theory，19(1)，53-72。 | | 5. | Grosen, A.、Jørgensen, P. L.(2002)。Life insurance liabilities at market value: An analysis of insolvency risk, bonus policy, and regulatory intervention rules in a barrier option framework。Journal of Risk and Insurance，69(1)，63-91。 | | 6. | Braun, Alexander、Rymaszewski, Przemysław、Schmeiser, Hato(2011)。A Traffic Light Approach to Solvency Measurement of Swiss Occupational Pension Funds。The Geneva Papers on Risk and Insurance. Issues and Practice，36(2)，254-282。 | | 7. | Chen, A.、Hieber, P.(2016)。Optimal asset allocation in life insurance: The impact of regulation。ASTIN Bulletin，46，605-626。 | | 8. | Chen, An、Hieber, Peter、Lämmlein, Lars(2020)。Regulatory measures for distressed insurance undertakings: a comparative study。Scandinavian Actuarial Journal，2020(1)，30-43。 | | 9. | Doskeland, T. M.、Nordahl, H. A.(2008)。Optimal pension insurance design。Journal of Banking and Finance，32，382-392。 | | 10. | Hwang, Y. W.、Chang, S. C.、Wu, Y. C.(2015)。Capital Forbearance, Ex Ante Life Insurance Guaranty Schemes, and Interest Rate Uncertainty。North American Actuarial Journal，19，94-115。 | | 11. | Jensen, B. A.、Sorensen, C.(2001)。Paying for minimum interest rate guarantees: Who should compensate who?。European Financial Management，7，183-211。 | 圖書| 1. | Baldi, P.(2017)。Stochastic Calculus: An Introduction Through Theory and Exercises。Springer Cham。 | | 2. | Buchen, P.(2010)。An Introduction to Exotic Option Pricing。Chapman & Hall/CRC。 | | 3. | Jeanblanc, M.、Yor, M.、Chesney, M.(2009)。Mathematical Methods for Financial Markets。Springer。 | | 4. | Piessens, R.、de Doncker-Kapenga, E.、Überhuber, C. W.、Kahaner, D. K.(1983)。QUADPACK: A Subroutine Package for Automatic Integration。Springer。 | |