An Optimal Investment Strategy and Multiperiod Deposit Insurance Pricing Model for Commercial Banks

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transform="matrix(.013,0,0,-0.013,16.165,0)"><path d="M324 430H196L233 583L223 592L145 529L120 430H54L29 396L31 388H111L56 126C33 15 54 -12 77 -12C137 -12 214 57 250 95L233 119C208 92 155 59 138 59C126 59 120 70 131 125L186 390L298 394L324 430Z" id="g113-117"></path></g><g transform="matrix(.013,0,0,-0.013,20.599,0)"><path d="M275 270C275 450 212 609 64 710L45 686C145 604 203 442 203 270S147 -63 45 -147L64 -170C213 -68 275 89 275 270Z" id="g113-42"></path></g></svg> of capital invested, respectively, in the marketable security, loan, and treasury.</div>

Journal of Applied Mathematics

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Figure 3

Figure 3: An Optimal Investment Strategy and Multiperiod Deposit Insurance Pricing Model for Commercial Banks 