Optimization strategy of credit line management for credit card business

DOI10.1016/J.COR.2014.03.013MaRDI QIDQ337050zbMATH OpenOpenAlexFDO

Authors So Young Sohn, Kyong Taek Lim, Yonghan Ju

Publication date 10 November 2016

Published in Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cor.2014.03.013

zbMATH Keywords

optimizationcredit cardcredit line

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Case-oriented studies in operations research (90B90) Financial applications of other theories (91G80)

Recommendations

• Discovering credit cardholder's behavior by multiple criteria linear programming
• scientific article; zbMATH DE number 1784679
• Developing a measure of risk adjusted revenue (RAR) in credit cards market: implications for customer relationship management
• Optimization strategies in credit portfolio management
• scientific article; zbMATH DE number 7723718

Cites work

• A genetic algorithm for flow shop scheduling problems
• A genetic algorithm for the generalised assignment problem
• A new hybrid genetic algorithm for the capacitated vehicle routing problem
• A preference disaggregation decision support system for financial classification problems.
• A threshold-varying artificial neural network approach for classification and its application to bankruptcy prediction problem
• An indirect genetic algorithm for set covering problems
• Credit risk optimization using factor models
• Default probabilities in a corporate bank portfolio: a logistic model approach.
• Multicriteria Programming for Financial Planning
• Neural network ensemble strategies for financial decision applications
• Portfolio Credit Risk with Extremal Dependence: Asymptotic Analysis and Efficient Simulation
• Predicting repayment of the credit card debt
• Quantitative Methods in Credit Management: A Survey
• Strategic financial management in a multinational financial conglomerate: A multiple goal stochastic programming approach
• Survival Analysis Methods for Personal Loan Data

Cited in

(1)

• Optimizing credit limit adjustments under adversarial goals using reinforcement learning

Describes a project that uses

Uses Software

• tolerance

This page was built for publication: Optimization strategy of credit line management for credit card business

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q337050)