Modeling exposure to losses on automobile leases
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Volume (Year): 29 (2007)
Issue (Month): 3 (October)
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- John R. Walter, 1991. "Loan loss reserves," Economic Review, Federal Reserve Bank of Richmond, issue Jul, pages 20-30.
- R. M. Cyert & H. J. Davidson & G. L. Thompson, 1962. "Estimation of the Allowance for Doubtful Accounts by Markov Chains," Management Science, INFORMS, vol. 8(3), pages 287-303, April.
- Lobo, Gerald J & Yang, Dong-Hoon, 2001. " Bank Managers' Heterogeneous Decisions on Discretionary Loan Loss Provisions," Review of Quantitative Finance and Accounting, Springer, vol. 16(3), pages 223-50, May.
- Cunningham, Donald F & Capone, Charles A, Jr, 1990. " The Relative Termination Experience of Adjustable to Fixed-Rate Mortgages," Journal of Finance, American Finance Association, vol. 45(5), pages 1687-1703, December.
- Pan Kang & Stavros A. Zenios, 1992. "Complete Prepayment Models for Mortgage-Backed Securities," Management Science, INFORMS, vol. 38(11), pages 1665-1685, November.
- Betancourt, Luis, 1999. " Using Markov Chains to Estimate Losses from a Portfolio of Mortgages," Review of Quantitative Finance and Accounting, Springer, vol. 12(3), pages 303-17, May.
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