A quantitative theory of the credit score

DOI10.3982/ECTA18771zbMATH Open1541.9115MaRDI QIDQ6536591FDOQ6536591

Authors Satyajit Chatterjee, Dean Corbae, Kyle Dempsey, José-Víctor Ríos-Rull 

Publication date 13 May 2024

Published in Econometrica (Search for Journal in Brave)

zbMATH Keywords

bankruptcycredit scorespersistent hidden informationunsecured consumer credit

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Consumer behavior, demand theory (91B42) General equilibrium theory (91B50)

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Cites work

• A Quantitative Theory of Unsecured Consumer Credit with Risk of Default
• A Walrasian Theory of Markets with Adverse Selection
• A finite-life private-information theory of unsecured consumer debt
• A quantitative theory of the credit score
• Adverse selection in competitive search equilibrium
• Competitive Pooling: Rothschild-Stiglitz Reconsidered
• Does Income Inequality Lead to Consumption Inequality? Evidence and Theory1
• Optimal Replacement of GMC Bus Engines: An Empirical Model of Harold Zurcher
• Pareto Optima and Competitive Equilibria with Adverse Selection and Moral Hazard
• Reexamination of the perfectness concept for equilibrium points in extensive games
• Refinements of the Nash equilibrium concept
• Repeated games with incomplete information and discounting
• Reputation and sovereign default
• The democratization of credit and the rise in consumer bankruptcies

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• A quantitative theory of the credit score

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