Modelling the profitability of credit cards by Markov decision processes

European Journal of Operational Research

Volumn 212, Issue 1, 2011, Pages 123-130

  So, Meko M C ^a   Thomas, Lyn C ^a  

^a UNIVERSITY OF SOUTHAMPTON   (United Kingdom)

Author keywords

Behavioural score; Credit card; Markov decision process; OR in banking; Probability of default; Profitability

Indexed keywords

BEHAVIOURAL SCORE; CREDIT CARD; MARKOV DECISION PROCESSES; OR IN BANKING; PROBABILITY OF DEFAULT;

LEARNING ALGORITHMS; OPTIMIZATION; PROFITABILITY;

MARKOV PROCESSES;

EID: 79952706667     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2011.01.023     Document Type: Article

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