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    請使用永久網址來引用或連結此文件: http://ir.lib.ncu.edu.tw/handle/987654321/29557


    題名: FORBEARANCE AND PRICING DEPOSIT INSURANCE IN A MULTIPERIOD FRAMEWORK
    作者: DUAN,JC;YU,MT
    貢獻者: 財務金融所
    關鍵詞: VALUATION
    日期: 1994
    上傳時間: 2010-06-29 20:31:00 (UTC+8)
    出版者: 中央大學
    摘要: A multiperiod deposit insurance pricing model is developed in this article, which utilizes an asset value reset rule comparable to the typical practice of insolvency resolution by insuring agencies. The fairly-priced premium rate of our model can substantially differ from Merton's (1977). After incorporating capital forbearance and moral hazard into the model, our results show that the fairly-priced premium rate is not neutral to forbearance policy even in the absence of moral hazard. Our model formalizes the process of how excessive risk-taking under capital forbearance could lead to instability in the deposit insurance system.
    關聯: JOURNAL OF RISK AND INSURANCE
    顯示於類別:[財務金融研究所] 期刊論文

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