| Reference: | 一、中文部分
1.李進生、謝文良、林允永、蔣炤坪、陳達新、盧陽正 (2001)，「風險管理—風險值(VaR) 理論與應用」。
2.董孟雲 (2004)，「金融研訊院講義」。
3.湯谷昇羊 (1999)，「壽險業為機的真相」。
4.胡聯國、康榮寶、林修崴、賀蘭芝 (2000)，「推動我國綜合券商採用涉險值模式控管市場風險之研究計畫」。
5.楊順雯 (1998)，「人壽保險公司壽險契約商品組合之風險值管理研究」，銘傳大學金融研究所碩士論文。
6.許瑞敏 (1994)，「壽險業現金流量管理之研究」，逢甲大學保險研究所碩士論文。
7.歐雪竹 (2001)，「台灣壽險業利率風險之研究」，逢甲大學保險研究所碩士論文。
8.李明黛 (2002)，「利率風險對公司經營之影響:台灣壽險市場之實證研究」，政治大學風險管理與保險研究所碩士論文。
9.吳志遠 (1995)，「保險公司財務風險管理—現金流量模擬模型及類神經網路之應用」，台灣大學財務金融研究所碩士論文。
10.政治大學信義不動產研究發展中心 (2003)，「台灣地區房地產產業年鑑」，第83頁。
二、英文部分
1.“Core Principles for Effective Banking Supervision.” Basel Committee on Banking Supervision, 1997.
2.Cummins, J. D. and D. W. Sommer, 1996, “Capital and Risk in Property-liability Insurance Market.” Journal of Banking and Finance, 20: 1069-92.
3.Cummins, J. D., M. F. Grace and R. D. Phillips, 1999, “Regulatory Solvency Prediction in Property-Liability Insurance: Risk-Based Capital, Audit Ratios, and Cash-Flow Simulation.” Journal of Risk and Insurance, 66: 417-458.
4.Cummins, J. D., S. E. Harrington, and R. Klein, 1995, “Insolvency Experience, Risk-Based Capital, and Prompt Corrective Action in Property-Liability Insurance.” Journal of Banking and Finance, 19: 511-527.
5.Daykin, C.D., Hey, G.B., 1991, “A Management Model of a General Insurance Company Using Simulation Techniques, Management the Insolvency Risk of Insurance Company.” Kluwer Academic Publishers, Boston.
6.Duffie, D. and J. Pan, 1997, “An Overview of Value At Risk.” Journal of Derivatives, 7-49.
7.Grace, M. F., S. E. Harrington, and R. Klein, 1998, “Risk-Based Capital and Solvency Screening in Property-Liability Insurance: Hypotheses and Empirical Tests.” Journal of Risk and Insurance, 65: 213-243.
8.Hendricks, Darryll., 1996, “Evaluation of Value-at-Risk Models Using Historical Data.” Economics Policy Review, 39-69.
9.Jorion, P., 2001, “Value at Risk–The New Benchmark for Managing Financial Risk.” The McGraw-Hill Companies, Inc.
10.Jorion, P., 1997, “Value at Risk–The New Benchmark for Controlling Market Risk.” McGraw-Hill Book Company.
11.Jorion, P., 1996, “Risk2 –Measuring the Risk in Value at Risk.” Financial Analysts Journal, November─December.
12.Lee, S. J., Mayers, D. and Smith, C. W., 1997, “Guaranty Funds and Risk-taking Evidence from the insurance industry.” Journal of Financial Economics, 44: 3-24.
13.Morgan, J. P., 1996, “RiskMetrics Technical Document, Fourth Edition.” New York.
14.Myers, S. C. and Read, J. A., 2001, “Capital Allocation for Insurance Companies.” Journal of Risk and Insurance, 68: 545-580.
15.“Overview of the New Basel Capital Accord Consultative Document.” Basel Committee on Banking Supervision, 2001.
16.“The New Basel Capital Accord Consultative Document.” Basel Committee on Banking Supervision, 2001. |
