Forecasting the return of the loan portfolio on the basis of Markov model (Q4600364)
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scientific article; zbMATH DE number 6823155
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| English | Forecasting the return of the loan portfolio on the basis of Markov model |
scientific article; zbMATH DE number 6823155 |
Statements
Forecasting the Return of the Loan Portfolio on the Basis of Markov Model (English)
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8 January 2018
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payment flows
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Markov chain
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loan portfolio
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forecasting
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0.8630161881446838
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0.8462570905685425
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0.7534577250480652
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0.7465490102767944
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0.7200943231582642
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