Research Article
An Optimal Investment Strategy and Multiperiod Deposit Insurance Pricing Model for Commercial Banks
Table 1
Estimations for the deposit insurance premium.
| | | | | | |
| | 0.1270 | 0.1336 | 0.1372 | 0.1395 | 0.1410 | | 0.2180 | 0.2928 | 0.2991 | 0.3028 | 0.3053 | | 0.4426 | 0.4570 | 0.4644 | 0.4687 | 0.4715 | | 0.6059 | 0.6213 | 0.6291 | 0.6336 | 0.6363 | | 0.7699 | 0.7853 | 0.7927 | 0.7970 | 0.7996 |
| | | | | | |
| | 0.1477 | 0.1542 | 0.1579 | 0.1600 | 0.1614 | | 0.2942 | 0.3044 | 0.3096 | 0.3127 | 0.3147 | | 0.4449 | 0.4565 | 0.4624 | 0.4659 | 0.4680 | | 0.5966 | 0.6087 | 0.6147 | 0.6181 | 0.6202 | | 0.7485 | 0.7602 | 0.7659 | 0.7691 | 0.7711 |
| | | | | | |
| | 0.1649 | 0.1709 | 0.1742 | 0.1762 | 0.1775 | | 0.3033 | 0.3114 | 0.3157 | 0.3182 | 0.3198 | | 0.4428 | 0.4518 | 0.4563 | 0.4589 | 0.4605 | | 0.5839 | 0.5930 | 0.5974 | 0.5999 | 0.6014 | | 0.7247 | 0.7335 | 0.7376 | 0.7400 | 0.7414 |
| | | | | | |
| | 0.1744 | 0.1823 | 0.1850 | 0.1866 | 0.1877 | | 0.3059 | 0.3122 | 0.3154 | 0.3172 | 0.3184 | | 0.4368 | 0.4434 | 0.4466 | 0.4485 | 0.4496 | | 0.5680 | 0.5745 | 0.5776 | 0.5793 | 0.5804 | | 0.7002 | 0.7064 | 0.7093 | 0.7109 | 0.7119 |
| | | | | | |
| | 0.1832 | 0.1870 | 0.1890 | 0.1901 | 0.1913 | | 0.3041 | 0.3085 | 0.3107 | 0.3119 | 0.3127 | | 0.4270 | 0.4315 | 0.4337 | 0.4349 | 0.4357 | | 0.5503 | 0.5548 | 0.5568 | 0.5579 | 0.5586 | | 0.6741 | 0.6784 | 0.6803 | 0.6813 | 0.6819 |
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