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題名:巨災保險期貨避險之研究
書刊名:保險專刊
作者:陳常沂張經理
出版日期:1997
卷期:47
頁次:頁74-94
主題關鍵詞:巨災保險期貨
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(3) 博士論文(1) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:3
  • 共同引用共同引用:0
  • 點閱點閱:6
期刊論文
1.Hoyt, Robert E.(1989)。Use of Financial Futures by Life Insurers。Journal of Risk and Insurance,56(4),740-749。  new window
2.Black, Fischer(1976)。The Pricing of Commodity Contracts。Journal of Financial Economics,3(1/2),167-179。  new window
3.Chang, Carolyn W.、Chang, Jack S. K.、Yu, Min-Teh(1996)。Pricing Catastrophe Insurance Futures Call Spreads: An Randomized Operational Time Approach。The Journal of Risk and Insurance,63(4),599-617。  new window
4.Cummins, David J.、Geman, Helyette(1993)。An Asian Option Approach to the Valuation of Insurance Futures Contracts。The Review of Futures Markets,13,518-521。  new window
5.Niehaus, Greg、Mann, Steven V.(1992)。The Trading of Underwriting Risk: An Analysis of Insurance Futures Contracts and Reinsurance。The Journal of Risk and Insurance,59(4),601-627。  new window
6.Mishra, Chandrasekhar、Urrutia, Jorge L.。An Option-Base Approach to Determining the Optimal Reinsurance Stop-Loss Premium。Advances in Futures and Options Research,7,313-321。  new window
7.Putman, Bluford(1994)。Searching for Zero-Beta Catastrophes。GLOBAL INVESTOR,1994(Apr.),37。  new window
8.Cox, Samuel、Schwebach, Robert(1992)。Insurance Futures and Hedging Insurance Price Risk。Journal of Risk and Insurance,59,628-644。  new window
9.Foppert, David(1993)。Uncertain futures。BEST VIEW,1993(Mar.),22。  new window
10.David, Cummins J.、Geman, Helyette(1995)。Pricing Catastrophe Insurance Futures and Call Spreads: an Arbitrage Approach。Journal of Fix Income,4(4),46-57。  new window
11.D'Arcy, Steven P.、France, Virginia Grace(1992)。Catastrophe Insurance Futures。CPCU Journal,1992(Dec.),202-213。  new window
12.D'Arcy, Steven P.、France, Virginia Grace(1992)。Symposium on Insurance Futures-Catastrophe Futures: A Better Hedge for Insurance。Journal of Risk and Insurance,59,575-600。  new window
13.Doherty, Neil、Dionne, George(1992)。Insurance with Undiversifiable Risk: Contract Structure and Organizational Form of Insurance Firms。Journal of Risk and Uncertainty,6,187-203。  new window
14.Mcleod, Douglas(19940411)。Wider Use of CAT Futures and Options Predicted。Business Insurance,28,34。  new window
15.Souter, Gavin(1995)。Using Derivatives to Cut Risk Requires Careful Management。Business Insurance,15。  new window
16.Flanigan, George、Scott, William L.(1994)。CAT Spreads at the CBOT Coming Alive。CPCU Journal,1994(Dec.),210-214。  new window
17.Ray, Russ(1993)。Catastrophe Derivatives。Risk Management,1993(Oct.),75-79。  new window
18.Hayes, James A.、Cole, Joseph B.、Meiselman, David I.(1993)。Health Insurance Derivatives: The Newest Application of Modern Financial Risk Management。Business Economics,1993(Apr.),36-40。  new window
19.McCullough, Kathleen(1995)。Catastrophe Insurance Futures。Risk Management,1995(Aug.),31-39。  new window
20.Bosse, Mary Ann、Graham, A. Steven(1994)。An Examination of the Futures Market for Catastrophe Insurance。The Journal of Insurance Issues,17(2),23-45。  new window
21.Harrington, Scott E.、Mann, Steven V.、Niehaus, Greg(1995)。Insurer Capital Structure Decisions and the Viavility of Insurance Derivatives。The Journal of Risk and Insurance,62(3),483。  new window
圖書
1.Chicago Board of Trade(1994)。Catastrophe Insurance Futures and Options: A Reference Guide。Chicago, IL。  new window
2.Chicago Board of Trade(1995)。CAT, Catastrophe Insurance Futures & Options Background Report。  new window
3.Chicago Board of Trade(1994)。Insurance Company Statutory Accounting Guidelines for Insurance Futures and Options。  new window
4.Chicago Board of Trade(1995)。PCS Catastrophe Insurance Options: A User's Guide。  new window
5.Chicago Board of Trade(1995)。PCS Catastrophe Insurance Options: The New Standardized Alternative for Managing Catastrophe Risk。  new window
 
 
 
 
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