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

DOI10.1016/J.EJOR.2015.09.013zbMATH Open1346.90562OpenAlexW2191237192MaRDI QIDQ320979FDOQ320979

Authors: Lyn C. Thomas, Anna Matuszyk, Mee Chi So, Christophe Mues, 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

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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)

Cites Work

• Modeling data with multiple time dimensions
• Estimation of the allowance for doubtful accounts by Markov chains

Cited In (2)

• Probability density of recovery rate given default of a firm's debt and its constituent tranches
• Loss given default decomposition using mixture distributions of in-default events

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