Modelling consumer credit risk

DOI10.1093/IMAMAN/12.2.139MaRDI QIDQ4532792zbMATH OpenOpenAlexFDO

Authors David J. Hand

Publication date 5 June 2002

Published in IMA Journal of Management Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/imaman/12.2.139

zbMATH Keywords

classificationcredit scoringcreditworthiness

Mathematics Subject Classification ID

Consumer behavior, demand theory (91B42)

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Cited in

(19)

• Modelling the credit risk for portfolios of consumer loans: Analogies with corporate loan models
• Credit risk estimation for small businesses based on a statistical method
• Credit risk assessment using statistical and machine learning: Basic methodology and risk modeling applications
• Classifier technology and the illusion of progress
• Loan pricing under estimation risk
• Recent developments in consumer credit risk assessment
• Structural models in consumer credit
• Monetary loss surveillance for credit models
• Credit scoring models using hierarchical Bayes model: an application to inter-bank consortium mortgage data
• Assessing naïve Bayes as a method for screening credit applicants
• Predictive models of expenditure and over-indebtedness for assessing the affordability of new consumer credit applications
• Consumer finance: challenges for operational research
• scientific article; zbMATH DE number 2159448 (Why is no real title available?)
• scientific article; zbMATH DE number 2174538 (Why is no real title available?)
• Measuring customer quality in retail banking
• A survey of the issues in consumer credit modelling research
• scientific article; zbMATH DE number 2221033 (Why is no real title available?)
• A logistic regression model for consumer default risk
• Preface to the papers on `credit risk modelling'

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