Optimal provisioning for deposit withdrawals and loan losses in the banking industry / F. Gideon
With the acceptance of the new Basel II banking regulation (implemented in South Africa in January 2008) the search for improved ways of modeling the most important banking activities has become very topical. Since the notion of Levy-process was introduced, it has emerged as an important tool for mo...
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North-West University
2010
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| Online Access: | http://hdl.handle.net/10394/3714 |