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Fabio Wendling Muniz de Andrade

Personal Details

First Name:Fabio
Middle Name:Wendling Muniz
Last Name:de Andrade
Suffix:
RePEc Short-ID:pde168
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Affiliation

(in no particular order)

SERASA S.A.

http://www.serasa.com.br/
Brazil

Escola de Administração de Empresas de São Paulo (EAESP) (Sao Paulo Business Administration School)
Fundação Getúlio Vargas (FGV) (Getulio Vargas Foundation)

São Paulo, Brazil
http://eaesp.fgvsp.br/
RePEc:edi:eafgvbr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Fabio de Andrade & Lyn Thomas, 2004. "Structural Models In Consumer Credit," Risk and Insurance 0407001, University Library of Munich, Germany.

Articles

  1. de Andrade, Fabio Wendling Muniz & Thomas, Lyn, 2007. "Structural models in consumer credit," European Journal of Operational Research, Elsevier, vol. 183(3), pages 1569-1581, December.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Fabio de Andrade & Lyn Thomas, 2004. "Structural Models In Consumer Credit," Risk and Insurance 0407001, University Library of Munich, Germany.

    Cited by:

    1. Medina-Olivares, Victor & Lindgren, Finn & Calabrese, Raffaella & Crook, Jonathan, 2023. "Joint models of multivariate longitudinal outcomes and discrete survival data with INLA: An application to credit repayment behaviour," European Journal of Operational Research, Elsevier, vol. 310(2), pages 860-873.
    2. Malik, Madhur & Thomas, Lyn C., 2012. "Transition matrix models of consumer credit ratings," International Journal of Forecasting, Elsevier, vol. 28(1), pages 261-272.
    3. Luis H. R. Alvarez & Jani Sainio, 2010. "A Loan Portfolio Model Subject to Random Liabilities and Systemic Jump Risk," Papers 1006.0863, arXiv.org.
    4. 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.
    5. Yufei Xia & Xinyi Guo & Yinguo Li & Lingyun He & Xueyuan Chen, 2022. "Deep learning meets decision trees: An application of a heterogeneous deep forest approach in credit scoring for online consumer lending," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(8), pages 1669-1690, December.
    6. Carlos Serrano-Cinca & Begoña Gutiérrez-Nieto & Luz López-Palacios, 2015. "Determinants of Default in P2P Lending," PLOS ONE, Public Library of Science, vol. 10(10), pages 1-22, October.
    7. Luis Alberto Merchán Benavides, 2018. "¿Afecta la distancia de residencia a los centros urbanos la calidad en la cartera de creditos? Caso aplicado a una entidad financiera de Colombia," Vniversitas Económica 16451, Universidad Javeriana - Bogotá.
    8. 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.
    9. P Beling & G Overstreet & K Rajaratnam, 2010. "Estimation error in regulatory capital requirements: theoretical implications for consumer bank profitability," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 61(3), pages 381-392, March.
    10. Chen, Shou & Jiang, Xiangqian & He, Hongbo & Zhou, Xi, 2020. "A pricing model with dynamic repayment flows for guaranteed consumer loans," Economic Modelling, Elsevier, vol. 91(C), pages 1-11.
    11. 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.
    12. Huh, Jaeyung & Chang, Woojin & Lee, Junghoon & Lee, Jaeyong, 2010. "Samsung card lending model," European Journal of Operational Research, Elsevier, vol. 207(1), pages 492-498, November.

Articles

  1. de Andrade, Fabio Wendling Muniz & Thomas, Lyn, 2007. "Structural models in consumer credit," European Journal of Operational Research, Elsevier, vol. 183(3), pages 1569-1581, December.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ACC: Accounting and Auditing (1) 2004-07-26

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