Quantitative Methods in Credit Management: A Survey

DOI10.1287/OPRE.42.4.589MaRDI QIDQ4319749zbMATH OpenOpenAlexFDO

Authors Eric Rosenberg, Alan Gleit

Publication date 12 January 1995

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.42.4.589

zbMATH Keywords

decision treesdiscriminant analysisexpert systems for static decisionsMarkov chains for dynamic decision models

Mathematics Subject Classification ID

Case-oriented studies in operations research (90B90) Linear programming (90C05) Dynamic programming (90C39) Applications of mathematical programming (90C90)

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• On granting credit in a random environment
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• A prediction-driven mixture cure model and its application in credit scoring
• Classifier technology and the illusion of progress
• Neural network ensemble strategies for financial decision applications
• Recent developments in consumer credit risk assessment
• Some aspects of modeling in credit activity
• Identifying future defaulters: a hierarchical Bayesian method
• Instance-based credit risk assessment for investment decisions in P2P lending
• Spatial dependence in credit risk and its improvement in credit scoring
• A two-state partially observable Markov decision process with three actions
• Optimization strategy of credit line management for credit card business
• A GEOMETRICAL METHOD ON MULTIDIMENSIONAL DYNAMIC CREDIT EVALUATION
• AN EFFICIENT ALGORITHM FOR SOLVING A QUADRATIC PROGRAMMING MODEL WITH APPLICATION IN CREDIT CARD HOLDERS' BEHAVIOR
• Behavioural models of credit card usage
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• Credit scoring models with AUC maximization based on weighted SVM
• Measuring customer quality in retail banking
• A multi-dimensional forward selection method for firms' credit sale

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