| 期刊論文| 1. | Hardy, M. R.(1993)。Stochastic Simulation in Life Office Solvency Assessment。Journal of Institute of Actuaries，120，131-151。   | | 2. | Best's Review(1992)。Best's Insolvency Study Life/Health Insurers 1976-1991。Best's Review L/H，1992(Jun.)，18-24+130-133。 | | 3. | Bar-Niv, Ran(1990)。Accounting procedures, market data, cash-flow figures and insolvency classification: The case of the insurance industry。Accounting Review，65(3)，578-605。 | | 4. | Beard, R. E.(1964)。Some thoughts on the solvency of insurance companies。Algemene Reinsurance Companies Jubilee Letter，1。 | | 5. | Benjamin, S.(1976)。Profit and other financial concepts in insurance。Journal of the Institute of Actuaries，103，233-305。 | | 6. | Best's Review(1991)。Best's insolvency study property/casualty insurers 1969-1990。Best's Review P/C。 | | 7. | Cummins, J. D.、Laurel, J. W.(1983)。Estimating the total claims distribution using multivariate frequency and severity distribution。JRL，9(3)。 | | 8. | Daykin, C. D.、Devitt, E. R.、Khan, M. R.、McCaughan, J. P.(1984)。The solvency of general insurance companie。JIA，111，279-319。 | | 9. | Daykin, C. D.、Bernstein, G. D.、Coutts, S. M.、Reynolds, D. I. W.、Smith, P. D.(1987)。Assessing the solvency and financial strength of a general insurance company。JIA，114，227-310。 | | 10. | Hershbarger, R. A.、Miller, R. K.(1986)。The NAIC information system and the use of economic indicators in predicting insolvencies。Journal of Insurance Issues and Practices，21-43。 | | 11. | Kuan, Chung Ming、Halbert, W. T.(1994)。Artificial neural network: an econometric Perspective。Econometric Review，13(1)，1-91。 | | 12. | McDonald, J. B. M.(1990)。Some statistical distributions of insured damages。The Journal of Econometrics，43。 | | 13. | Brockett, Patrick L.、William, W. C.、Golden, Linda L.、Pitaktong, Utai(1994)。A neural network method for obtaining an early warning of insurance insolvency。Journal of Risk and Insurance，61(3)，402-424。 | | 14. | Pentikainen, T.。Approximative evaluation of the distribution function of aggregate claims。Astin Bulletin，17(1)。 | | 15. | Stiglitz, J. E.(1972)。Some aspects of the pure theory of corporate finance: bankruptcies and take-over。Bell Journal of Economics，3(2)。 | 會議論文| 1. | Coutts, S. M.、Devitt, E. R. F.(1986)。The assessment of the financial strength of insurance companies: A generalized cash flow model。The International Conference on Insurance Solvency。Philadelphia, Pennsylvania。 | | 2. | Paulson, A. S.、Deekshit, R. V.(1986)。Flow model for premium and surplus analysis。The First International Conference on Insurance Solvency。Philadelphia, Pennsylvania。 | | 3. | Daykin, C. D.、Hey, G. B.(19880709)。A management model of a general insurance company using simulation techniques。The International Conference on Insurance Solvency。Brighton, Sussex：Helsinki。 | | 4. | Person, E.(1964)。Solvency measurement。Transactions of the International Congress of Actuaries。 | | 5. | Coutts, Stewart M.、Devitt, Russell。The assessment of the financial strength of insurance companies by a generalized cash flow model。The First International Conference on Insurance Solvency: Financial Models of Insurance Solvency。 | 研究報告| 1. | Limp, A. P.(1984)。The solvency of life assurance companies。 | 圖書| 1. | Yehuda, K.、Charles, S. T.、Laurent, J.。Concepts and trends in the study of insurer's solvency。 | | 2. | Daykin, C. D.(19900122)。Managing uncertainty in a general insurance company。Institute of Actuaries。 | | 3. | Zahedi, Fatemen(1993)。Intelligent systems for business: Expert systems with neural network。Wadsworth Publishing Company。 | | 4. | Freeman, J. A. M.、David, M. S.(1991)。Neural network: algorithms, applications, and programming techniques。Addison-Wesley Publishing Company。 | | 5. | Hey, G. B.、Bernstein, G. D.(1988)。Cash flow simulation of a general insurance company: program description。Institute of Actuaries。 | | 6. | Kenneth, Black Jr.、Harold, Skipper Jr.。Life Insurance。 | | 7. | Freeman, James A.(1994)。Simulating neural networks with mathematical。Addison-Wesley Publishing Company。 | | 8. | Paulson, A. S.、Faris, N. J.(1989)。A practical approach to measuring the distribution of total annual claims。 | | 9. | Pentakainen, T.、Rantala, J.(1982)。Solvency of Insurers and Equalization Reserves。Helsinki。 | | 10. | Thornton, J. H.、Meador, J. W.(1977)。Comments on the validity of the NAIC early warning system for predicting failures among P-L insurance Companies。 | 其他| 1. | Daykin, C. D.，Bernstein, G. D.(1985)。A simulation model to examine question of solvency in the light of asset and run-off risks，Biarritz。 | 圖書論文| 1. | Daykin, C. D.、Bernstein, G. D.、Coutts, S. M.、Devitt, E. R. F.、Hey, G. B.、Reynolds, D. J. W.、Smith, P. D.(1985)。The Solvency of A General Insurance Company in Terms of Emerging Costs。Financial Models of Insurance Solvency。 | | 2. | Howard, R. W.。Some aspects of life assurance solvency。Financial Models of Insurance Solvency。 | | 3. | Irwin, T. V.。Measurement of investment performance of life insurance company general accounts and other fixed-dollar investment funds。Investment activities of life insurance companies。 | | 4. | Robert, A. R.。Investment strategy for the life insurance company。Investment activities of life insurance companies。 | |