Improving credit scoring by differentiating defaulter behaviour

Journal of the Operational Research Society

Volumn 66, Issue 5, 2015, Pages 771-781

  Bravo, Cristián ^a,c   Thomas, Lyn C ^b   Weber, Richard ^c  

^a UNIVERSIDAD DE TALCA   (Chile)

^b UNIVERSITY OF SOUTHAMPTON   (United Kingdom)

^c UNIVERSITY OF CHILE   (Chile)

Author keywords

banking; constrained clustering; credit scoring; domain knowledge; game theory; statistics

Indexed keywords

CLUSTERING ALGORITHMS; STATISTICS;

BANKING; CLASSIFICATION ACCURACY; CONSTRAINED CLUSTERING; CREDIT SCORING; CREDIT SCORING MODEL; DOMAIN KNOWLEDGE; RATIONAL BEHAVIOURS; WILLINGNESS TO PAY;

GAME THEORY;

EID: 84928166068     PISSN: 01605682     EISSN: 14769360     Source Type: Journal    
DOI: 10.1057/jors.2014.50     Document Type: Article

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