Models and forecasts of credit card balance

DOI10.1016/J.EJOR.2014.12.014zbMATH Open1346.62104OpenAlexW2014931667MaRDI QIDQ320983FDOQ320983

Pak Shun Hon, Tony Bellotti

Publication date: 7 October 2016

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10044/1/43847

Recommendations

• A new mixture model for the estimation of credit card exposure at default
• Behavioural models of credit card usage
• Incorporating heterogeneity and macroeconomic variables into multi-state delinquency models for credit cards
• Forecasting With Dynamic Panel Data Models
• Scoring by usage

zbMATH Keywords

mixture modelbalance estimationcredit cardspanel model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Credit risk (91G40)

Cites Work

• Random-Effects Models for Longitudinal Data
• Credit scoring for profitability objectives
• Estimating Mixtures of Normal Distributions and Switching Regressions
• SYSTEMS OF FREQUENCY CURVES GENERATED BY METHODS OF TRANSLATION
• Mixtures of linear regressions
• Title not available (Why is that?)

Cited In (4)

• Samsung card lending model
• Modelling credit card exposure at default using vine copula quantile regression
• Sharp asymptotics for large portfolio losses under extreme risks
• Behavioural models of credit card usage

This page was built for publication: Models and forecasts of credit card balance

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q320983)