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A survey of credit and behavioural scoring: forecasting financial risk of lending to consumers

  • Thomas, Lyn C.
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    File URL: http://www.sciencedirect.com/science/article/B6V92-40CRPN0-2/2/b29a0f52aa74643dc21fce7aa548f582
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    Article provided by Elsevier in its journal International Journal of Forecasting.

    Volume (Year): 16 (2000)
    Issue (Month): 2 ()
    Pages: 149-172

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    Handle: RePEc:eee:intfor:v:16:y:2000:i:2:p:149-172
    Contact details of provider: Web page: http://www.elsevier.com/locate/ijforecast

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    1. Altman, Edward I. & Marco, Giancarlo & Varetto, Franco, 1994. "Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience)," Journal of Banking & Finance, Elsevier, vol. 18(3), pages 505-529, May.
    2. Robert A. Eisenbeis, 1978. "Problems in applying discriminant analysis in credit scoring models," Staff Studies 94, Board of Governors of the Federal Reserve System (U.S.).
    3. Merton, Robert C, 1974. "On the Pricing of Corporate Debt: The Risk Structure of Interest Rates," Journal of Finance, American Finance Association, vol. 29(2), pages 449-70, May.
    4. Leonard, Kevin J., 1993. "Empirical Bayes analysis of the commercial loan evaluation process," Statistics & Probability Letters, Elsevier, vol. 18(4), pages 289-296, November.
    5. Reichert, Alan K & Cho, Chien-Ching & Wagner, George M, 1983. "An Examination of the Conceptual Issues Involved in Developing Credit-scoring Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 1(2), pages 101-14, April.
    6. R. M. Cyert & H. J. Davidson & G. L. Thompson, 1962. "Estimation of the Allowance for Doubtful Accounts by Markov Chains," Management Science, INFORMS, vol. 8(3), pages 287-303, April.
    7. Dileep Mehta, 1968. "The Formulation of Credit Policy Models," Management Science, INFORMS, vol. 15(2), pages B30-B50, October.
    8. 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 637-54, May-June.
    9. Peter Kolesar & Janet L. Showers, 1985. "A Robust Credit Screening Model Using Categorical Data," Management Science, INFORMS, vol. 31(2), pages 123-133, February.
    10. Desai, Vijay S. & Crook, Jonathan N. & Overstreet, George A., 1996. "A comparison of neural networks and linear scoring models in the credit union environment," European Journal of Operational Research, Elsevier, vol. 95(1), pages 24-37, November.
    11. Srinivasan, Venkat & Kim, Yong H, 1987. " Credit Granting: A Comparative Analysis of Classification Procedures," Journal of Finance, American Finance Association, vol. 42(3), pages 665-81, July.
    12. Eisenbeis, Robert A, 1977. "Pitfalls in the Application of Discriminant Analysis in Business, Finance, and Economics," Journal of Finance, American Finance Association, vol. 32(3), pages 875-900, June.
    13. Harold Bierman, Jr. & Warren H. Hausman, 1970. "The Credit Granting Decision," Management Science, INFORMS, vol. 16(8), pages B519-B532, April.
    14. A. Wayne Corcoran, 1978. "The Use of Exponentially-Smoothed Transition Matrices to Improve Forecasting of Cash Flows from Accounts Receivable," Management Science, INFORMS, vol. 24(7), pages 732-739, March.
    15. 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.
    16. Houshmand A. Ziari & David J. Leatham & Paul N. Ellinger, 1997. "Development of Statistical Discriminant Mathematical Programming Model Via Resampling Estimation Techniques," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 79(4), pages 1352-1362.
    17. William E. Hardy & John L. Adrian, 1985. "A linear programming alternative to discriminant analysis in credit scoring," Agribusiness, John Wiley & Sons, Ltd., vol. 1(4), pages 285-292.
    18. Jos A. M. van Kuelen & Jaap Spronk & A. Wayne Corcoran, 1981. "Note---On the Cyert-Davidson-Thompson Doubtful Accounts Model," Management Science, INFORMS, vol. 27(1), pages 108-112, January.
    19. Kar Yan Tam & Melody Y. Kiang, 1992. "Managerial Applications of Neural Networks: The Case of Bank Failure Predictions," Management Science, INFORMS, vol. 38(7), pages 926-947, July.
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