Cai, L. F., & Guo, X. (2013). Research on Risk Measurement of Insurance Investment Based on Garch-VaR Model. China Insurance, 10, 32-36.
 Jin, K. (2016). Insurance Portfolio Risk Management in China: A Study Based on VaR. Henan Social Sciences, 24, 95-102.
 Jorion, P. (2000). Risk Management Lessons from Long-Term Capital Management. European Financial Management, 6, 277-300.
 Manganelli, S., & Engle, R. F. (2001). Value at Risk Models in Finance. Social Science Electronic Publishing.
 Niu, A. (1997). Risk Value: A New Approach to Bank Risk Management. International Financial Studies, 4.
 Su, X., Xie, S. Y., & Zhou, Y. (2018). Some Progress and Application of Modeling Theory and Method of Financial Risk Measurement. Operations and Management, 1, 185-199.
 Zhang, X. (2016). The Study of Financial Risk Measurement Based on VaR and CVaR. Technology and Management, 18, 62-68.
 Zheng, W. T. (1997). VaR Method of Financial Risk Management and Its Application. International Finance Studies, 9, 58-62.
 Zhou, G. P. (2009). The Basic Principle of VaR, Calculation Method and Its Application in Financial Risk Management. Finance and Economics, 2, 69-71.
 Zhou, T. (2008). Research on Insurance Investment Risk Based on VAR Theory. M.S. Thesis, Changsha: South Central University.