Reference: | 一、中文參考書目: 一、再保險資訊,第108 期,第108 至112 頁。 二、凌氤寶,「巨大損失保險期貨」,保險專刊第35 輯,八十三年三月,第93 頁。 三、張士傑,「利用蒙地卡羅馬可夫鏈方法分析不同危險的損失分佈」,壽險季刊第104 期,民國八十六年,第40 至51 頁。 四、張經理,「保險期貨與期貨選擇權之研究」,國立政治大學未出版碩士論文,民國八十五年六月。 五、袁宗蔚,保險學〈增訂三十二版) ,三民書局,民國八十一年,第312 頁。 六、陳松男,「選擇權與期貨:衍生性商品理論與實務」,華泰書局,民國八十五年五月,頁194 至198。 七、陳繼堯,「再保險論」,三民書局,民國八十二年, p.1-3, 154 。 八、陳繼堯,「再保險學━理論與實務」,三民書局,民國八十五年八月,第1及284 頁。 九、國立民,「地震保險之研究」,逢甲大學保險研究所未出版碩士論文,民國七十七年元月,頁10 至12 、20。
二、英文參考書目: 1. Black, F. & Scholes, M., "The Pricing of Options and Corporate Liabilities ", Journal of Political Economy, 1973, pp.637-654. 2. Cox, J.C. & Ross, S.A., "The Valuation of Options for Alternative Stochastic Processes ", Journal of Financial Economics 3, 1976, pp.145-166. 3. Cox, J.C. & Ross, S.A. & Rubinstein, M., "Options Pricing : A Simplified Approach", Journal of Financial Economics 7, 1979, pp.229-263. 4. Dubofsky, D.A., "Options and Financial Futures : Valuation and Uses ", MCGraw-Hill inc., pp.81, 178,. 5. Herbert, M.B. "Investments", The Dryden Press, 1994, pp.233. 6. Ito, K., "On Stochastic Differential Equations ", Memoris, American Mathematical Society, no. 4, 1951, pp.1-51. 7. Jafee, D.M., "Thomas Russell, Catastrophe Insurance, Capital Markets, and Uninsurable Risks", The Journal of Risk and Insurance, 1997, Vol. 64, No. 2, pp.205-230. 8. Mcleod, D., "Jury is still out on Catastrophe Options, Business Insurance", 1995, pp.69. 9. Merton, R.C., "Continuous-Time Finance ", Blackwell Publishers, 1992, pp.87, 309-354. 10. Merton, R.C., "Option Pricing When Underlying Stock Returns are Discontinuous", Journal of Financial Economics 3,1976, pp.125-144. 11. Samuelson, P.A., "Proof that properly anticipated prices fluctuate randomly", Industrial Management Review 6, 1973, pp.41-49. 12. Silverman, B.W., "Density Estimation for Statistics and Data Analysis", London: Chapman and Hall, 1986. 13. Spector, P., "An Introduction to Sand S-Plus", Duxbury Press, 1994. 14. Swiss Re., "Tables for the Most Costly and the worst Catastrophes 1970-1996", Sigma, No.3, 1997, pp.37 15. Venables, W.N. & Ripley, B.D., "Modern Applied Statistics with SPlus", Springer-Verlag, 1994. 16. Wilmott, P. & Howison, S. & Dewynne,J., "The Mathematics of Financial Derivatives-A Student Introduction ", Cambridge, 1995, pp.19-30.
三、電腦軟體: 1. "S-PLUS", Version4.0, MathSoft, 1997. |