Mathematical model of banking operation
DOI10.1007/S10559-015-9730-0zbMATH Open1327.93353OpenAlexW645627134MaRDI QIDQ891720FDOQ891720
Authors: N. S. Gonchar 
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
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Markov chainrandom variableinvestment strategybank capitalbank ruin probabilitystrategy for attracting deposits
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Production theory, theory of the firm (91B38) Stochastic systems in control theory (general) (93E03)
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Cited In (6)
- Probability of bank bankruptcy under unbounded payments
- On peculiarities of Ukrainian economy development
- Analytic solutions of a stochastic banking model with upper truncated amount of withdrawals
- A Quality Index for Evaluating the Bank Capital Adequacy According to Basel I and II
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- The mathematical model and its Matlab implementing of inspecting credit fund operation
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