PHAB scores: proportional hazards analysis behavioural scores

DOI10.1057/PALGRAVE.JORS.2601189MaRDI QIDQ4658488zbMATH OpenOpenAlexFDO

Authors Maria Stepanova, Lyn C. Thomas

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.2601189

zbMATH Keywords

riskbankingproportional hazards regressionbehavioural scoring

Mathematics Subject Classification ID

Credit risk (91G40)

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Cited in

(12)

• Credit scoring for profitability objectives
• Survival Analysis Methods for Personal Loan Data
• European generic scoring models using survival analysis
• On approach for modelling of behavioural scoring
• Modelling the credit risk for portfolios of consumer loans: Analogies with corporate loan models
• ``Time-to-profit scorecards for revolving credit
• Incorporating heterogeneity and macroeconomic variables into multi-state delinquency models for credit cards
• Interest rates and default in unsecured loan markets
• Dynamic survival models with varying coefficients for credit risks.
• Modelling profitability using survival combination scores
• Using supervised kernel locality preserving projections to improve classifier performance on credit rating forecasting
• The profitability of online loans: a competing risks analysis on default and prepayment

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