An excursion-theoretic approach to regulator's bank reorganization problem
Year of publication: |
2015
|
---|---|
Authors: | Egami, Masahiko ; Oryu, Tadao |
Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 63.2015, 3, p. 527-539
|
Subject: | prompt corrective actions | excursion theory | spectrally negative Lévy processes | scale functions | Theorie | Theory | Bankenaufsicht | Banking supervision | Bankenregulierung | Bank regulation | Bankinsolvenz | Bank failure | Bank |
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