Random deposits, technical insolvency and deposit insurance pricing

DOI10.1080/09720510.2010.10701454zbMath1207.91029OpenAlexW2082003395MaRDI QIDQ3062162

Roger C. Y. Chen, Dale K. Osborne, Min-Sun Horng

Publication date: 3 January 2011

Published in: Journal of Statistics and Management Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/09720510.2010.10701454

zbMATH Keywords

deposit insurancegap put optionliquidation discounttechnical insolvency

Mathematics Subject Classification ID

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