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Journal of Applied Mathematics
Volume 2007, Article ID 32824, 25 pages
http://dx.doi.org/10.1155/2007/32824
Research Article

Minimizing Banking Risk in a Lévy Process Setting

Department of Mathematics and Applied Mathematics, Faculty of Science, North-West University (Potchefstroom Campus), Private Bag X 6001, Potchefstroom 2520, South Africa

Received 28 February 2007; Accepted 18 May 2007

Academic Editor: Ibrahim Sadek

Copyright © 2007 F. Gideon et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Citations to this Article [7 citations]

The following is the list of published articles that have cited the current article.

  • Mukuddem-Petersen, and Petersen, “Optimizing asset and capital adequacy management in banking,” Journal of Optimization Theory and Applications, vol. 137, no. 1, pp. 205–230, 2008. View at Publisher · View at Google Scholar
  • T. Bosch, J. Mukuddem-Petersen, M. A. Petersen, and I. Schoeman, “Optimal auditing in the banking industry,” Optimal Control Applications and Methods, vol. 29, no. 2, pp. 127–158, 2008. View at Publisher · View at Google Scholar
  • Frednard Gideon, Mark A. Petersen, Janine Mukuddem-Petersen, and Bernadine De Waal, “Bank Liquidity and the Global Financial Crisis,” Journal of Applied Mathematics, vol. 2012, pp. 1–27, 2012. View at Publisher · View at Google Scholar
  • L. N. P. Hlatshwayo, M. A. Petersen, J. Mukuddem-Petersen, and C. Meniago, “Basel III Liquidity Risk Measures and Bank Failure,” Discrete Dynamics in Nature and Society, vol. 2013, pp. 1–19, 2013. View at Publisher · View at Google Scholar
  • M. Mpundu, J. Mukuddem-Petersen, and F. Gideon, “Basel III and Asset Securitization,” Discrete Dynamics in Nature and Society, 2013. View at Publisher · View at Google Scholar
  • Fatma Chakroun, and Fathi Abid, “Capital adequacy and risk management in banking industry,” Applied Stochastic Models in Business and Industry, 2015. View at Publisher · View at Google Scholar
  • Peter J. Witbooi, and Garth J. van Schalkwyk, “A model for bank reserves versus treasuries under Basel III,” Applied Stochastic Models in Business and Industry, vol. 33, no. 2, pp. 237–247, 2017. View at Publisher · View at Google Scholar