Dynamic credit-collections optimization
Year of publication: |
2019
|
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Authors: | Chehrazi, Naveed ; Glynn, Peter W. ; Weber, Thomas A. |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 65.2019, 6, p. 2737-2769
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Subject: | account valuation | consumer credit | credit collections | singular control | self-exciting point process | stochastic optimization | control of Hawkes processes | Verbraucherkredit | Consumer credit | Stochastischer Prozess | Stochastic process | Kontrolltheorie | Control theory | Kreditrisiko | Credit risk |
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