``Time-to-profit scorecards for revolving credit

DOI10.1016/J.EJOR.2015.09.052MaRDI QIDQ320955zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

risk managementprofit scoringtime-to-profit

Mathematics Subject Classification ID

Credit risk (91G40)

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Cites work

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

Cited in

(2)

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

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