Recent developments in consumer credit risk assessment
JN Crook, DB Edelman, LC Thomas - European Journal of Operational …, 2007 - Elsevier
Consumer credit risk assessment involves the use of risk assessment tools to manage a
borrower's account from the time of pre-screening a potential application through to the …
borrower's account from the time of pre-screening a potential application through to the …
[图书][B] Credit scoring and its applications
L Thomas, J Crook, D Edelman - 2017 - SIAM
Credit Scoring and Its Applications, Second Edition : Back Matter Page 1 Bibliography [1]
Acharya, VV, Bharath, ST, and Srinivasan, A. (2007) Does industry-wide distress affect …
Acharya, VV, Bharath, ST, and Srinivasan, A. (2007) Does industry-wide distress affect …
Credit risk modeling
D Lando - Handbook of Financial Time Series, 2009 - Springer
The chapter gives a broad outline of the central themes of credit risk modeling starting with
the modeling of default probabilities, ratings and recovery. We present the two main …
the modeling of default probabilities, ratings and recovery. We present the two main …
Contingency table analysis
M Kateri - Statistics for Industry and Technology, 2014 - Springer
The focus of this book is on models for contingency table analysis. It deals mainly with log-
linear models and special models for ordinal data (log-linear or nonlinear). Special models …
linear models and special models for ordinal data (log-linear or nonlinear). Special models …
[图书][B] Consumer credit models: Pricing, profit and portfolios
LC Thomas - 2009 - books.google.com
The use of credit scoring-the quantitative and statistical techniques to assess the credit risks
involved in lending to consumers-has been one of the most successful if unsung …
involved in lending to consumers-has been one of the most successful if unsung …
[图书][B] Multistate models for the analysis of life history data
RJ Cook, JF Lawless - 2018 - taylorfrancis.com
Multistate Models for the Analysis of Life History Data provides the first comprehensive
treatment of multistate modeling and analysis, including parametric, nonparametric and …
treatment of multistate modeling and analysis, including parametric, nonparametric and …
Examining the multidimensional energy poverty trap and its determinants: An empirical analysis at household and community levels in six provinces of China
Y Huang, W Jiao, K Wang, E Li, Y Yan, J Chen, X Guo - Energy Policy, 2022 - Elsevier
Modern energy services that are close to perfect are the basis for sustainable development.
Measuring energy poverty from a multidimensional perspective and revealing its dynamic …
Measuring energy poverty from a multidimensional perspective and revealing its dynamic …
Credit rating dynamics and Markov mixture models
H Frydman, T Schuermann - Journal of Banking & Finance, 2008 - Elsevier
Despite mounting evidence to the contrary, credit migration matrices, used in many credit
risk and pricing applications, are typically assumed to be generated by a simple Markov …
risk and pricing applications, are typically assumed to be generated by a simple Markov …
[HTML][HTML] Describing disability through individual-level mixture models for multivariate binary data
EA Erosheva, SE Fienberg… - The annals of applied …, 2007 - ncbi.nlm.nih.gov
Data on functional disability are of widespread policy interest in the United States, especially
with respect to planning for Medicare and Social Security for a growing population of elderly …
with respect to planning for Medicare and Social Security for a growing population of elderly …
[图书][B] Multi-state survival models for interval-censored data
A Van Den Hout - 2016 - taylorfrancis.com
Multi-State Survival Models for Interval-Censored Data introduces methods to describe
stochastic processes that consist of transitions between states over time. It is targeted at …
stochastic processes that consist of transitions between states over time. It is targeted at …