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Modeling exposure to losses on automobile leases

  • L. Smith

    ()

  • Baiqiang Jin

    ()

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    No abstract is available for this item.

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    File URL: http://hdl.handle.net/10.1007/s11156-007-0032-0
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    Article provided by Springer in its journal Review of Quantitative Finance and Accounting.

    Volume (Year): 29 (2007)
    Issue (Month): 3 (October)
    Pages: 241-266

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    Handle: RePEc:kap:rqfnac:v:29:y:2007:i:3:p:241-266
    Contact details of provider: Web page: http://springerlink.metapress.com/link.asp?id=102990

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    1. David B. Gross & Nicholas S. Souleles, 2001. "An Empirical Analysis of Personal Bankruptcy and Delinquency," NBER Working Papers 8409, National Bureau of Economic Research, Inc.
    2. Campbell, Tim S & Dietrich, J Kimball, 1983. " The Determinants of Default on Insured Conventional Residential Mortgage Loans," Journal of Finance, American Finance Association, vol. 38(5), pages 1569-81, December.
    3. Altman, Edward I, 1989. " Measuring Corporate Bond Mortality and Performance," Journal of Finance, American Finance Association, vol. 44(4), pages 909-22, September.
    4. 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.
    5. Lawrence, Edward C. & Smith, L. Douglas & Rhoades, Malcolm, 1992. "An analysis of default risk in mobile home credit," Journal of Banking & Finance, Elsevier, vol. 16(2), pages 299-312, April.
    6. Smith, L. Douglas & Lawrence, Edward C., 1995. "Forecasting losses on a liquidating long-term loan portfolio," Journal of Banking & Finance, Elsevier, vol. 19(6), pages 959-985, September.
    7. 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.
    8. 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.
    9. 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.
    10. Pan Kang & Stavros A. Zenios, 1992. "Complete Prepayment Models for Mortgage-Backed Securities," Management Science, INFORMS, vol. 38(11), pages 1665-1685, November.
    11. Kanagaretnam, Kiridaran & Lobo, Gerald J & Mathieu, Robert, 2003. " Managerial Incentives for Income Smoothing through Bank Loan Loss Provisions," Review of Quantitative Finance and Accounting, Springer, vol. 20(1), pages 63-80, January.
    12. John R. Walter, 1991. "Loan loss reserves," Economic Review, Federal Reserve Bank of Richmond, issue Jul, pages 20-30.
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