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題名:應用隨機矩陣理論於長年期多重疾病與多重給付保險的理賠成本
書刊名:保險專刊
作者:陳哲斌
作者(外文):Chen, Che-pin
出版日期:2022
卷期:38:3
頁次:頁273-287
主題關鍵詞:隨機矩陣理論多重疾病保險多重給付保險理賠成本隨機雜訊Random matrix theoryMultiple disease insuranceMultiple benefit insuranceClaim costsRandom noise
原始連結:連回原系統網址new window
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  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:2
  • 點閱點閱:4
期刊論文
1.Plerou, V.、Gopikrishnan, P.、Rosenow, B.、Amaral, L. A. N.、Stanley, H. E.(2000)。A Random Matrix Theory Approach to Financial Cross-Correlations。Physica A: Statistical Mechanics and its Applications,287(3/4),374-382。  new window
2.Plerou, V.、Gopikrishnan, P.、Rosenow, B.、Amaral, L. A. N.、Guhr, T.、Stanley, H. E.(2002)。Random Matrix Approach to Cross Correlations in Financial Data。Physical Review E,65(6),066126-066128。  new window
3.Sharifi, S.、Crane, M.、Shamaie, A.、Ruskin, H.(2004)。Random Matrix Theory for Portfolio Optimization: a Stability Approach。Physica A: Statistical Mechanics and its Applications,335(3/4),629-643。  new window
4.Chiu, M. C.、Wong, H. Y.(2014)。Mean-variance asset-liability management with asset correlation risk and insurance liabilities。Insurance: Mathematics and Economics,59,300-310。  new window
5.Wishart, J.(1928)。The generalised product moment distribution in samples from a normal multivariate population。Biometrika,20,32-52。  new window
6.喬治華、莊聲和、梁正德、袁曉芝、鍾孟鈴、徐豈庸(20120600)。以全民健康保險研究資料庫為基礎之住院與門診手術發生率統計。保險專刊,28(1),1-26。new window  延伸查詢new window
7.陳淑娟、喬治華(20180300)。由全民健康保險研究資料庫探討農民癌症風險。保險專刊,34(1),53-74。new window  延伸查詢new window
8.莊聲和、喬治華、林子晴(20110600)。尿毒症患者死亡率及保險商品證券化研究。保險專刊,27(1),1-36。new window  延伸查詢new window
9.Chen, C. W.、Ma, W. J.(2018)。Toward a scenario with complementary stochastic and deterministic information in financial fluctuations。Chinese Journal of Physics,56(3),853-862。  new window
10.Dean, D. S.、Majumdar, S. N.(2006)。Large Deviations of Extreme Eigenvalues of Random Matrices。Physical Review Letters,97(16)。  new window
11.Denuit, M.、Lu, Y.(2021)。Wishart-gamma random effects models with applications to nonlife insurance。Journal of Risk and Insurance,88(2),443-481。  new window
12.Gourieroux, C.、Jasiak, J.、Sufana, R.(2009)。The Wishart Autoregressive process of multivariate stochastic volatility。Journal of Econometrics,150(2),167-181。  new window
13.Laloux, L.、Cizeau, P.、Potters, M.、Bouchaud, J. P.(2000)。Random Matrix Theory And Financial Correlations。International Journal of Theoretical and Applied Finance,3(3),391-397。  new window
14.Lopez, O.(2019)。A censored copula model for micro-level claim reserving。Insurance: Mathematics and Economics,87,1-14。  new window
15.Ma, W.-J.、Hu, C. K.、Amritkar, R. E.(2004)。Stochastic dynamical model for stock-stock correlations。Physical Review E,70(2)。  new window
16.Marcenko, V. A.、Pastur, L. A.(1967)。Distribution of eigenvalues for some sets of random matrices。Matematicheskii Sbomik,114(4),507-536。  new window
17.Sengupta, A. M.、Mitra, P. P.(1999)。Distributions of singular values for some random matrices。Physical Review E,60(3),3389-3392。  new window
18.Wigner, E. P.(1958)。On the Distribution of the Roots of Certain Symmetric Matrices。Annals of Mathematics,67(2),325-327。  new window
學位論文
1.許世璋(2010)。運用隨機矩陣理論探討雜訊交易對投資組合報酬率之影響(博士論文)。國立臺北大學。new window  延伸查詢new window
圖書
1.Bowers, N. L.、Gerber, H. U.、Hickman, J. C.、Jones, D. A.、Nesbitt, C. J.(1986)。Actuarial Mathematics。Society of Actuaries。  new window
2.Deifl, Percy、Gioev, Dimitri(2009)。Random matrix theory: invariant ensembles and universality。Courant Institute of Mathematical Sciences。  new window
3.Dyson, F. J.(1971)。Distribution of Eigenvalues for a class of real symmetric matrices。Inst, for Advanced Study。  new window
4.Mehta, M. L.(2004)。Random matrices。Elsevier。  new window
5.Potters, Marc、Bouchaud, Jean-Philippe(2020)。A First Course in Random Matrix Theory: For Physicists, Engineers and Data Scientists。Cambridge University Press。  new window
6.Akemann, Gemot、Baik, Jinho、Di Francesco, Philippe(2011)。The Oxford Handbook of Random Matrix Theory。Oxford University Press。  new window
7.Bouchaud, J. P.、Potters, M.(2000)。Theory of Financial Risks: From Statistical Physics to Risk Management。Cambridge University Press。  new window
單篇論文
1.Bouchaud, J. P.,Potters, M.(2009)。Financial Applications of Random Matrix Theory: a short review(0910.1205.)。  new window
2.Potters, M.,Bouchaud, J. P.,Laloux, L.(2005)。Financial applications of random matrix theory: Old laces and new pieces(physics/0507111)。  new window
 
 
 
 
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