Modelling repayment patterns in the collections process for unsecured consumer debt: a case study

DOI10.1016/J.EJOR.2015.09.013zbMath1346.90562OpenAlexW2191237192MaRDI QIDQ320979

Christophe Mues, Mee Chi So, Anna Matuszyk, Lyn C. Thomas, Angela Moore

Publication date: 7 October 2016

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://eprints.soton.ac.uk/381635/1/__userfiles.soton.ac.uk_Library_SLAs_Work_for_ALL%2527s_Work_for_ePrints_Accepted%2520Manuscripts_Thomas_Modelling.pdf

zbMATH Keywords

OR in bankingcollection processMarkov chain modelspayment patternssurvival analysis models

Mathematics Subject Classification ID

Case-oriented studies in operations research (90B90) Credit risk (91G40)

Related Items (1)

PROBABILITY DENSITY OF RECOVERY RATE GIVEN DEFAULT OF A FIRM’S DEBT AND ITS CONSTITUENT TRANCHES

Cites Work

• Modeling data with multiple time dimensions
• Estimation of the Allowance for Doubtful Accounts by Markov Chains

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