This paper presents a dynamic game theory approach for deposit insurance. We formulate a deposit insurance problem as an incomplete information game theory model, which deduces the expression of Capital Charge Ratio f...This paper presents a dynamic game theory approach for deposit insurance. We formulate a deposit insurance problem as an incomplete information game theory model, which deduces the expression of Capital Charge Ratio for national central bank. The main contribution of the paper however is that we then extrapolate the declared value of the bank in best its policy. Finally a numerical example is used to illustrate the approach proposed in this paper.展开更多
文摘This paper presents a dynamic game theory approach for deposit insurance. We formulate a deposit insurance problem as an incomplete information game theory model, which deduces the expression of Capital Charge Ratio for national central bank. The main contribution of the paper however is that we then extrapolate the declared value of the bank in best its policy. Finally a numerical example is used to illustrate the approach proposed in this paper.
