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Modelling profitability using survival combination scores

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  • Andreeva, Galina
  • Ansell, Jake
  • Crook, Jonathan

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  • Andreeva, Galina & Ansell, Jake & Crook, Jonathan, 2007. "Modelling profitability using survival combination scores," European Journal of Operational Research, Elsevier, vol. 183(3), pages 1537-1549, December.
    • Handle: RePEc:eee:ejores:v:183:y:2007:i:3:p:1537-1549
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    References listed on IDEAS

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    1. Dipak C. Jain & Naufel J. Vilcassim, 1991. "Investigating Household Purchase Timing Decisions: A Conditional Hazard Function Approach," Marketing Science, INFORMS, vol. 10(1), pages 1-23.
    2. R M Oliver & E Wells, 2001. "Efficient frontier cutoff policies in credit portfolios," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 52(9), pages 1025-1033, September.
    3. G Andreeva, 2006. "European generic scoring models using survival analysis," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 57(10), pages 1180-1187, October.
    4. Demetrios Vakratsas & Frank M. Bass, 2002. "A segment-level hazard approach to studying household purchase timing decisions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(1), pages 49-59.
    5. G Andreeva & J Ansell & J N Crook, 2005. "Modelling the purchase propensity: analysis of a revolving store card," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 56(9), pages 1041-1050, September.
    6. Seetharaman, P B & Chintagunta, Pradeep K, 2003. "The Proportional Hazard Model for Purchase Timing: A Comparison of Alternative Specifications," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(3), pages 368-382, July.
    7. D J Hand & M G Kelly, 2001. "Lookahead scorecards for new fixed term credit products," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 52(9), pages 989-996, September.
    8. Kristiaan Helsen & David C. Schmittlein, 1993. "Analyzing Duration Times in Marketing: Evidence for the Effectiveness of Hazard Rate Models," Marketing Science, INFORMS, vol. 12(4), pages 395-414.
    9. J Banasik & J N Crook & L C Thomas, 1999. "Not if but when will borrowers default," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 50(12), pages 1185-1190, December.
    10. M Stepanova & L C Thomas, 2001. "PHAB scores: proportional hazards analysis behavioural scores," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 52(9), pages 1007-1016, September.
    11. Maria Stepanova & Lyn Thomas, 2002. "Survival Analysis Methods for Personal Loan Data," Operations Research, INFORMS, vol. 50(2), pages 277-289, April.
    12. R L Keeney & R M Oliver, 2005. "Designing win-win financial loan products for consumers and businesses," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 56(9), pages 1030-1040, September.
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    Cited by:

    1. P Ma & J Crook & J Ansell, 2010. "Modelling take-up and profitability," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 61(3), pages 430-442, March.
    2. T Bellotti & J Crook, 2009. "Credit scoring with macroeconomic variables using survival analysis," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 60(12), pages 1699-1707, December.
    3. Bernd Engelmann & Ha Pham, 2020. "Measuring the Performance of Bank Loans under Basel II/III and IFRS 9/CECL," Risks, MDPI, vol. 8(3), pages 1-21, September.
    4. J Banasik & J Crook, 2010. "Reject inference in survival analysis by augmentation," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 61(3), pages 473-485, March.
    5. Mariusz Górajski & Dobromił Serwa & Zuzanna Wośko, 2019. "Measuring expected time to default under stress conditions for corporate loans," Empirical Economics, Springer, vol. 57(1), pages 31-52, July.
    6. Li, Zhiyong & Li, Aimin & Bellotti, Anthony & Yao, Xiao, 2023. "The profitability of online loans: A competing risks analysis on default and prepayment," European Journal of Operational Research, Elsevier, vol. 306(2), pages 968-985.
    7. Finlay, Steven, 2010. "Credit scoring for profitability objectives," European Journal of Operational Research, Elsevier, vol. 202(2), pages 528-537, April.
    8. R T Stewart, 2011. "A profit-based scoring system in consumer credit: making acquisition decisions for credit cards," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 62(9), pages 1719-1725, September.
    9. Guo, Yanhong & Zhou, Wenjun & Luo, Chunyu & Liu, Chuanren & Xiong, Hui, 2016. "Instance-based credit risk assessment for investment decisions in P2P lending," European Journal of Operational Research, Elsevier, vol. 249(2), pages 417-426.
    10. Ozer, Muammer, 2011. "Understanding the impacts of product knowledge and product type on the accuracy of intentions-based new product predictions," European Journal of Operational Research, Elsevier, vol. 211(2), pages 359-369, June.
    11. Ahelegbey, Daniel Felix & Giudici, Paolo & Hadji-Misheva, Branka, 2019. "Factorial Network Models To Improve P2P Credit Risk Management," MPRA Paper 92633, University Library of Munich, Germany.
    12. Ahelegbey, Daniel Felix & Giudici, Paolo & Hadji-Misheva, Branka, 2019. "Latent factor models for credit scoring in P2P systems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 522(C), pages 112-121.
    13. Sanchez-Barrios, Luis Javier & Andreeva, Galina & Ansell, Jake, 2016. "“Time-to-profit scorecards for revolving credit”," European Journal of Operational Research, Elsevier, vol. 249(2), pages 397-406.
    14. Liu, Fan & Hua, Zhongsheng & Lim, Andrew, 2015. "Identifying future defaulters: A hierarchical Bayesian method," European Journal of Operational Research, Elsevier, vol. 241(1), pages 202-211.
    15. Ahelegbey, Daniel & Giudici, Paolo & Pediroda, Valentino, 2023. "A network based fintech inclusion platform," Socio-Economic Planning Sciences, Elsevier, vol. 87(PB).

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