Risk Management Society of Taiwan
                           3F, No.181, Sec.3, Minquan East Rd., Taipei.
                           Taiwan, R.O.C.
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Journal of Risk Management, Volume 7, Number 3, Nov-2005

     主編的話 (Editor's Note)

 

張士傑(Shih-Chieh Chang)、沈中華(Chung-Hua Shen)

1.估計並檢定短期利率波動性：確定抑或隨機？  
Stochastic or Deterministic Volatilities? An Examination of Taiwan’s Short-Term Interest Rate  

李政峰*(Cheng-Feng Lee)
連春紅**(Chun-Hung Lien)
欉清全***(Ching-Chuan Tsong)
郭炳伸****(Biing-Shen Kuo)

[Abstract]    [Fulltext]

2.外匯選擇權的訂價與馬可夫鏈蒙地卡羅法的應用
Currency Option Pricing with Markov-Chain Monte-Carlo (MCMC)   

杜化宇* (Anthony H. Tu)
任紀為** (Chi-Wei Jen)

[Abstract]    [Fulltext]

3.台灣健保醫療費用時間序列預測模型
Time Series Forecasting Model of Health Care Expenditure in Taiwan

許碩芬* (Shuo-Fen Hsu)
楊雅玲** (Ya-Ling Yang)
范碧純***(Bi-Chun Fan)

[Abstract]    [Fulltext]

4.勞退新制下變額年金保險之收益保證風險評估與資本適足性研究
A Study of Capital Requirement and Risk Evaluation for Variable Annuity with Minimum Rate of Return Guarantee 

楊曉文* (Sharon S. Yang)
張孝旭**(Hsiao-Hsu Chang)

[Abstract]    [Fulltext]

 

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