Research of Deposit Insurance Premium without Cyclical Influence
研究了银行损失服从泊松过程时，如何设计一个不受经济周期影响的固定存款保险费率，确保保险基金在固定期限内具有高偿付能力概率，并采用更新方法和拉普拉斯变换进行定价。
Under the condition that losses of bank arriving follows Poisson process and in view of the influence of economic cycle,this paper investigates an aggregate deposit insurance premium design.Assuming that the bank pays a constant premium,and this premium would be neither pro- nor countercyclical,which is set to ensure that the insurance fund size being solvency has a high probability over a fixed period.The renewal method and Laplace transforming are adopted to price the premium.Finally,an example is used to illustrate the results.