Recent developments in consumer credit risk assessment
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Publication:2643976
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Cites work
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- scientific article; zbMATH DE number 1392848 (Why is no real title available?)
- scientific article; zbMATH DE number 7088125 (Why is no real title available?)
- Classifier technology and the illusion of progress
- Credit Scoring and Its Applications
- Credit scoring using neural and evolutionary techniques
- Designing win-win financial loan products for consumers and businesses
- Efficient frontier cutoff policies in credit portfolios
- Good practice in retail credit scorecard assessment
- Integer programming methods for normalisation and variable selection in mathematical programming discriminant analysis models
- Maximum Likelihood Estimation in the Mover-Stayer Model
- Neural network credit scoring models
- Quantitative Methods in Credit Management: A Survey
- Sample Selection Bias as a Specification Error
- Sample selection bias in credit scoring models
- Statistical Inference about Markov Chains
- Structural models in consumer credit
- Support vector machines for classifying and describing credit applicants: detecting typical and critical regions
- The pricing of options and corporate liabilities
- To ask or not to ask, that is the question
Cited in
(39)- A reference model for customer-centric data mining with support vector machines
- Credit scoring for profitability objectives
- Subsidize or not: the competition of credit card and online credit in platform-based supply chain system
- A new approach for credit scoring by directly maximizing the Kolmogorov-Smirnov statistic
- Trade credit contracting under asymmetric credit default risk: screening, checking or insurance
- Machine learning in corporate credit rating assessment using the expanded audit report
- Credit default prediction from user-generated text in peer-to-peer lending using deep learning
- Risk measurement and strategy for consumer finance companies
- Credit scoring models with AUC maximization based on weighted SVM
- Modelling consumer credit risk
- Predicting loss severities for residential mortgage loans: a three-step selection approach
- Cure events in default prediction
- Identifying future defaulters: a hierarchical Bayesian method
- Mixture cure models in credit scoring: if and when borrowers default
- Interaction between financial risk measures and machine learning methods
- Optimal cut-off for rare events and unbalanced misclassification costs
- Joint models of multivariate longitudinal outcomes and discrete survival data with INLA: an application to credit repayment behaviour
- Predicting mortgage early delinquency with machine learning methods
- Quantitative credit risk monitoring using purchase order information
- Editorial
- Adapting a classification rule to local and global shift when only unlabelled data are available
- The financing of innovative SMEs: a multicriteria credit rating model
- Credit offering strategy and dynamic pricing in the presence of consumer strategic behavior
- Accuracy of mortgage portfolio risk forecasts during financial crises
- An empirical comparison of classification algorithms for mortgage default prediction: evidence from a distressed mortgage market
- Development and application of consumer credit scoring models using profit-based classification measures
- A logistic regression model for consumer default risk
- Weight-selected attribute bagging for credit scoring
- The impact of sample bias on consumer credit scoring performance and profitability
- Predictive models of expenditure and over-indebtedness for assessing the affordability of new consumer credit applications
- Fairness in credit scoring: assessment, implementation and profit implications
- Recent Advances in Credit Risk Management
- Modelling credit risk for personal loans: Cox proportional hazards model approach
- Mixture Cure Models in Prediction of Time to Default: Comparison with Logit and Cox Models
- Assessing and managing credit risk in retail financial services
- Benchmarking state-of-the-art classification algorithms for credit scoring: an update of research
- Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors
- Predicting repayment of the credit card debt
- Not if but when will borrowers default
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