caa a22 4500 605518858 CHVBK 20210128100727.0 cr unu---uuuuu 210128e20150501xx s 000 0 eng 10.1007/s10559-015-9730-0 doi (NATIONALLICENCE)springer-10.1007/s10559-015-9730-0 Gonchar N. Bogolyubov Institute for Theoretical Physics, National Academy of Sciences of Ukraine, Kyiv, Ukraine aut Mathematical Model of Banking Operation [Elektronische Daten] [N. Gonchar] 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. Springer Science+Business Media New York, 2015 bank ruin probability nationallicence bank capital nationallicence investment strategy nationallicence strategy for attracting deposits nationallicence random variable nationallicence Markov chain nationallicence Cybernetics and Systems Analysis Springer US; http://www.springer-ny.com 51/3(2015-05-01), 378-399 1060-0396 51:3<378 2015 51 10559 https://doi.org/10.1007/s10559-015-9730-0 text/html Onlinezugriff via DOI BK010053 XK010053 XK010000 Metadata rights reserved Springer special CC-BY-NC licence nationallicence 1 research-article jats NATIONALLICENCE NATIONALLICENCE NL-springer NATIONALLICENCE 856 40 https://doi.org/10.1007/s10559-015-9730-0 text/html Onlinezugriff via DOI NATIONALLICENCE 100 1- Gonchar N. Bogolyubov Institute for Theoretical Physics, National Academy of Sciences of Ukraine, Kyiv, Ukraine aut NATIONALLICENCE 773 0- Cybernetics and Systems Analysis Springer US; http://www.springer-ny.com 51/3(2015-05-01), 378-399 1060-0396 51:3<378 2015 51 10559