Risk management under a prudential policy (Q894207)

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Risk management under a prudential policy
scientific article

    Statements

    title
    Risk management under a prudential policy (English)
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    author
    Hirbod Assa
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    publication date
    27 November 2015
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    zbMATH Keywords
    deposit insurance
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    risk measure and premium
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    Black-Scholes model
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    moral hazard
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    tail event
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    VaR
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    CVaR
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    stop-loss policy
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    Identifiers

    Mathematics Subject Classification ID
    91G70
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    91B30
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    62P05
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    zbMATH DE Number
    6514550
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    OpenAlex ID
    W3125676291
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