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存款保险定价、额度与银行业道德风险分析
引用本文:刘鑫,丁卓武.存款保险定价、额度与银行业道德风险分析[J].数学理论与应用,2008,28(1):60-64.
作者姓名:刘鑫  丁卓武
作者单位:中南大学,中南大学 长沙,410075,长沙,410075
摘    要:本文对存款保险定价、存款保险额度与银行业道德风险之间的关系进行了分析。在Merton(1977)的存款保险期权定价模型基础上进行扩展,分析存款保险定价与银行资产风险之间的关系;采用72个国家1983-2003年的面板数据建立计理经济学模型,进一步研究存款保险额度与存款保险定价之间的相关性。

关 键 词:存款保险  定价  额度  道德风险

A Study on Pricing of Deposit Insurance, Coverage and Banking Moral Hazard
Liu Xing Ding Zhuowu.A Study on Pricing of Deposit Insurance, Coverage and Banking Moral Hazard[J].Mathematical Theory and Applications,2008,28(1):60-64.
Authors:Liu Xing Ding Zhuowu
Institution:Liu Xing Ding Zhuowu (Central South University, Changsha, 410075)
Abstract:In this paper,we will analysis the relationship between deposit insura nce pricing,coverage and banking moral hazard.Based on Merton's(1977) deposit in surance option pricing model,and expanding to the relationship between deposit i nsurance pricing and bank's assets risk,and using 72 countries' 1983-2003 panel data established econometrics model further studies the relationship between the coverage and pricing of deposit insurance.
Keywords:deposit insurance pricing coverage moral hazard
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