Recent developments in consumer credit risk assessment
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Publication:2643976
DOI10.1016/J.EJOR.2006.09.100zbMATH Open1138.91493OpenAlexW2058988827MaRDI QIDQ2643976FDOQ2643976
Authors: David B. Edelman, Jonathan Crook, Lyn C. Thomas 
Publication date: 27 August 2007
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2006.09.100
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Cites Work
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- Good practice in retail credit scorecard assessment
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- Efficient frontier cutoff policies in credit portfolios
- Sample selection bias in credit scoring models
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Cited In (39)
- Subsidize or not: the competition of credit card and online credit in platform-based supply chain system
- A reference model for customer-centric data mining with support vector machines
- Credit scoring for profitability objectives
- Machine learning in corporate credit rating assessment using the expanded audit report
- 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
- Risk measurement and strategy for consumer finance companies
- Credit default prediction from user-generated text in peer-to-peer lending using deep learning
- 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
- Optimal cut-off for rare events and unbalanced misclassification costs
- Interaction between financial risk measures and machine learning methods
- Joint models of multivariate longitudinal outcomes and discrete survival data with INLA: an application to credit repayment behaviour
- Mixture cure models in credit scoring: if and when borrowers default
- Quantitative credit risk monitoring using purchase order information
- Predicting mortgage early delinquency with machine learning methods
- 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
- A logistic regression model for consumer default risk
- Development and application of consumer credit scoring models using profit-based classification measures
- The impact of sample bias on consumer credit scoring performance and profitability
- Weight-selected attribute bagging for credit scoring
- Predictive models of expenditure and over-indebtedness for assessing the affordability of new consumer credit applications
- Recent Advances in Credit Risk Management
- Fairness in credit scoring: assessment, implementation and profit implications
- 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
- Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors
- Benchmarking state-of-the-art classification algorithms for credit scoring: an update of research
- Predicting repayment of the credit card debt
- Not if but when will borrowers default
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