Modelling profitability using survival combination scores

DOI10.1016/J.EJOR.2006.10.064MaRDI QIDQ2643985zbMATH OpenOpenAlexFDO

Authors Galina Andreeva, Jake Ansell, Jonathan Crook

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.2006.10.064

zbMATH Keywords

survival analysisdecision support systemsrisk analysisprofitability

Mathematics Subject Classification ID

Decision theory (91B06)

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Cites work

• scientific article; zbMATH DE number 3795247 (Why is no real title available?)
• Credit Scoring and Its Applications
• Designing win-win financial loan products for consumers and businesses
• Efficient frontier cutoff policies in credit portfolios
• European generic scoring models using survival analysis
• Lookahead scorecards for new fixed term credit products
• Modelling the purchase propensity: analysis of a revolving store card
• Not if but when will borrowers default
• PHAB scores: proportional hazards analysis behavioural scores
• Survival Analysis Methods for Personal Loan Data

Cited in

(9)

• Credit scoring for profitability objectives
• European generic scoring models using survival analysis
• Identifying future defaulters: a hierarchical Bayesian method
• PHAB scores: proportional hazards analysis behavioural scores
• A new index of creditworthiness for retail credit products
• ``Time-to-profit scorecards for revolving credit
• Instance-based credit risk assessment for investment decisions in P2P lending
• Revolving credit lines and targeted search
• The profitability of online loans: a competing risks analysis on default and prepayment

Describes a project that uses

Uses Software

• SAS

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