``Time-to-profit scorecards for revolving credit

DOI10.1016/J.EJOR.2015.09.052zbMATH Open1346.91253OpenAlexW2180321930MaRDI QIDQ320955FDOQ320955

Authors: Luis Javier Sanchez-Barrios, Galina Andreeva, Jake Ansell 

Publication date: 7 October 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.2015.09.052

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zbMATH Keywords

risk managementprofit scoringtime-to-profit

Mathematics Subject Classification ID

Credit risk (91G40)

Cites Work

• Statistical comparisons of classifiers over multiple data sets
• Credit scoring for profitability objectives
• Quantile regression for modelling distributions of profit and loss
• Modelling profitability using survival combination scores
• Not if but when will borrowers default
• Survival Analysis Methods for Personal Loan Data
• Lookahead scorecards for new fixed term credit products
• Statistical challenges in credit card issuing
• Towards profitability: a utility approach to the credit scoring problem
• Regression Modeling
• PHAB scores: proportional hazards analysis behavioural scores
• A new index of creditworthiness for retail credit products
• Modelling the purchase propensity: analysis of a revolving store card

Cited In (2)

• Revolving credit lines and targeted search
• Modelling profitability using survival combination scores

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