Lookahead scorecards for new fixed term credit products

DOI10.1057/PALGRAVE.JORS.2601151zbMath1181.91325OpenAlexW2095297144MaRDI QIDQ4658486

Mark G. Kelly, David J. Hand

Publication date: 16 March 2005

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

Full work available at URL: https://doi.org/10.1057/palgrave.jors.2601151

zbMATH Keywords

survival analysislogistic regressioncredit scoringbad rate

Mathematics Subject Classification ID

Credit risk (91G40)

Related Items (6)

Identifying future defaulters: a hierarchical Bayesian method ⋮ ``Time-to-profit scorecards for revolving credit ⋮ Modelling profitability using survival combination scores ⋮ Mixture cure models in credit scoring: if and when borrowers default ⋮ A prediction-driven mixture cure model and its application in credit scoring ⋮ Behavioural models of credit card usage

Uses Software

• HandTill2001

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