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