Mathematical Model of Banking Operation
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| 024 | 7 | 0 | |a 10.1007/s10559-015-9730-0 |2 doi |
| 035 | |a (NATIONALLICENCE)springer-10.1007/s10559-015-9730-0 | ||
| 100 | 1 | |a Gonchar |D N. |u Bogolyubov Institute for Theoretical Physics, National Academy of Sciences of Ukraine, Kyiv, Ukraine |4 aut | |
| 245 | 1 | 0 | |a Mathematical Model of Banking Operation |h [Elektronische Daten] |c [N. Gonchar] |
| 520 | 3 | |a A general mathematical concept is proposed to describe banking operation. To this end, a reference model of banking operation is introduced, which describes the evolution of capital by a Markov process. The ruin probability in the reference model that majorizes the bankruptcy probability of bank in the proposed model is estimated. The value of the initial bank capital such that the bank can operate for infinite time with a sufficiently small ruin probability is indicated. | |
| 540 | |a Springer Science+Business Media New York, 2015 | ||
| 690 | 7 | |a bank ruin probability |2 nationallicence | |
| 690 | 7 | |a bank capital |2 nationallicence | |
| 690 | 7 | |a investment strategy |2 nationallicence | |
| 690 | 7 | |a strategy for attracting deposits |2 nationallicence | |
| 690 | 7 | |a random variable |2 nationallicence | |
| 690 | 7 | |a Markov chain |2 nationallicence | |
| 773 | 0 | |t Cybernetics and Systems Analysis |d Springer US; http://www.springer-ny.com |g 51/3(2015-05-01), 378-399 |x 1060-0396 |q 51:3<378 |1 2015 |2 51 |o 10559 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/s10559-015-9730-0 |q text/html |z Onlinezugriff via DOI |
| 898 | |a BK010053 |b XK010053 |c XK010000 | ||
| 900 | 7 | |a Metadata rights reserved |b Springer special CC-BY-NC licence |2 nationallicence | |
| 908 | |D 1 |a research-article |2 jats | ||
| 949 | |B NATIONALLICENCE |F NATIONALLICENCE |b NL-springer | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1007/s10559-015-9730-0 |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 100 |E 1- |a Gonchar |D N. |u Bogolyubov Institute for Theoretical Physics, National Academy of Sciences of Ukraine, Kyiv, Ukraine |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Cybernetics and Systems Analysis |d Springer US; http://www.springer-ny.com |g 51/3(2015-05-01), 378-399 |x 1060-0396 |q 51:3<378 |1 2015 |2 51 |o 10559 | ||