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    Title: 選擇權訂價模式應用於保險之研究 : 費率釐訂與預警模式
    Authors: 游斯然
    YOU, SI-RAN
    Contributors: 周賢榮
    游斯然
    YOU, SI-RAN
    Date: 1992
    1991
    Issue Date: 2016-05-02 15:19:03 (UTC+8)
    Abstract: 本文應用選擇權訂價模式(Option Pricing Model )探討信用保險費率釐訂與壽險預警模式之目的,主要為下列兩點:
    Reference: 壹﹒中文部份
    1. 桂裕,保險法論,台北: 三民書局, 1970 年版。
    2. 施文森,保險論文第二集,台北:三民書局1988 年版。
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    4. 袁宗蔚,保險學,台北:三民書局, 1991 年 7 月31 版。
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    6. 鄭丁旺、汪決若、黃金發,初級會計學上冊,台北:三民書局, 1988 年7 月。
    7. 李家泉,實用壽險數理,台北:三民書局, 1989 年7月。
    8. 廖述源,財產保險費率釐訂理論與實際之研究,台北:三民書局, 1990 年。
    9. 陳雲中,保陰學,台北:五南圖書出版公司, 1988 年9 月3版。
    10. 中國輸出入銀行主要業務一覽表,台北:中國輸出入銀行主編, 1990 年3 月。
    11. 李維卿,輸出保險之研究,國立政治大學法律研究所碩士論文, 1979 年六月。
    12. 涂懷瑩,法學緒論,台北:聯合圖書公司, 1981 頁9 月。
    13 王事展,產物保險經營管理之研究,台北:三民書局,1989 年。
    14. 李森介,國際匯兌,台北:東華書局, 1990 年9 月7 版。
    15. 周福星,數理統計學及其應用,台南:長樂書局, 1991 年。
    16. 林炯垚,財務管理,台北:華泰書局, 1990 年l 月版。
    17. 財政部保臉業務發展專案研討會研討資料,” 人壽保險公司清償能力標準之訂定”,台北:財政部, 1984 年1 1 月。
    18. 姚孟德,逢甲大學保險研究所碩士論文, 信用保險之信用風險管理功能及其承保方式之研究”1989 年6月。
    19. 陳俊男,選擇權訂價模式應用於衡量產險公司權益價值及破產機率之研究,固立政治大學保險研究所碩士論文,1990 年6 月。
    20. 俞慧君,從保險業之興衰論負責人之資格及其應負之責任,國之政治大學法律研究所碩士論文, 1982 年6 月。
    21. 鄧清和,信用保險制度之研究,逢甲大學保險學研究所碩士論文, 1976 年5 月。
    22. 顏月珠,商用統計學,台北:三民書局, 1988 年4版。
    23. 施文森,”中美保險法之比較研析”,保險立法原則之研討,台北:國主政治大學保險研究所, 1989 年5 月。

    貳﹒英文部份
    1. Antony Rodolakis Nicholas Tetrick. Buying Option. Englewood Cliffs, New Jersey, C.S.A.: Prentice-Hall Company, 1976.
    2. Black, F. & Scholes, M. " Pricing of Options & Corporate Liabilities" Journal of Political Economy, Vo 1. 81, May-June 1973. pp. 639-659.
    3 .Bookstaber, Richard M. Option Pricing and Strategies in Investment Massachusetts , U S.A : Addison-Wesley Publishing Company,1980 .
    4. Boyle,Phelimp.”Options:A monte Carlo Approach ,”Journal of Financial Economics , Vol . 6 , 1977 , pp , 323-338.
    5. Brealey Richard A. & Steward C. Myers. Principles of Corporate Finance. New Yord, U.S.A:Mcgraw-Hill, Inc, 3nd ed ., 1987.
    6. Brennan , M.J. “The pricing of Contingent Claims in Discrete Time Modles”, Journal of Finance , Vol. 34 , March 1979. pp.53-68.
    7. Buter , J.S.& Barry Schachter. “Unbiased Estimation of the Black /Scholes Formula”, Journal of Fianacial Economics , Vol.15 ,1986, pp.341-357.
    8. Chen , Nai-fu , and Herb Johnson.”Hedging Options”, Journal of Financial Economics , Vol.14,1985. pp.317-321.
    9. Copeland and Weston. Financial Theory and Corporate Policy. Massachusetts, U.S.A : Addison-Wesiey Publishing Company , 1988.
    10.Cox, John C. & Mark Rubinstein . Option Market. Englewood Cliffs , New Jersey, New Jersey , U.S.A : Prentice-Hall Company, 1985.
    11. Galai , Dann & Ronald W. Masulis . “ The Option Pricing Model and the Risk Factor of Stock”, Journal of Financial Economics , Vol. 10 ,1976.pp53-81.
    12. Gary L. Gastineau. The Option on Manual. New York, U.S.A.: McGraw-Hill, Inc.,1988.
    13. Geske Robert. " The Valuation of Compound Options" Journal of Financial Economics, Vol. 7, 1979b.pp.63-81.
    14. Hull, J. & A. White. " The Picing Options on Asseets with Stochastic Volatilities". Journal of Finance, Vo1.42, June 1987. pp.139-152.
    15. James T. Colburn. Trading in Options On Futures, Xew York, U.S.A.: NYIF Corp. ,1990.
    16 . John C. Cox & Mark Rubinstein. Option Markets. Englewood Cliffs, New Jersey, U.S.A.: Prentice-Hall Inc., 1985.
    17. John Hull. Options, Futures, And Other Derivative Securities, Englewood Cliffs, New Jersey, U.S.A : Prentice-Hall, Inc., 1989.
    18. Jones, E. Philip & Scott P. Mason. " Valuation of Loan Guauantee", Journal of Banking & Finance, Vol. 4, 1980. pp .89-107
    19. Kimball. ` Insurance, Government and Social Policy Homewood, Illinois, U.S.A.: Richard D. Irwin, Inc., 1969.
    20. Kim Taeho. Two Essays Using Contingent Claims Analysis to Value Loan Guarantees and FDIC Deposit Insurance. PH.D. Dissertation, The Pennsylvania State University,U. S. A., 1986.
    21. Margrabe, W. "The Value of Option to Exchange One Asset for Another " , Journal of Finance, Vol.33, March 1978 . pp.177-185.
    22. Merton, Robert C. " An Analytic Derviation of the Cost of Deposit. Insurance & Loan Guarantees", Journal of Banking & Finance, Vol. 1, , June 1977. pp.3-11.
    23. Richard Bookstaber. Option Pricing And Investment Strategies . New York, U.S.A.: Probus Publishing Company, 1991.
    24. Robert A. Haugen. Modern Investment Theory. Englewood C1 iffs, Jew Jersey, U.S.A. : Prentice-Hall Inc.,1990.
    25 . Rol 1, R. " An Analytic Formula for Unprotected American Call Option on Stocks with Known Dividends ", Journal of Financial Economics, Vol. 7, 1979.
    26 . Rubinstein , Mark. " The Valuation of Uncertain Income Streams and the Pricing of Options " , Bell Journal of Economics, Vol. 7,1976 . pp. 407-425.
    27. Sheldon Natenberg. Option Volatility And Pricing Strategies. New York, U.S.A.: Probus Publishihg Company, 1988.
    28. Sosin, Howard B. " On the Valuation of Federal Loan Guarantee to Corporates ", Journal of Finance, Vol. 35, December 1980. pp. 1209-1221.
    29. The Option Institute. The Educational Division of the Chicago Board Options Exchange, Option: Essential Concepts And Trading Strategies. Chicago, U.S.A.: The Chicago Board Options Exchange, 1990.
    30. Wallace Q. Weaver, Jr. M. Chapman Findly, III Claude C. Lilly, III. " Insurance Company Operation - Policy Implication Of An Option Pricing Approach". Journal Of Insurance And Practices, 1981. pp.41-59.
    31. Wallace Q. Weaver, Jr. }t. Chapman Findly, III Claude C. Lilly, III, " Insurance Company ", Operation - Policy Implication Of An Option Pricing Approach" Journal Of Insurance and Practices, 1982. pp. 29-47.
    32. Whaley, R., " On the Valuatin of American Call Options on Stocks with Known Dividends", Journal of Financial Economics 9, 1981.
    Description: 碩士
    國立政治大學
    風險管理與保險研究所
    Source URI: http://thesis.lib.nccu.edu.tw/record/#B2002004547
    Data Type: thesis
    Appears in Collections:[風險管理與保險學系] 學位論文

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