IDEAS home Printed from https://ideas.repec.org/r/inm/ormnsc/v8y1962i3p287-303.html
   My bibliography  Save this item

Estimation of the Allowance for Doubtful Accounts by Markov Chains

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Kelly, Robert & O’Malley, Terence, 2016. "The good, the bad and the impaired: A credit risk model of the Irish mortgage market," Journal of Financial Stability, Elsevier, vol. 22(C), pages 1-9.
  2. Malik, Madhur & Thomas, Lyn C., 2012. "Transition matrix models of consumer credit ratings," International Journal of Forecasting, Elsevier, vol. 28(1), pages 261-272.
  3. Seifert, Daniel & Seifert, Ralf W. & Protopappa-Sieke, Margarita, 2013. "A review of trade credit literature: Opportunities for research in operations," European Journal of Operational Research, Elsevier, vol. 231(2), pages 245-256.
  4. L. Douglas Smith & Canser Bilir & Vega W. Huang & Kuo-yao Hung & Mark Kaplan, 2005. "Citibank Models Credit Risk on Hybrid Mortgage Loans in Taiwan," Interfaces, INFORMS, vol. 35(3), pages 215-229, June.
  5. Schechtman, Ricardo, 2013. "Default matrices: A complete measurement of banks’ consumer credit delinquency," Journal of Financial Stability, Elsevier, vol. 9(4), pages 460-474.
  6. Chen, Shou & Jiang, Xiangqian & He, Hongbo & Zhou, Xi, 2020. "A pricing model with dynamic repayment flows for guaranteed consumer loans," Economic Modelling, Elsevier, vol. 91(C), pages 1-11.
  7. Thomas, Lyn C., 2000. "A survey of credit and behavioural scoring: forecasting financial risk of lending to consumers," International Journal of Forecasting, Elsevier, vol. 16(2), pages 149-172.
  8. Arno Botha & Conrad Beyers & Pieter de Villiers, 2020. "The loss optimisation of loan recovery decision times using forecast cash flows," Papers 2010.05601, arXiv.org.
  9. Dariusz Wędzki, 2007. "Trade credit portfolio selection – a markovian approach," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 17(2), pages 105-119.
  10. Arno Botha & Conrad Beyers & Pieter de Villiers, 2019. "A procedure for loss-optimising default definitions across simulated credit risk scenarios," Papers 1907.12615, arXiv.org, revised Feb 2021.
  11. García Cabello, Julia, 2017. "The future of branch cash holdings management is here: New Markov chains," European Journal of Operational Research, Elsevier, vol. 259(2), pages 789-799.
  12. Stefan Hlawatsch & Sebastian Ostrowski, 2009. "Economic Loan Loss Provision and Expected Loss," FEMM Working Papers 09013, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
  13. Heger, Diana, 2004. "The Link Between Firms? Innovation Decision and the Business Cycle: An Empirical Analysis," ZEW Discussion Papers 04-85, ZEW - Leibniz Centre for European Economic Research.
  14. Finlay, Steven, 2010. "Credit scoring for profitability objectives," European Journal of Operational Research, Elsevier, vol. 202(2), pages 528-537, April.
  15. Tangsucheeva, Rattachut & Prabhu, Vittaldas, 2014. "Stochastic financial analytics for cash flow forecasting," International Journal of Production Economics, Elsevier, vol. 158(C), pages 65-76.
  16. Arno Botha & Conrad Beyers & Pieter de Villiers, 2020. "Simulation-based optimisation of the timing of loan recovery across different portfolios," Papers 2009.11064, arXiv.org, revised Apr 2021.
  17. 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.
  18. S M Finlay, 2008. "Towards profitability: a utility approach to the credit scoring problem," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 59(7), pages 921-931, July.
  19. Kelly, Robert & O'Malley, Terence, 2014. "A Transitions-Based Model of Default for Irish Mortgages," Research Technical Papers 17/RT/14, Central Bank of Ireland.
  20. Matuszyk, Anna & So, Mee Chi & Mues, Christophe & Moore, Angela, 2016. "Modelling repayment patterns in the collections process for unsecured consumer debt: A case studyAuthor-Name: Thomas, Lyn C," European Journal of Operational Research, Elsevier, vol. 249(2), pages 476-486.
  21. Jonathan Crook & Tony Bellotti, 2010. "Time varying and dynamic models for default risk in consumer loans," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 173(2), pages 283-305, April.
  22. Kriens, J. & van Lieshout, J.T.H.C. & Roemen, J.H.J. & Verheyen, P.A., 1983. "Management accounting and operational research," Other publications TiSEM da4f2baa-f699-48f2-80b7-8, Tilburg University, School of Economics and Management.
  23. Chih-Yang Tsai, 2017. "The impact of cost structure on supply chain cash flow risk," International Journal of Production Research, Taylor & Francis Journals, vol. 55(22), pages 6624-6637, November.
  24. Paul A. David & Francesco Rullani, 2008. "Dynamics of innovation in an “open source” collaboration environment: lurking, laboring, and launching FLOSS projects on SourceForge," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 17(4), pages 647-710, August.
  25. L. Smith & Baiqiang Jin, 2007. "Modeling exposure to losses on automobile leases," Review of Quantitative Finance and Accounting, Springer, vol. 29(3), pages 241-266, October.
  26. Zhixin Liu & Ping He & Bo Chen, 2019. "A Markov decision model for consumer term-loan collections," Review of Quantitative Finance and Accounting, Springer, vol. 52(4), pages 1043-1064, May.
  27. Tamás Kristóf, 2021. "Sovereign Default Forecasting in the Era of the COVID-19 Crisis," JRFM, MDPI, vol. 14(10), pages 1-24, October.
  28. Arno Botha & Tanja Verster & Roland Breedt, 2025. "Modelling the term-structure of default risk under IFRS 9 within a multistate regression framework," Papers 2502.14479, arXiv.org, revised May 2025.
  29. L C Thomas & R W Oliver & D J Hand, 2005. "A survey of the issues in consumer credit modelling research," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 56(9), pages 1006-1015, September.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.