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Identifying future defaulters: A hierarchical Bayesian method
13 references·1 citing·41 second hop
Identifying future defaulters: A hierarchical Bayesian method (2014)Identifying future defaulters: A hierarch…Mixture cure models in credit scoring: If and when borrowers default (2011)Mixture cure models in credit…A time-dependent proportional hazards survival model for credit risk analysis (2011)A time-dependent proportional…“Counting Your Customers” One by One: A Hierarchical Bayes Extension to the Pareto/NBD Model (2009)“Counting Your Customers” One…Credit scoring with macroeconomic variables using survival analysis (2008)Credit scoring with macroecon…Recent developments in consumer credit risk assessment (2007)Recent developments in consum…Modelling profitability using survival combination scores (2007)Modelling profitability using…Invited Commentary—Technology Innovation and Implications for Customer Relationship Management (2006)Invited Commentary—Technology…A Bayesian priorization procedure for AHP-group decision making (2006)A Bayesian priorization proce…Neural network survival analysis for personal loan data (2005)Neural network survival analy…Survival Analysis Methods for Personal Loan Data (2002)Survival Analysis Methods for…Not if but When will Borrowers Default (1999)Not if but When will Borrower…Statistical Classification Methods in Consumer Credit Scoring: A Review (1997)Statistical Classification Me…Quantitative Methods in Credit Management: A Survey (1994)Quantitative Methods in Credi…Sparse multi-criteria optimization classifier for credit risk evaluation (2017)Sparse multi-criteria optimiz…A Theory of the Consumption Function (1958)Understanding Consumption (1992)Understanding Interaction Models: Improving Empirical Analyses (2005)Forecasting and stress testing credit card default using dynamic models (2013)Time to default in credit scoring using survival analysis: a benchmark study (2016)Credit Scoring and Its Applications (2002)Benchmarking state-of-the-art classification algorithms for credit scoring (2003)Operations Research (OR) in Service Industries: A Comprehensive Review (2013)Credit Scoring and Its Applications (2017)Deep Learning for Mortgage Risk (2018)The Mathematics of Financial Derivatives (1995)A survey of the issues in consumer credit modelling research (2005)The Pricing of Options and Corporate Liabilities (1973)Neural network credit scoring models (2000)CREDIT SCORING, STATISTICAL TECHNIQUES AND EVALUATION CRITERIA: A REVIEW OF THE LITERATURE (2011)Machine Learning in Financial Crisis Prediction: A Survey (2011)A review of trade credit literature: Opportunities for research in operations (2013)A Concordance Correlation Coefficient to Evaluate Reproducibility (1989)Basel Committee On Banking Supervision (2010)An artificial intelligence system for predicting customer default in e-commerce (2018)Mining Semantic Soft Factors for Credit Risk Evaluation in Peer-to-Peer Lending (2020)A scaling method for priorities in hierarchical structures (1977)The theory and practice of econometrics (1986)Decision making with dependence and feedback : the analytic network process (1996)Evaluating business performance of wealth management banks (2010)Aggregation of the nearest consistency matrices with the acceptable consensus in AHP-GDM (2020)Reducing inconsistency measured by the geometric consistency index in the analytic hierarchy process (2020)Applied Statistical Decision Theory (1962)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Credit Rationing in Markets with Imperfect Information (1981)‘Lending by numbers’: credit scoring and the constitution of risk within American consumer credit (2006)An empirical study of classification algorithm evaluation for financial risk prediction (2010)Counting Your Customers: Who-Are They and What Will They Do Next? (1987)On the Profitability of Long-Life Customers in a Noncontractual Setting: An Empirical Investigation and Implications for Marketing (2000)The Impact of Customer Relationship Characteristics on Profitable Lifetime Duration (2003)Measuring the Lifetime Value of Customers Acquired from Google Search Advertising (2011)Social Media in an Alternative Marketing Communication Model (2012)Consumer dynamics: theories, methods, and emerging directions (2020)The comparisons of data mining techniques for the predictive accuracy of probability of default of credit card clients (2008)Consumer credit-risk models via machine-learning algorithms (2010)A boosted decision tree approach using Bayesian hyper-parameter optimization for credit scoring (2017)
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References

  • 1997Statistical Classification Methods in Consumer Credit Scoring: A Review1,039 cited
  • 2007Recent developments in consumer credit risk assessment472 cited
  • 2002Survival Analysis Methods for Personal Loan Data266 cited
  • 1994Quantitative Methods in Credit Management: A Survey240 cited
  • 2008Credit scoring with macroeconomic variables using survival analysis232 cited
  • 1999Not if but When will Borrowers Default191 cited
  • 2005Neural network survival analysis for personal loan data145 cited
  • 2006A Bayesian priorization procedure for AHP-group decision making141 cited
  • 2009“Counting Your Customers” One by One: A Hierarchical Bayes Extension to the Pareto/NBD Model132 cited
  • 2011Mixture cure models in credit scoring: If and when borrowers default127 cited
  • 2006Invited Commentary—Technology Innovation and Implications for Customer Relationship Management50 cited
  • 2007Modelling profitability using survival combination scores43 cited
  • 2011A time-dependent proportional hazards survival model for credit risk analysis41 cited

Cited by

  • 2017Sparse multi-criteria optimization classifier for credit risk evaluation25 cited

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