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

Lyn C. Thomas,Anna Matuszyk,Mee Chi So,Christophe Mues, Angela Moore

European Journal of Operational Research（2016）

引用 15|浏览15

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摘要

•We use Markov chain models of payment patterns to estimate recovery rates.•Models allow optimisation of write off policies.•Models tested using large portfolio of UK retail loans during a 12 year period.•Results aid the management of collections particularly the write-off decision.

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关键词

OR in banking,Payment patterns,Collection process,Markov chain models,Survival analysis models

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