| 期刊論文1. | Cummins, J. D.、Geman, H.(1995)。Pricing Catastrophe Insurance Futures and Call Spreads: An Arbitrage Approach。The Journal of Fixed Income,4(4),46-57。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 2. | Harrington, Scott E.、Mann, Steven V.、Neibaus, Greg(1995)。Insurer Capital Structure Decisions and the Viability of Insurance Derivatives。Journal of Risk and Insurance,62(3),483-508。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 3. | Doherty, N. A.(1997)。Financial Innovation in the Management of Catastrophe Risk。Journal Applied Corporate Finance,10(3),84-95。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 4. | 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。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 5. | Cox, S. H.、Schwebach, R. G.(1992)。Insurance Futures and Hedging Insurance Price Risk。The Journal of Risk and Insurance,59(4),628-644。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 6. | Canter, M. S.、Cole, J. B.、Sandor, R. L.(1997)。Insurance Derivatives: A New Asset Class for the Capital Markets and A new hedging Tool for the Insurance Industry。Journal of Applied Corporate Finance,10(3),69-83。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 7. | Cummins, J. D.、Geman, H.(1994)。An Asian Option Approach to the Valuation of Insurance Futures Contracts。The Review of Futures Markets,13(2),517-557。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 8. | D'Arcy, S. P.、France, V. G.(1992)。Symposium on Insurance Futures, Catastrophe Futures: A Better Hedge for Insurers。The Journal of Risk and Insurance,59(4),575-610。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 9. | Goshay, R. C.、Sandor, R. L.(1973)。An Inquiry Into the Feasibility of A Reinsurance Futures Market。Journal of Business Finance,5(2),56-66。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 10. | Lekkerkerker, E. C.、Peters, J. F. M.(1995)。Financing of Insurance Companies。The Geneva Papers on Risk and Insurance,74,30-44。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 11. | Santomero, A. M.、Babbel, D. F.(1997)。Financial Risk Management by Insurers: An Analysis of Process。The Journal of Risk and Insurance,64(2),270。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 圖書1. | Bernstein, Peter L.(1996)。Against the Gods: The Remarkable Story of Risk。New York:John Wiley & Sons, Inc。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 2. | Hull, John C.(1997)。Options, Futures, and Other Derivatives。Upper Saddle River, NJ:Prentice-Hall Inc.。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 3. | Kiln, Robert(1991)。Reinsurance in Practice。London:Witherby & Co. Ltd。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 4. | Smithson, C. W.、Smith, C. W. Jr.、Wilford, D. S.(1995)。Managing Financial Risk: A Guide to Derivative Products, Financial Engineering, and Value Maximization。Chicago:The McGraw-Hill Companies, Inc。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 圖書論文1. | Ward, K.(1993)。Debt verses Equity in Practice。Corporate Financial Strategy。Oxford:Butterworth-Heinemann Ltd。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | |