A Simple Factoring Pricing Model
In a simplified setting, we show how to price invoice non-recourse factoring taking into account not only the credit worthiness of the debtor but also the assignor's one, together with the default correlation between the two. Indeed, the possible default of the assignor might impact the payoff by means of the bankruptcy revocatory, especially in case of undisclosed factoring.
Code (0)
등록된 구현이 없습니다.
Tasks
modelSimilar Papers 제목 키워드 기반
Refactoring Neural Networks for Verification
Deep neural networks (DNN) are growing in capability and applicability. Their effectiveness has led to their use in safety critical and autonomous systems, yet there is a dearth of cost-effective methods available for re…
How We Refactor and How We Document it? On the Use of Supervised Machine Learning Algorithms to Classify Refactoring Documentation
Refactoring is the art of improving the design of a system without altering its external behavior. Refactoring has become a well established and disciplined software engineering practice that has attracted a significant …
Refactoring with LLMs: Bridging Human Expertise and Machine Understanding
Code refactoring is a fundamental software engineering practice aimed at improving code quality and maintainability. Despite its importance, developers often neglect refactoring due to the significant time, effort, and r…
RefAgent: A Multi-agent LLM-based Framework for Automatic Software Refactoring
Large Language Models (LLMs) have substantially influenced various software engineering tasks. Indeed, in the case of software refactoring, traditional LLMs have shown the ability to reduce development time and enhance c…
Predicting the Impact of Batch Refactoring Code Smells on Application Resource Consumption
Automated batch refactoring has become a de-facto mechanism to restructure software that may have significant design flaws negatively impacting the code quality and maintainability. Although automated batch refactoring t…
CPU