PHAB scores: proportional hazards analysis behavioural scores

DOI10.1057/PALGRAVE.JORS.2601189zbMATH Open1181.91328OpenAlexW2034067039MaRDI QIDQ4658488FDOQ4658488

Lyn C. Thomas, Maria Stepanova

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

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zbMATH Keywords

riskbankingproportional hazards regressionbehavioural scoring

Mathematics Subject Classification ID

Credit risk (91G40)

Cited In (11)

• Credit scoring for profitability objectives
• Survival Analysis Methods for Personal Loan Data
• European generic scoring models using survival analysis
• 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.
• Using supervised kernel locality preserving projections to improve classifier performance on credit rating forecasting
• Modelling profitability using survival combination scores
• The profitability of online loans: a competing risks analysis on default and prepayment

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