Structural models in consumer credit

DOI10.1016/j.ejor.2006.07.049zbMath1138.91494OpenAlexW3124122197MaRDI QIDQ2643990

Fabio Wendling Muniz De Andrade, 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.2006.07.049

zbMATH Keywords

stochastic processescredit riskfinanceconsumer lendingportfolio modelling

Mathematics Subject Classification ID

Consumer behavior, demand theory (91B42)

Related Items (5)

Recent developments in consumer credit risk assessment ⋮ Joint models of multivariate longitudinal outcomes and discrete survival data with INLA: an application to credit repayment behaviour ⋮ Samsung card lending model ⋮ Modelling the credit risk for portfolios of consumer loans: Analogies with corporate loan models ⋮ Dynamic credit quality evaluation with social network data

Cites Work

• Unnamed Item
• A Mathematical Theory of Communication
• Bootstrap methods: another look at the jackknife
• Statistical Inference about Markov Chains
• A survey of the issues in consumer credit modelling research

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