| A Game Theory Approach of Deposit Insurance |
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| 作者姓名： | JIANGHong－xun MINGMing 等 |
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| 作者单位： | JIANG Hong-xun1，QIU Wan-hua1，MING Ming21. School of Economics and Management，Beijing University of Aeronautics and Astronautics，Beijing 100083，China2. Capital Physical Education College，Beijing 100083，China |
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| 摘 要： | 1 IntroductionIn the European and American developed countries,there is an effective method to dealwith the deposit risk of the commerical bank— deposit insurance system ,which plays ansignificant role to protect the depositors′ interests,strengthens the supervision to thecommerical bank,keeps away and eliminates the deposit risk.Nowadays,China has notdistinctly founded such a system of deposit insurance.Generally speaking,eachcommerical bank,which is subordinated by the national central b…
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| 关 键 词： | 博弈论 近似法 存款保险 决策模型 银行 资产负债率 deposit insurance |
A Game Theory Approach of Deposit Insurance |
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| JIANG Hong-xun,QIU Wan-hua,MING Ming.A Game Theory Approach of Deposit Insurance[J].Journal of Systems Science and Systems Engineering,2002,11(4):498-502. |
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| Authors: | JIANG Hong-xun QIU Wan-hua MING Ming |
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| Affiliation: | 1. School of Economics and Management, Beijing University of Aeronautics and Astronautics, Beijing 100083, China
2. Capital Physical Education College, Beijing 100083, China |
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| Abstract: | This paper presents a dynamic game theory approach for deposit insurance. We formulate a deposit insurance problem as an incomplete information game theory model, which deduces the expression of Capital Charge Ratio for national central bank. The main contribution of the paper however is that we then extrapolate the declared value of the bank in best its policy. Finally a numerical example is used to illustrate the approach proposed in this paper. |
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| Keywords: | deposit insurance game theory |
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