Risk management under a prudential policy
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More about this item
KeywordsDeposit insurance; Risk measure and premium; Black–Scholes model; Moral hazard; Tail events; VaR; CVaR; Stop-loss policy; G21; G22;
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
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