Structural models in consumer credit

DOI10.1016/J.EJOR.2006.07.049MaRDI QIDQ2643990zbMATH OpenOpenAlexFDO

Authors Fabio Wendling Muniz De Andrade, Lyn C. Thomas

Publication date 27 August 2007

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejor.2006.07.049

zbMATH Keywords

consumer lendingcredit riskfinanceportfolio modellingstochastic processes

Mathematics Subject Classification ID

Consumer behavior, demand theory (91B42)

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Cites work

• A Mathematical Theory of Communication
• A survey of the issues in consumer credit modelling research
• Bootstrap methods: another look at the jackknife
• scientific article; zbMATH DE number 3797028 (Why is no real title available?)
• Statistical Inference about Markov Chains

Cited in

(10)

• Modelling the credit risk for portfolios of consumer loans: Analogies with corporate loan models
• Restyling of fees in consumers credit and their optimization
• Dynamic credit quality evaluation with social network data
• Recent developments in consumer credit risk assessment
• Contract pricing in consumer credit markets
• A lattice-theoretic model for predicting probabilities of credit losses.
• Modeling credit granting and risk with capital structure and asymmetric information
• A survey of the issues in consumer credit modelling research
• Joint models of multivariate longitudinal outcomes and discrete survival data with INLA: an application to credit repayment behaviour
• Samsung card lending model

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