Mathematical model of banking operation
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Publication:891720
DOI10.1007/s10559-015-9730-0zbMath1327.93353OpenAlexW645627134MaRDI QIDQ891720
Publication date: 17 November 2015
Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10559-015-9730-0
Markov chainrandom variableinvestment strategybank capitalbank ruin probabilitystrategy for attracting deposits
Production theory, theory of the firm (91B38) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic systems in control theory (general) (93E03)
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