Time will tell: Behavioural scoring and the dynamics of consumer credit assessment

IMA Journal of Management Mathematics

Volumn 12, Issue 1, 2001, Pages 89-103

  Thomas, L C ^a   Ho, J ^b   Scherer, W T ^c  

^a UNIVERSITY OF SOUTHAMPTON   (United Kingdom)

^b UNIVERSITY OF EDINBURGH   (United Kingdom)

^c University of Virginia   (United States)

Author keywords

Behavioural scoring; Credit risk modelling; Markov chains; Survival analysis

Indexed keywords

EID: 0035401323     PISSN: 1471678X     EISSN: None     Source Type: Journal    
DOI: 10.1093/imaman/12.1.89     Document Type: Article

References (34)