Contrat progressif en microfinance solidaire: une modélisation markovienne du revenu actualisé avec exclusion réversible

Philibert Andriamanantena (), Issouf Abdou (), Francine Diener, Mamy Raoul Ravelomanana (), Nahla Dhib and Rivo Rakotozafy ()
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Philibert Andriamanantena: Lycée Jean Ralaimongo,
Issouf Abdou: Université des Comores
Mamy Raoul Ravelomanana: Université d'Antananarivo
Rivo Rakotozafy: Université de Fianarantsoa

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Abstract: In this paper, we propose a solidarity loan model that best responds to the context of microfinance. Inspired by the model of Osman Khodr and Francine Diener , we use Markov chains based on the recent past to predict the future. A transferable charge q=\phi(1+r) is treated here on a case-by-case basis according to the situations of the members of the group of borrowers. The model therefore makes it possible to provide the microfinance institution with more precise statistical data by stigmatizing borrowers from one state to another. Our model differs from that of Osman Khodr and Francine Diener by adding additional hypotheses that incorporate step by step, in a natural way, all the characteristics of a poor population with a low level of material security and with tolerance in the event of a partial lack of group loan repayment.

Keywords: dynamic incentive; Microfinance; discounted expected profit; group loan; Markov chain; transferable charge; charge transférable; chaîne de Markov; Prêt groupé; Incitation dynamique; Profit espéré actualisé (search for similar items in EconPapers)
Date: 2025-07-24
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