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題名:臺灣以房養老契約設計之改良與評價
書刊名:證券市場發展季刊
作者:張瑞珍 引用關係黃保憲劉清吉吳庭斌 引用關係
作者(外文):Chang, Jui-janeHuang, Pao-hsienLiu, Qing-jiWu, Ting-pin
出版日期:2020
卷期:32:4=128
頁次:頁155-202
主題關鍵詞:臺灣以房養老契約臺灣老人長期照護問題公平保險費Taiwan's reverse mortgage contractsTaiwan's elder long-term care problemFair insurance premium
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(1) 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:1
  • 共同引用共同引用:13
  • 點閱點閱:22
期刊論文
1.Huang, Hong-Chih、Yue, Jack C.、Yang, Sharon S.(2008)。An Empirical Study of Mortality Models in Taiwan。Asia-Pacific Journal of Risk and Insurance,3(1),150-164。  new window
2.Kau, J. B.、Keenan, D. C.、Muller, Walter J. III、Epperson, J. F.(1995)。The Valuation at Origination of Fixed-Rate Mortgages with Default and Prepayment。The Journal of Real Estate Finance and Economics,11(1),5-39。  new window
3.Bardhan, A.、Karapandža, R.、Urošević, B.(2006)。Valuing Mortgage Insurance Contracts in Emerging Market Economies。Journal of Real Estate Finance and Economics,32(1),9-20。  new window
4.Hilliard, Jimmy E.、Reis, Jorge(1998)。Valuation of commodity futures and options under stochastic convenience yields, interest rates, and jump diffusions in the spot。The Journal of Financial and Quantitative Analysis,33(1),61-86。  new window
5.Lin, Yijia、Cox, Samuel H.(2005)。Securitization of Mortality Risks in Life Annuities。Journal of Risk and Insurance,72(2),227-252。  new window
6.Blake, D.、Burrows, W.(2001)。Survivor Bonds: Helping to Hedge Mortality Risk。Journal of Risk and Insurance,68(2),339-348。  new window
7.Denuit, Michel、Devolder, Pierre、Goderniaux, Anne-Cécile(2007)。Securitization of Longevity Risk: Pricing Survivor Bonds With Wang Transform in The Lee-Carter Framework。Journal of Risk and Insurance,74(1),87-113。  new window
8.Dowd, Kevin、Blake, David、Cairns, Andrew J. G.、Dawson, Paul(2006)。Survivor Swaps。Journal of Risk and Insurance,73(1),1-17。  new window
9.王儷玲、王正偉、劉文彬(20110600)。臺灣實施反向房屋抵押貸款對提升退休所得之影響。風險管理學報,13(1),25-48。new window  延伸查詢new window
10.Szymanoski, E. J. Jr.(1994)。Risk and the home equity conversion mortgage。Real Estate and Economic,22(2),347-366。  new window
11.李秉芳、楊屯山、林哲群(20111200)。固定利率與指數型不動產逆向抵押貸款之比較分析。住宅學報,20(2),27-46。new window  延伸查詢new window
12.Yang, T. T.、Buist, H.、Megbolugbe, I. F.(1998)。An Analysis of the Ex Ante Probabilities of Mortgage Prepayment and Default。Real Estate Economics,26(4),651-676。  new window
13.李永琮、羅玉皓(20160600)。反向房屋抵押貸款商品結構分析。臺大管理論叢,26(2),139-171。new window  延伸查詢new window
14.Margrabe, William(1978)。The Value of an Option to Exchange One Asset for Another。The Journal of Finance,33(1),177-186。  new window
15.Chen, Hua、Cox, Samuel H.、Wang, Shaun S.(2010)。Is the home equity conversion mortgage in the United States sustainable? Evidence from pricing mortgage insurance premiums and non-recourse provisions using the conditional Esscher Transform。Insurance: Mathematics and Economics,46(2),371-384。  new window
16.Cox, John C.、Ingersoll, Jonathan E. Jr.、Ross, Stephen A.(1985)。A Theory of the Term Structure of Interest Rates。Econometrica,53(2),385-407。  new window
17.Kau, James B.、Keenan, Donald C.(1995)。An Overview of the Option-Theoretic Pricing of Mortgages。Journal of Housing Research,6(2),217-244。  new window
18.Kau, J. B.、Keenan, D. C.(1999)。Catastrophic Default and Credit Risk for Lending Institutions。Journal of Finance Services Research,15(2),87-102。  new window
19.Kau, James B.、Keenan, Donald C.、Muller, Walter J. III(1993)。An Option-Based Pricing Model of Private Mortgage Insurance。The Journal of Risk and Insurance,60(2),288-299。  new window
20.Kau, J. B.、Keenan, D. C.、Muller, Walter J. III、Epperson, J. F.(1992)。A Generalized Valuation Model for Fixed-Rate Residential Mortgages。Journal of Money, Credit and Banking,24(3),279-299。  new window
21.Lee, Ronald D.、Carter, Lawrence R.(1992)。Modeling and forecasting US mortality。Journal of the American Statistical Association,87(419),659-671。  new window
22.Lee, Y. T.、Wang, C. W.、Huang, H. C.(2012)。On the Valuation of Reverse Mortgages with Regular Tenure Payments。Insurance: Mathematics and Economics,51(2),430-441。  new window
23.Li, Johnny Siu‐Hang、Hardy, Maiy R.、Tan, Ken Seng(2010)。On Pricing and Hedging the No-Negative-Equity Guarantee in Equity Release Mechanisms。The Journal of Risk and Insurance,77(2),499-522。  new window
24.Blake, D.、Boardman, T.、Cairns, A.(2014)。Sharing Longevity Risk: Why Governments Should Issue Longevity Bonds。North American Actuarial Journal,18(1),258-277。  new window
25.Demary, M.(2010)。The Interplay between Output, Inflation, Interest Rates and House Prices: International Evidence。Journal of Property Research,27(1),1-17。  new window
26.Huang, H. C.、Wang, C. W.、Miao, Y. C.(2011)。Securitisation of Crossover Risk in Reverse Mortgages。The Geneva Papers on Risk and Insurance-Issues and Practice,36(4),622-647。  new window
27.Moulton, S.、Haurin, D. R.、Shi, W.(2015)。An Analysis of Default Risk in the Home Equity Conversion Mortgage (HECM) Program。Journal of Urban Economics,90,17-34。  new window
28.Wang, L.、Valdez, E. A.、Piggott, J.(2008)。Securitization of Longevity Risk in Reverse Mortgages。North American Actuarial Journal,12(4),345-371。  new window
29.Yang, S. S.(2011)。Securitisation and Tranching Longevity and House Price Risk for Reverse Mortgage Products。The Geneva Papers on Risk and Insurance-Issues and Practice,36(4),648-674。  new window
30.Chinloy, P.、Megbolugbe, I. F.(1994)。Reverse Mortgages: Contracting and Crossover Risk。Real Estate Economics,22(2),367-386。  new window
會議論文
1.Ma, S.、Kim, G.、Lew, K.(2007)。Estimating Reverse Mortgage Insurer's Risk Using Stochastic Models。The Asia-Pacific Risk and Insurance Association 2007 Annual Meeting。  new window
2.Kladívko, K.(2007)。Maximum likelihood estimation of the Cox-Ingersoll-Ross process: The Matlab implementation。Technical computing Prague 2007: 15th annual conference。  new window
圖書
1.Hull, J. C.(2012)。Options, Futures, and Other Derivatives。Pearson Education Limited。  new window
2.Svoboda, S.(2003)。Interest Rate Modelling。Springer。  new window
3.Shreve, S.(2004)。Stochastic Calculus for Finance I: the Binomial Asset Pricing Model。Springer Science & Business Media。  new window
單篇論文
1.Sherris, M.,Sun, D.(2010)。Risk Based Capital and Pricing for Reverse Mortgages Revisited。  new window
 
 
 
 
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