<br>
<P>此系列中我就喜欢的一个，一课讲一篇paper，paper都很经典。（一共22M，包括所有paper)</P>
<P>Issues in Finance and Insurance 2006<br>1. Daniel Ellsberg. Risk, ambiguity, and the Savage axioms. Quarterly Journal<br>of Economics 75 (1961), 643–669.<br>2. Daniel Kahneman, Amos Tversky. Prospect theory: an analysis of decision<br>under risk. Econometrica 47 (1979), 263–291.<br>3. Menahem E. Yaari. The dual theory of choice under risk. Econometrica 55<br>(1987), 95–115.<br>4. Philippe Artzner, Freddy Delbaen, Jean-Marc Eber, and David Heath. Coherent<br>measures of risk. Mathematical Finance 9 (1999), 203–228.<br>5. Shaun S. Wang. Insurance pricing and increased limits ratemaking by proportional<br>hazards transforms. Insurance: Mathematics and Economics 17<br>(1995), 43–54.<br>6. John H. Cochrane, Jes´us Sa´a-Requejo. Beyond arbitrage: Good-deal asset<br>price bounds in incomplete markets. Journal of Political Economy 108 (2000),<br>79–119.<br>7. Peter Carr, H´elyette Geman, Dilip B. Madan. Pricing and hedging in incomplete<br>markets. Journal of Financial Economics 62 (2001), 131–167.<br>8. Thomas Møller. On valuation and risk management at the interface of insurance<br>and finance. British Actuarial Journal 8 (2002), 787–827.<br>9. Lars Peter Hansen, Ravi Jagannathan. Implications of security market data<br>for models of dynamic economies. Journal of Political Economy 99 (1991),<br>225–262.<br>10. Nicholas Barberis, Ming Huang, Tano Santos. Prospect theory and asset<br>prices. Quarterly Journal of Economics 116 (2001), 1–53.<br>11. Stewart C. Myers, James A. Read, Jr. Capital allocation for insurance companies.<br>The Journal of Risk and Insurance 68 (2001), 545–580.<br>12. Andreas Tsanakas. Dynamic capital allocation with distortion risk measures.<br>Insurance: Mathematics and Economics 35 (2004), 223–243.<br>13. Antoon Pelsser. Pricing and hedging guaranteed annuity options via static<br>option replication. Insurance: Mathematics and Economics 33 (2003), 283–<br>296.<br>14. Paul Embrechts, Alexander McNeil, Daniel Straumann. Correlation and dependence<br>in risk management: properties and pitfalls. In: Michael Dempster<br>(ed.), Risk Management: Value at Risk and Beyond, Cambridge University</P> <br>

[此贴子已经被clzu于2007-9-1 18:10:55编辑过]