Probability of bank bankruptcy under unbounded payments

zbMATH Open1248.62204MaRDI QIDQ2896572FDOQ2896572

Authors: M. S. Gonchar, D. A. Kaplunenko 

Publication date: 16 July 2012

Published in: Dopovidi Natsional'noï Akademiï Nauk Ukraïny. Matematyka, Pryrodoznavstvo, Tekhnichni Nauky (Search for Journal in Brave)

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zbMATH Keywords

defaultsinitial capital

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (1)

• Mathematical model of banking operation

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