Game theoretic valuation of deposit insurance under jump risk: from too small to survive to too big to fail
DOI10.1007/S11579-019-00245-XzbMATH Open1433.91147OpenAlexW3000109495MaRDI QIDQ2299385FDOQ2299385
Authors: Tat Wing Wong 
Publication date: 21 February 2020
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11579-019-00245-x
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Processes with independent increments; Lévy processes (60G51) Actuarial mathematics (91G05) Applications of game theory (91A80) Jump processes on general state spaces (60J76)
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Cited In (3)
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