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 9, Number 2, July-2007

     主編的話 (Editor's Note)

 

張士傑(Shih-Chieh Chang)、劉純之(Chwen-Chi Liu)

1.小額信用貸款違約風險評分評等模型之建構--依循新巴塞爾資本協定零售型暴險內部評等法之規範 
On the Research of the International Rating Based Approach Model of the Fiduciary Loan Based on Rules of Basel II  

梁德馨*(Te-Hsin Liang)
黃高鴻**(Kao-Hung Huang)

[Abstract]    [Fulltext]

2.台指選擇權市場最適波動度指標之研究  
A Reaearch for the Optimal Volatility Index in TXO  

羅庚辛* (Keng-Hsin Lo)
藍宇文** (Yu-Wen Lan)
張尚原***(Shan-Yuan Chang)

[Abstract]    [Fulltext]

3.類神經網路應用於擬定汽車保險費率
Applying Artificial Neural Network to Automobile Insurance Ratemaking   

余清祥* (Jack C. Yue)
黃泓智** (Hong-Chih Huang)
陳志昌***(Chi-Chung Cheng)

[Abstract]    [Fulltext]

4.On Option Pricing with Ornstein-Uhlenbexk Position Process  

江彌修* (Mi-Hsiu Chiang)
陳威光** (Wei-Kuang Chen)
鄭啟宏***(Chi-Hung Cheng)

[Abstract]    [Fulltext]

 

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