MATHEMATICAL MODELS FOR MICROLENDING
MATHEMATICAL MODELS FOR MICROLENDING
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小额贷款的数学模型
DOI：
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发表时间：
2009
期刊：
影响因子：
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通讯作者：
P. Protter
中科院分区：
文献类型：
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作者：
F. Diener;Marc J. Diener;Osman Khodr;P. Protter
与高度发展的数学金融理论相比，小额贷款还没有建立在坚实的数学基础上。在这里，我们提出了第一步，建模一个稍微简化的过程比实际使用的，作为一个马尔可夫链。使用这个模型，我们计算每个借款人从他或她的活动中获得的预期收益。我们计算了受益者在相关人群中的分布，并讨论了由此产生的均衡，以及战略违约的问题。我们提出的模型建立在2006年G.A.泰代斯基
Microlending has not yet been placed on a firm mathematical foundation, in contrast to the highly developed theory of Mathematical Finance. Here we propose a first step, modeling a slightly simplified procedure than the one actually used, as a Markov chain. Using this model we compute the expected benefit each borrower gains from his or her activity. We compute the distribution of the beneficiaries among the population involved, and discuss the resultant equilibrium, as well as the issue of strategic defaults. Our proposed model builds on the pioneering work of 2006, by G.A. Tedeschi.