Pricing Fair Deposit Insurance: Structural Model Approach

DOI10.1142/9789811202391_0015zbMath1451.91170OpenAlexW3080267355MaRDI QIDQ5139404

Kehluh Wang, Cheng-Few Lee, Tzu Tai, Tian-Shyr Dai, Hong-Yi Chen

Publication date: 9 December 2020

Published in: Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789811202391_0015

zbMATH Keywords

policymoral hazardbankruptcydeposit insurancebarrier optioninsurance premiumtree modelFDIC

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Actuarial mathematics (91G05)

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