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Recent developments in consumer credit risk assessment

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  • Crook, Jonathan N.
  • Edelman, David B.
  • Thomas, Lyn C.

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  • Crook, Jonathan N. & Edelman, David B. & Thomas, Lyn C., 2007. "Recent developments in consumer credit risk assessment," European Journal of Operational Research, Elsevier, vol. 183(3), pages 1447-1465, December.
    • Handle: RePEc:eee:ejores:v:183:y:2007:i:3:p:1447-1465
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    References listed on IDEAS

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    1. D. J. Hand & W. E. Henley, 1997. "Statistical Classification Methods in Consumer Credit Scoring: a Review," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 160(3), pages 523-541, September.
    2. Eric Rosenberg & Alan Gleit, 1994. "Quantitative Methods in Credit Management: A Survey," Operations Research, INFORMS, vol. 42(4), pages 589-613, August.
    3. Katja Pluto & Dirk Tasche, 2006. "Estimating Probabilities of Default for Low Default Portfolios," Springer Books, in: Bernd Engelmann & Robert Rauhmeier (ed.), The Basel II Risk Parameters, chapter 0, pages 79-103, Springer.
    4. J Banasik & J Crook & L Thomas, 2003. "Sample selection bias in credit scoring models," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 54(8), pages 822-832, August.
    5. Perli, Roberto & Nayda, William I., 2004. "Economic and regulatory capital allocation for revolving retail exposures," Journal of Banking & Finance, Elsevier, vol. 28(4), pages 789-809, April.
    6. Thomas, Lyn C., 2000. "A survey of credit and behavioural scoring: forecasting financial risk of lending to consumers," International Journal of Forecasting, Elsevier, vol. 16(2), pages 149-172.
    7. Margaret S. Trench & Shane P. Pederson & Edward T. Lau & Lizhi Ma & Hui Wang & Suresh K. Nair, 2003. "Managing Credit Lines and Prices for Bank One Credit Cards," Interfaces, INFORMS, vol. 33(5), pages 4-21, October.
    8. J J Glen, 1999. "Integer programming methods for normalisation and variable selection in mathematical programming discriminant analysis models," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 50(10), pages 1043-1053, October.
    9. Srinivasan, Venkat & Kim, Yong H, 1987. "Credit Granting: A Comparative Analysis of Classification Procedures," Journal of Finance, American Finance Association, vol. 42(3), pages 665-681, July.
    10. Piramuthu, Selwyn, 1999. "Financial credit-risk evaluation with neural and neurofuzzy systems," European Journal of Operational Research, Elsevier, vol. 112(2), pages 310-321, January.
    11. K B Schebesch & R Stecking, 2005. "Support vector machines for classifying and describing credit applicants: detecting typical and critical regions," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 56(9), pages 1082-1088, September.
    12. D J Hand, 2005. "Good practice in retail credit scorecard assessment," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 56(9), pages 1109-1117, September.
    13. Heckman, James, 2013. "Sample selection bias as a specification error," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 31(3), pages 129-137.
    14. Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-654, May-June.
    15. David Durand, 1941. "Risk Elements in Consumer Instalment Financing," NBER Books, National Bureau of Economic Research, Inc, number dura41-1, March.
    16. Malhotra, Rashmi & Malhotra, D. K., 2003. "Evaluating consumer loans using neural networks," Omega, Elsevier, vol. 31(2), pages 83-96, April.
    17. Crook, Jonathan & Banasik, John, 2004. "Does reject inference really improve the performance of application scoring models?," Journal of Banking & Finance, Elsevier, vol. 28(4), pages 857-874, April.
    18. 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.
    19. David Durand, 1941. "Risk Elements in Consumer Instalment Financing, Technical Edition," NBER Books, National Bureau of Economic Research, Inc, number dura41-2, March.
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