1Swiss Re.Capital market innovation in the insurance industry[J].Sigma,2001,(3):3-5.
2Cummins J D.The basis risk of catastrophic-loss index securities[R].Working Paper 00-22-B-B,Philadelphia:The Wharton School,University of Pennsylvania,2000.
3博尔奇.保险经济学[M].北京:商务印书馆,1999.
4Doherty N A.Financial innovation for financing and hedging catastrophe risk[A].Financial Risk Management for Natural Catastrophes[C].Proceedings of a Conference Sponsored by Aon Group Australia Limited,Brisbane:Grif_th University,1997.191-209.
5Froot K A,Scharfstein D S,Stein J C.Risk management:Coordinating corporate investment and financing policies[J].Journal of Finance,1993,48:1629-1658.
6Nance D R,Smith Jr C W,Smithson C W.On the determinants of corporate hedging[J].Journal of Finance,1993,48:267-284.
7Doherty N A,Richter A.Moral hazard,basis risk and gap insurance[J].Journal of Risk and Insurance,2002,69:9-24.