Models and forecasts of credit card balance

DOI10.1016/J.EJOR.2014.12.014MaRDI QIDQ320983zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

mixture modelbalance estimationcredit cardspanel model

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 1862807 (Why is no real title available?)
• Credit scoring for profitability objectives
• Estimating Mixtures of Normal Distributions and Switching Regressions
• Mixtures of linear regressions
• Random-Effects Models for Longitudinal Data
• SYSTEMS OF FREQUENCY CURVES GENERATED BY METHODS OF TRANSLATION

Cited in

(4)

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

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