Modelling the profitability of credit cards by Markov decision processes-Reference-Cited by-同舟云学术

Modelling the profitability of credit cards by Markov decision processes

Published:2011-07 Issue:1 Volume:212 Page:123-130
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

So Meko M.C.,Thomas Lyn C.

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modelling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference19 articles.

1. Statistical inference about Markov chains;Anderson;Annual Mathematics Statistics,1957

2. Benjamin, N., Cathcart, A., Ryan, K., 2006. Low default portfolios: A proposal for conservative estimation of default probabilities. Working paper, Financial Services Authority.

3. The credit granting decision;Bierman;Management Science,1970

4. Customer lifetime value: Stochastic optimization approach;Ching;Journal of Operational Research Society,2004

5. An extension of the Bierman–Hausman model for credit granting;Dirickx;Management Science,1976

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