A simple approach to risk-based deposit insurance pricing.

被引：0
|
作者：
Oh, SY
机构：
来源：
INSURANCE MATHEMATICS & ECONOMICS | 2005年 / 37卷 / 02期
关键词：
deposit insurance premium; default risk; option pricing;
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：390 / 390
页数：1
相关论文
共 50 条
  • [31] Rethinking disclosure in a world of risk-based pricing
    McCoy, Patricia A.
    HARVARD JOURNAL ON LEGISLATION, 2007, 44 (01) : 123 - 166
  • [32] Risk-based Pricing for Secondary Spectrum Access
    Martin, Todd
    Chang, Kuo-Chu
    2017 20TH INTERNATIONAL CONFERENCE ON INFORMATION FUSION (FUSION), 2017, : 1580 - 1587
  • [33] PRICING DEPOSIT INSURANCE WHEN THE INSURER MEASURES BANK RISK WITH ERROR
    FLANNERY, MJ
    JOURNAL OF BANKING & FINANCE, 1991, 15 (4-5) : 975 - 998
  • [34] Deposit insurance pricing under GARCH
    Liu, Hailong
    Li, Rui
    Yuan, Jinjian
    FINANCE RESEARCH LETTERS, 2018, 26 : 242 - 249
  • [35] research on pricing of deposit insurance system
    Zhang, H. F.
    Ren, D.
    2009 IEEE 16TH INTERNATIONAL CONFERENCE ON INDUSTRIAL ENGINEERING AND ENGINEERING MANAGEMENT, VOLS 1 AND 2, PROCEEDINGS, 2009, : 2127 - 2130
  • [36] A risk-based model for the valuation of pension insurance
    Chen, An
    INSURANCE MATHEMATICS & ECONOMICS, 2011, 49 (03): : 401 - 409
  • [37] RISK-BASED PREMIUMS FOR INSURANCE GUARANTY FUNDS
    CUMMINS, JD
    JOURNAL OF FINANCE, 1988, 43 (04): : 823 - 839
  • [38] Risk-based surveillance made simple
    Sergeant, E. S. G.
    EPIDEMIOLOGIE ET SANTE ANIMALE, NO 59-60, 2011, 59-60 : 72 - 74
  • [39] Research on the Expansion of Deposit Insurance Pricing Model Based on the Merton Option Pricing Framework
    Yang, Xiaorong
    Han, Qiwei
    Ni, Jie
    Li, Lu
    COMPUTATIONAL ECONOMICS, 2025,
  • [40] Adopting a risk-based approach
    Yohe, Gary
    Leichenko, Robin
    CLIMATE CHANGE ADAPTATION IN NEW YORK CITY: BUILDING A RISK MANAGEMENT RESPONSE, 2010, 1196 : 29 - 40
12345