Behavioral technology credit scoring model with time-dependent covariates for stress test
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Publication:2630239
DOI10.1016/J.EJOR.2014.10.054zbMATH Open1341.91128OpenAlexW1967799413MaRDI QIDQ2630239FDOQ2630239
Authors: Yonghan Ju, Song Yi Jeon, So Young Sohn 
Publication date: 26 July 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2014.10.054
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Cites Work
- Title not available (Why is that?)
- Credit scoring with macroeconomic variables using survival analysis
- Customer attrition analysis for financial services using proportional hazard models
- Updating a credit-scoring model based on new attributes without realization of actual data
- Integrated bank risk modeling: a bottom-up statistical framework
- The risk management for technology credit guarantee fund
Cited In (6)
- Time will tell: Behavioural scoring and the dynamics of consumer credit assessment
- The risk management for technology credit guarantee fund
- Behaviour-based short-term invoice probability of default evaluation
- Reducing estimation risk using a Bayesian posterior distribution approach: application to stress testing mortgage loan default
- Incorporating lifecycle and environment in loan-level forecasts and stress tests
- Technology scoring model for reflecting evaluator's perception within confidence limits
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