Risk management under a prudential policy

Assa, Hirbod
(2015) Risk management under a prudential policy. Decisions in Economics and Finance: a journal of applied mathematics, 38. 217 - 230.

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Moral_Hazard_Risk_Management.pdf - Accepted Version

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Item Type: Article
Uncontrolled Keywords: Deposit insurance, Risk measure and premium, Black–Scholes model, Moral hazard, Tail events, VaR, CVaR, Stop-loss policy
Depositing User: Symplectic Admin
Date Deposited: 22 Jul 2016 08:09
Last Modified: 01 May 2021 12:10
DOI: 10.1007/s10203-015-0165-x
Related URLs:
URI: https://livrepository.liverpool.ac.uk/id/eprint/3002479