The models of credit risk assurance using life insurance methodology

被引：0
|
作者：
Brebera, David [1 ]
机构：
[1] Univ Pardubice, Fak Ekon Spravni, Ustav Matemat & Kvantitativnich Metod, Pardubice 53210, Czech Republic
来源：
FINANCIAL MANAGEMENT OF FIRMS AND FINANCIAL INSTITUTIONS: 9TH INTERNATIONAL SCIENTIFIC CONFERENCE PROCEEDINGS, PTS I-III | 2013年
关键词：
Credit risk assurance; modeling; simulation; reserve; life insurance; loan; mortgage; bank;
D O I：
暂无
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
This paper deals with mathematical models of credit risk assurance, based mainly on the methodology used primarily in life insurance business. Five different models of credit risk assurance with different properties are described, discussing their benefits. Focusing the recent worldwide financial crisis, these models, if implemented, might improve a financial stability of commercial banks, mortgage banks and other credit companies as well. Obtained results are presented on numerical example.
引用
收藏
页码：95 / 108
页数：14
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