Lookahead scorecards for new fixed term credit products

DOI10.1057/PALGRAVE.JORS.2601151zbMATH Open1181.91325OpenAlexW2095297144MaRDI QIDQ4658486FDOQ4658486

Authors: Mark G. Kelly, David J. Hand 

Publication date: 16 March 2005

Published in: The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1057/palgrave.jors.2601151

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zbMATH Keywords

logistic regressionsurvival analysiscredit scoringbad rate

Mathematics Subject Classification ID

Credit risk (91G40)

Cited In (13)

• Statistical challenges in credit card issuing
• Identifying future defaulters: a hierarchical Bayesian method
• Mixture cure models in credit scoring: if and when borrowers default
• Direct versus indirect credit scoring classifications
• Recalibrating scorecards
• Scoring by usage
• A new index of creditworthiness for retail credit products
• ``Time-to-profit scorecards for revolving credit
• A dynamic scorecard for monitoring baseline performance with application to tracking a mortgage portfolio
• A prediction-driven mixture cure model and its application in credit scoring
• Behavioural models of credit card usage
• Modelling profitability using survival combination scores
• Defining attributes for scorecard construction in credit scoring

Uses Software

• HandTill2001

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