Open AccessDynamic Credit-Collections Optimization
Author(s) -
Naveed Chehrazi,
Peter W. Glynn,
Thomas A. Weber
Publication year - 2019
Publication title -
management science
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 4.954
H-Index - 255
eISSN - 1526-5501
pISSN - 0025-1909
DOI - 10.1287/mnsc.2018.3070
Subject(s) - stochastic control , computer science , mathematical optimization , credit card , bellman equation , value (mathematics) , optimal control , point (geometry) , economics , econometrics , mathematics , finance , payment , geometry , machine learning
Based on a dynamic model of the stochastic repayment behavior exhibited by delinquent credit-card accounts in the form of a self-exciting point process, a bank can control the arrival intensity of ...
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom