메뉴 건너뛰기




Volumn 39, Issue 4, 2012, Pages 765-773

Predicting repayment of the credit card debt

Author keywords

Credit management; Data mining; Delinquency risk; Repayment

Indexed keywords

CREDIT CARDS; CREDIT MANAGEMENT; DELINQUENCY RISK; ECONOMIC CRISIS; MANAGERIAL IMPLICATIONS; PREDICTION MODEL; PROPORTIONAL HAZARDS; REPAYMENT; SELF ORGANIZING;

EID: 80051782582     PISSN: 03050548     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.cor.2010.10.032     Document Type: Article
Times cited : (29)

References (43)
  • 1
    • 1942472571 scopus 로고    scopus 로고
    • Issues in the credit risk modeling of retail markets
    • DOI 10.1016/j.jbankfin.2003.10.004
    • L. Allen, G. DeLong, and A. Saunders Issues in the credit risk modeling of retail markets Journal of Banking & Finance 28 4 2004 727 752 (Pubitemid 38516708)
    • (2004) Journal of Banking and Finance , vol.28 , Issue.4 , pp. 727-752
    • Allen, L.1    DeLong, G.2    Saunders, A.3
  • 2
    • 33745779132 scopus 로고    scopus 로고
    • Financial survival analysis of defaulted debtors
    • DOI 10.1057/palgrave.jors.2602038, PII 2602038
    • L.N. Allen, and L.C. Rose Financial survival analysis of defaulted debtors Journal of the Operational Research Society 57 6 2006 630 636 (Pubitemid 44020388)
    • (2006) Journal of the Operational Research Society , vol.57 , Issue.6 , pp. 630-636
    • Allen, L.N.1    Rose, L.C.2
  • 3
    • 43949151078 scopus 로고
    • Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience)
    • E.I. Altman, G. Marco, and F. Varetto Corporate distress diagnosis: comparisons using linear discriminant analysis and neural networks (the Italian experience) Journal of Banking and Finance 18 3 1994 505 529
    • (1994) Journal of Banking and Finance , vol.18 , Issue.3 , pp. 505-529
    • Altman, E.I.1    Marco, G.2    Varetto, F.3
  • 7
    • 0004990788 scopus 로고    scopus 로고
    • Mathematical programming for data mining: Formulations and challenges
    • P.S. Bradley, U.M. Fayyad, and O.L. Mangasarian Mathematical programming for data mining: formulations and challenges INFORMS Journal on Computing 11 3 1999 217 238
    • (1999) INFORMS Journal on Computing , vol.11 , Issue.3 , pp. 217-238
    • Bradley, P.S.1    Fayyad, U.M.2    Mangasarian, O.L.3
  • 8
    • 45849098303 scopus 로고    scopus 로고
    • An information granulation based data mining approach for classifying imbalanced data
    • M.-C. Chen, L.-S. Chen, C.-C. Hsu, and W.-R. Zeng An information granulation based data mining approach for classifying imbalanced data Information Sciences 178 16 2008 3214 3227
    • (2008) Information Sciences , vol.178 , Issue.16 , pp. 3214-3227
    • Chen, M.-C.1    Chen, L.-S.2    Hsu, C.-C.3    Zeng, W.-R.4
  • 9
    • 84972539015 scopus 로고
    • Neural networks: A review from a statistical perspective
    • B. Cheng, and D.M. Titterington Neural networks: a review from a statistical perspective Statistical Science 9 1 1994 2 30
    • (1994) Statistical Science , vol.9 , Issue.1 , pp. 2-30
    • Cheng, B.1    Titterington, D.M.2
  • 10
  • 11
    • 34447100569 scopus 로고    scopus 로고
    • Recent developments in consumer credit risk assessment
    • DOI 10.1016/j.ejor.2006.09.100, PII S0377221706011866
    • J.N. Crook, D.B. Edelman, and L.C. Thomas Recent developments in consumer credit risk assessment European Journal of Operational Research 183 3 2007 1447 1465 (Pubitemid 47030750)
    • (2007) European Journal of Operational Research , vol.183 , Issue.3 , pp. 1447-1465
    • Crook, J.N.1    Edelman, D.B.2    Thomas, L.C.3
  • 12
    • 0030291564 scopus 로고    scopus 로고
    • A comparison of neural networks and linear scoring models in the credit union environment
    • DOI 10.1016/0377-2217(95)00246-4
    • V.S. Desai, J.N. Crook, and G.A. Overstreet A comparison of neural networks and linear scoring models in the credit union environment European Journal of Operational Research 95 1 1996 24 37 (Pubitemid 126391970)
    • (1996) European Journal of Operational Research , vol.95 , Issue.1 , pp. 24-37
    • Desai, V.S.1    Crook, J.N.2    Overstreet Jr., G.A.3
  • 15
    • 77958511317 scopus 로고    scopus 로고
    • Behavioral assessment of recoverable credit of retailer's customers
    • S.H. Ha Behavioral assessment of recoverable credit of retailer's customers Information Sciences 180 19 2010 3703 3717
    • (2010) Information Sciences , vol.180 , Issue.19 , pp. 3703-3717
    • Ha, S.H.1
  • 17
    • 0040453788 scopus 로고    scopus 로고
    • Statistical classification methods in consumer credit scoring: A review
    • D.J. Hand, and W.E. Henley Statistical classification methods in consumer credit scoring: a review Journal of the Royal Statistical Society 160 3 2007 523 541
    • (2007) Journal of the Royal Statistical Society , vol.160 , Issue.3 , pp. 523-541
    • Hand, D.J.1    Henley, W.E.2
  • 18
    • 0033207482 scopus 로고    scopus 로고
    • Combining predictors: Comparison of five meta machine learning methods
    • DOI 10.1016/S0020-0255(99)00052-3
    • J.V. Hansen Combining predictors: comparison of five meta machine learning methods Information Sciences 119 12 1999 91 105 (Pubitemid 30544699)
    • (1999) Information sciences , vol.119 , Issue.1-2 , pp. 91-105
    • Hansen, J.V.1
  • 19
    • 9144240542 scopus 로고    scopus 로고
    • A data mining approach for retailing bank customer attrition analysis
    • X. Hu A data mining approach for retailing bank customer attrition analysis Applied Intelligence 22 1 2005 47 60
    • (2005) Applied Intelligence , vol.22 , Issue.1 , pp. 47-60
    • Hu, X.1
  • 20
    • 34447124447 scopus 로고    scopus 로고
    • Measuring retail company performance using credit scoring techniques
    • DOI 10.1016/j.ejor.2006.09.101, PII S0377221706011970
    • Y.-C. Hu, and J. Ansell Measuring retail company performance using credit scoring techniques European Journal of Operational Research 183 3 2007 1595 1606 (Pubitemid 47033913)
    • (2007) European Journal of Operational Research , vol.183 , Issue.3 , pp. 1595-1606
    • Hu, Y.-C.1    Ansell, J.2
  • 21
    • 33845564214 scopus 로고    scopus 로고
    • A database perspective on knowledge discovery
    • T. Imielinski, and H. Mannila A database perspective on knowledge discovery Communications of the ACM 40 11 1996 214 225
    • (1996) Communications of the ACM , vol.40 , Issue.11 , pp. 214-225
    • Imielinski, T.1    Mannila, H.2
  • 22
    • 0031288365 scopus 로고    scopus 로고
    • Performance evaluation of neural network decision models
    • B.A. Jain, and B.N. Nag Performance evaluation of neural network decision models Journal of Management 14 2 1997 201 215
    • (1997) Journal of Management , vol.14 , Issue.2 , pp. 201-215
    • Jain, B.A.1    Nag, B.N.2
  • 23
    • 0005359301 scopus 로고    scopus 로고
    • Purchase propensity prediction of EC customer by combining multiple classifiers based on GA
    • Seoul, Korea
    • Kim E, Kim W, Lee Y. Purchase propensity prediction of EC customer by combining multiple classifiers based on GA. In: Proceedings of the international conference on electronic commerce, Seoul, Korea, 2000. p. 27480.
    • (2000) Proceedings of the International Conference on Electronic Commerce , pp. 27480
    • Kim, E.1    Kim, W.2    Lee, Y.3
  • 25
    • 34347219423 scopus 로고    scopus 로고
    • Building contextual classifiers by integrating fuzzy rule based classification technique and k-nn method for credit scoring
    • DOI 10.1016/j.aei.2006.12.004, PII S1474034607000067, Applications Eligible for Data Mining
    • A. Laha Building contextual classifiers by integrating fuzzy rule based classification technique and k-nn method for credit scoring Advanced Engineering Informatics 21 3 2007 281 291 (Pubitemid 46994802)
    • (2007) Advanced Engineering Informatics , vol.21 , Issue.3 , pp. 281-291
    • Laha, A.1
  • 26
    • 26444554549 scopus 로고    scopus 로고
    • Mining the customer credit using classification and regression tree and multivariate adaptive regression splines
    • T.S. Lee, C.C. Chiu, Y.C. Chou, and C.J. Lu Mining the customer credit using classification and regression tree and multivariate adaptive regression splines Computational Statistics & Data Analysis 50 4 2006 1113 1130
    • (2006) Computational Statistics & Data Analysis , vol.50 , Issue.4 , pp. 1113-1130
    • Lee, T.S.1    Chiu, C.C.2    Chou, Y.C.3    Lu, C.J.4
  • 27
    • 0037397886 scopus 로고    scopus 로고
    • Evaluating consumer loans using neural networks
    • DOI 10.1016/S0305-0483(03)00016-1, PII S0305048303000161
    • R. Malhotra, and D.K. Malhotra Evaluating consumer loans using neural networks Omega 31 2 2003 83 96 (Pubitemid 36515601)
    • (2003) Omega , vol.31 , Issue.2 , pp. 83-96
    • Malhotra, R.1    Malhotra, D.K.2
  • 28
    • 34447292534 scopus 로고    scopus 로고
    • Comprehensible credit scoring models using rule extraction from support vector machines
    • DOI 10.1016/j.ejor.2006.04.051, PII S0377221706011878
    • D. Martens, B. Baesens, T. Van Gestel, and J. Vanthienen Comprehensible credit scoring models using rule extraction from support vector machines European Journal of Operational Research 183 3 2007 1466 1476 (Pubitemid 47039190)
    • (2007) European Journal of Operational Research , vol.183 , Issue.3 , pp. 1466-1476
    • Martens, D.1    Baesens, B.2    Van Gestel, T.3    Vanthienen, J.4
  • 29
    • 77958503363 scopus 로고    scopus 로고
    • Customer revolving credithow the economic conditions make a difference
    • Sarlija N, Bensic M, Bohacek Z. Customer revolving credithow the economic conditions make a difference. Credit scoring conference, URL: 〈 http://www.crc.man.ed.ac.uk/conference/archive/2005.html 〉, 2005.
    • (2005) Credit Scoring Conference
    • Sarlija, N.1    Bensic, M.2    Bohacek, Z.3
  • 31
    • 0001466281 scopus 로고    scopus 로고
    • A survey of credit and behavioral scoring: Forecasting financial risk of lending to consumers
    • L.C. Thomas A survey of credit and behavioral scoring: forecasting financial risk of lending to consumers International Journal of Forecasting 16 2 2000 149 172
    • (2000) International Journal of Forecasting , vol.16 , Issue.2 , pp. 149-172
    • Thomas, L.C.1
  • 32
    • 0035401323 scopus 로고    scopus 로고
    • Time will tell: Behavioural scoring and the dynamics of consumer credit assessment
    • DOI 10.1093/imaman/12.1.89
    • L.C. Thomas, J. Ho, and W.T. Scherer Time will tell: behavioral scoring and the dynamics of consumer credit assessment IMA Journal of Management Mathematics 12 2001 89 103 (Pubitemid 34775605)
    • (2001) IMA Journal Management Mathematics , vol.12 , Issue.1 , pp. 89-103
    • Thomas, L.C.1    Ho, J.2    Scherer, W.T.3
  • 34
    • 0034118581 scopus 로고    scopus 로고
    • Neural network credit scoring models
    • DOI 10.1016/S0305-0548(99)00149-5, PII S0305054899001495, Neural Networks in Business
    • D. West Neural network credit scoring models Computers & Operations Research 27 1112 2000 1131 1152 (Pubitemid 30398142)
    • (2000) Computers and Operations Research , vol.27 , Issue.11-12 , pp. 1131-1152
    • West, D.1
  • 35
    • 13544268431 scopus 로고    scopus 로고
    • Neural network ensemble strategies for financial decision applications
    • DOI 10.1016/j.cor.2004.03.017, PII S0305054804000693, Application of Neural Networks
    • D. West, S. Dellana, and J. Qian Neural network ensemble strategies for financial decision applications Computers & Operations Research 32 10 2005 2543 2559 (Pubitemid 40219760)
    • (2005) Computers and Operations Research , vol.32 , Issue.10 , pp. 2543-2559
    • West, D.1    Dellana, S.2    Qian, J.3
  • 36
    • 54049094065 scopus 로고    scopus 로고
    • Performance evaluation: An integrated method using data envelopment analysis and fuzzy preference relations
    • D. Wu Performance evaluation: an integrated method using data envelopment analysis and fuzzy preference relations European Journal of Operational Research 194 1 2009 227 235
    • (2009) European Journal of Operational Research , vol.194 , Issue.1 , pp. 227-235
    • Wu, D.1
  • 37
    • 77956637948 scopus 로고    scopus 로고
    • A risk analysis model in concurrent engineering product development
    • D. Wu, X. Kefan, C. Gang, and G. Ping A risk analysis model in concurrent engineering product development Risk Analysis 30 9 2010 1440 1453
    • (2010) Risk Analysis , vol.30 , Issue.9 , pp. 1440-1453
    • Wu, D.1    Kefan, X.2    Gang, C.3    Ping, G.4
  • 39
    • 67651232410 scopus 로고    scopus 로고
    • Enterprise risk management: Small business scorecard analysis
    • D. Wu, and D.L. Olson Enterprise risk management: small business scorecard analysis Production Planning & Control 20 4 2009 362 369
    • (2009) Production Planning & Control , vol.20 , Issue.4 , pp. 362-369
    • Wu, D.1    Olson, D.L.2
  • 40
    • 68749113885 scopus 로고    scopus 로고
    • Introduction to the special issue on optimizing risk management: Methods and tools
    • D. Wu, and D.L. Olson Introduction to the special issue on optimizing risk management: methods and tools Human and Ecological Risk Assessment 15 2 2009 220 226
    • (2009) Human and Ecological Risk Assessment , vol.15 , Issue.2 , pp. 220-226
    • Wu, D.1    Olson, D.L.2
  • 41
    • 77953648199 scopus 로고    scopus 로고
    • Enterprise risk management: A DEA VaR approach in vendor selection
    • D. Wu, and D.L. Olson Enterprise risk management: a DEA VaR approach in vendor selection International Journal of Production Research 48 16 2010 4919 4932
    • (2010) International Journal of Production Research , vol.48 , Issue.16 , pp. 4919-4932
    • Wu, D.1    Olson, D.L.2
  • 42
    • 73549093599 scopus 로고    scopus 로고
    • Enterprise risk management: Coping with model risk in a large bank
    • D. Wu, and D.L. Olson Enterprise risk management: coping with model risk in a large bank Journal of the Operational Research Society 61 2 2010 179 190
    • (2010) Journal of the Operational Research Society , vol.61 , Issue.2 , pp. 179-190
    • Wu, D.1    Olson, D.L.2
  • 43
    • 33845432024 scopus 로고    scopus 로고
    • Self-organizing learning array and its application to economic and financial problems
    • DOI 10.1016/j.ins.2006.08.002, PII S0020025506002325
    • Z. Zhu, H. He, J.A. Starzyk, and C. Tseng Self-organizing learning array and its application to economic and financial problems Information Sciences 177 5 2007 1180 1192 (Pubitemid 44908289)
    • (2007) Information Sciences , vol.177 , Issue.5 , pp. 1180-1192
    • Zhu, Z.1    He, H.2    Starzyk, J.A.3    Tseng, C.4


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.