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Time will tell: behavioural scoring and the dynamics of consumer credit assessment

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Publication:2772980
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DOI10.1093/imaman/12.1.89zbMath0990.91032OpenAlexW2052462336MaRDI QIDQ2772980

No author found.

Publication date: 19 August 2002

Published in: IMA Journal of Management Mathematics (Search for Journal in Brave)

Full work available at URL: https://eprints.soton.ac.uk/35747/1/timewill_tellpdf.pdf


zbMATH Keywords

Markov chainssurvival analysiscredit risk modellingbehavioural scoring


Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (4)

An empirical study of policy convergence in Markov decision process value iteration ⋮ Joint models for longitudinal and discrete survival data in credit scoring ⋮ Predicting repayment of the credit card debt ⋮ Credit scoring for profitability objectives




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