Behaviour-based short-term invoice probability of default evaluation

Igor Perko

European Journal of Operational Research, 2017, vol. 257, issue 3, 1045-1054

Abstract: In this paper, the effect of behavioural analytics on short-term default predictions at the invoice level is addressed by answering a question that slightly diverges from the traditional probability of default definition: ‘What is the probability that this invoice will be paid within the next 30 days?’ Resultantly improving short-term liquidity planning accuracy and supporting financial management in companies.

Keywords: Probability of default; Data sharing; Behavioural analytics; Credit risk; Strategic default (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:257:y:2017:i:3:p:1045-1054

DOI: 10.1016/j.ejor.2016.08.039

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