Estimating the cost of deposit insurance with stochastic interest rates: the case of Taiwan

DOI10.1080/14697680801894757zbMath1171.91340OpenAlexW1988917897MaRDI QIDQ3182642

Min-Teh Yu, Hwei-Lin Chuang, Shih-Cheng Lee, Yi-Chun Lin

Publication date: 12 October 2009

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697680801894757

zbMATH Keywords

deposit insurancestochastic interest rates

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

Cites Work

• MAXIMUM LIKELIHOOD ESTIMATION USING PRICE DATA OF THE DERIVATIVE CONTRACT
• An equilibrium characterization of the term structure

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