• DocumentCode
    2545005
  • Title

    Research on pricing of deposit insurance system

  • Author

    Zhang, H.F. ; Ren, D.

  • Author_Institution
    Sch. of Manage., Tianjin Univ., Tianjin, China
  • fYear
    2009
  • fDate
    21-23 Oct. 2009
  • Firstpage
    2127
  • Lastpage
    2130
  • Abstract
    The Deposit Insurance System is an important and fundamental system in finance under the condition of market economy. The article, taking foreign experience into consideration and by the means of system engineering, complex system modeling and BSDE and on the purpose of protecting the depositors, integrates the financing income and payment into one system recording to management and operation of DIS and establishes one based BSDE system model researching on the relationship between the fee standard, investment, payment and objective achievements. Then, it provides with different theoretical solutions considering the risky assets and risk-free assets respectively to analyze the pricing or charge.
  • Keywords
    differential equations; insurance data processing; pricing; stochastic processes; BSDE system model; backward stochastic differential equation; complex system modeling; deposit insurance system; market economy; pricing; risk-free asset; system engineering; Engineering management; Finance; Financial management; Insurance; Investments; Modeling; Pricing; Protection; Risk analysis; Systems engineering and theory; BSDE; Charge; DIS; Pricing;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Industrial Engineering and Engineering Management, 2009. IE&EM '09. 16th International Conference on
  • Conference_Location
    Beijing
  • Print_ISBN
    978-1-4244-3671-2
  • Electronic_ISBN
    978-1-4244-3672-9
  • Type

    conf

  • DOI
    10.1109/ICIEEM.2009.5344224
  • Filename
    5344224