Related publications (4)

Dynamic Valuation of Delinquent Credit-Card Accounts

Thomas Alois Weber

This paper introduces a dynamic model of the stochastic repayment behavior exhibited by delinquent credit-card accounts. Based on this model, we construct a dynamic collectability score (DCS) which estimates the account-specific probability of collecting a ...
Management Science2015

Dynamic Valuation of Delinquent Credit Card Accounts

Thomas Alois Weber

This paper introduces a dynamic model of the stochastic repayment behavior exhibited by delinquent creditcard accounts. Based on this model, we construct a dynamic collectability score (DCS) that estimates the account-specific probability of collecting a g ...
INFORMS2015

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