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PHAB scores: proportional hazards analysis behavioural scores

Citations

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Cited by:

  1. 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.
  2. L C Thomas & S Thomas & L Tang & O Ap Gwilym, 2005. "Impact of demographic and economic variables on financial policy purchase timing decisions," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 56(9), pages 1051-1062, September.
  3. B Baesens & T Van Gestel & M Stepanova & D Van den Poel & J Vanthienen, 2005. "Neural network survival analysis for personal loan data," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 56(9), pages 1089-1098, September.
  4. Li, Aimin & Li, Zhiyong & Bellotti, Anthony, 2023. "Predicting loss given default of unsecured consumer loans with time-varying survival scores," Pacific-Basin Finance Journal, Elsevier, vol. 78(C).
  5. S M Finlay, 2008. "Towards profitability: a utility approach to the credit scoring problem," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 59(7), pages 921-931, July.
  6. Finlay, Steven, 2011. "Multiple classifier architectures and their application to credit risk assessment," European Journal of Operational Research, Elsevier, vol. 210(2), pages 368-378, April.
  7. Rumyantseva, Ekaterina & Furmanov, Kirill, 2016. "Modeling mortgage survival," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 41, pages 123-143.
  8. 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.
  9. Thomas, Lyn C., 2009. "Modelling the credit risk for portfolios of consumer loans: Analogies with corporate loan models," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(8), pages 2525-2534.
  10. Divino, Jose Angelo & Rocha, Líneke Clementino Sleegers, 2013. "Probability of default in collateralized credit operations," The North American Journal of Economics and Finance, Elsevier, vol. 25(C), pages 276-292.
  11. 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.
  12. Finlay, Steven, 2010. "Credit scoring for profitability objectives," European Journal of Operational Research, Elsevier, vol. 202(2), pages 528-537, April.
  13. Elena Ivona DUMITRESCU & Sullivan HUE & Christophe HURLIN & Sessi TOKPAVI, 2020. "Machine Learning or Econometrics for Credit Scoring: Let’s Get the Best of Both Worlds," LEO Working Papers / DR LEO 2839, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  14. Jonathan Crook & Tony Bellotti, 2010. "Time varying and dynamic models for default risk in consumer loans," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 173(2), pages 283-305, April.
  15. B Baesens & T Van Gestel & S Viaene & M Stepanova & J Suykens & J Vanthienen, 2003. "Benchmarking state-of-the-art classification algorithms for credit scoring," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 54(6), pages 627-635, June.
  16. Gandy, Axel, 2012. "Performance monitoring of credit portfolios using survival analysis," International Journal of Forecasting, Elsevier, vol. 28(1), pages 139-144.
  17. 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.
  18. Robert Till & David Hand, 2003. "Behavioural models of credit card usage," Journal of Applied Statistics, Taylor & Francis Journals, vol. 30(10), pages 1201-1220.
  19. Djeundje, Viani Biatat & Crook, Jonathan, 2019. "Dynamic survival models with varying coefficients for credit risks," European Journal of Operational Research, Elsevier, vol. 275(1), pages 319-333.
  20. Jose Angelo Divino & Edna Souza Lima & Jaime Orrillo, 2013. "Interest rates and default in unsecured loan markets," Quantitative Finance, Taylor & Francis Journals, vol. 13(12), pages 1925-1934, December.
  21. L N Allen & L C Rose, 2006. "Financial survival analysis of defaulted debtors," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 57(6), pages 630-636, June.
  22. 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.
  23. Djeundje, Viani Biatat & Crook, Jonathan, 2018. "Incorporating heterogeneity and macroeconomic variables into multi-state delinquency models for credit cards," European Journal of Operational Research, Elsevier, vol. 271(2), pages 697-709.
  24. Lore Dirick & Gerda Claeskens & Bart Baesens, 2017. "Time to default in credit scoring using survival analysis: a benchmark study," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 68(6), pages 652-665, June.
  25. 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.
  26. repec:syb:wpbsba:03/2013 is not listed on IDEAS
  27. L C Thomas, 2010. "Consumer finance: challenges for operational research," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 61(1), pages 41-52, January.
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