Dynamic valuation of delinquent credit-card accounts
Naveed Chehrazi (Department of Information, Risk, and Operations Management, McCombs School of Business, The University of Texas at Austin, Austin, Texas), Thomas A. Weber (Management of Technology and Entrepreneurship Institute, École Polytechnique Fédérale de Lausanne, Lausanne, Switzerland)
| Year of publication: |
December 2015
|
|---|---|
| Authors: | Chehrazi, Naveed ; 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. 61.2015, 12, p. 3077-3096
|
| Subject: | account valuation | consumer credit | collectability scoring | credit collections | GMM estimation | maximum-likelihood estimation | operational statistics | self-exciting point process | Verbraucherkredit | Consumer credit | Momentenmethode | Method of moments | Schätzung | Estimation | Schätztheorie | Estimation theory | Kreditrisiko | Credit risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2015.2203 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011413517