Leasing residual value calculator

19.02.2008 - 31.12.2008
Assigned research project
In general, the aim is to create a mathematical risk model to evaluate over a given time horizon the residual object value and the residual object value process, respectively. Therefore, the leasing company is confronted with the default probability of specific customers which in turn results in the necessity to statistically determine the distribution of the utilisation of the leasing object. A mathematical model should be developed to determine the future value of the object as good as possible, under consideration of idiosyncratic actuating variables.

People

Project leader

Project personnel

Institute

Contract/collaboration

  • BA-CA Leasing GmbH
  • WIFI - Unternehmensentwicklung des WIFI Wien

Research focus

  • Risk based Design: 30%
  • Mathematical and Algorithmic Foundations: 30%
  • Modeling and Simulation: 40%

Keywords

GermanEnglish
Leasing Restwert Rechnerleasing residual value calculator
lineare Regressionlinear regression

Publications