A debt behaviour model
Pricing of Securities
2014-02-20 v1 Probability
Abstract
A stochastic model with hidden discrete Markov processes is constructed to understand the behavior of debtors.
Keywords
Cite
@article{arxiv.1402.4551,
title = {A debt behaviour model},
author = {Wenjun Zhang and John Holt},
journal= {arXiv preprint arXiv:1402.4551},
year = {2014}
}
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