Models and forecasts of credit card balance

DOI10.1016/j.ejor.2014.12.014zbMath1346.62104OpenAlexW2014931667MaRDI QIDQ320983

Pak Shun Hon, Tony Bellotti

Publication date: 7 October 2016

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

Full work available at URL: http://hdl.handle.net/10044/1/43847

zbMATH Keywords

mixture modelbalance estimationcredit cardspanel model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Credit risk (91G40)

Related Items (2)

Modelling credit card exposure at default using vine copula quantile regression ⋮ Sharp asymptotics for large portfolio losses under extreme risks

Cites Work

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• Random-Effects Models for Longitudinal Data
• Mixtures of linear regressions
• Credit scoring for profitability objectives
• Estimating Mixtures of Normal Distributions and Switching Regressions
• SYSTEMS OF FREQUENCY CURVES GENERATED BY METHODS OF TRANSLATION

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