Risk management under a prudential policy (Q894207)
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scientific article; zbMATH DE number 6514550
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Risk management under a prudential policy |
scientific article; zbMATH DE number 6514550 |
Statements
Risk management under a prudential policy (English)
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27 November 2015
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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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0.7849888801574707
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0.7703536152839661
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0.7530402541160583
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0.7517261505126953
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