A non-default rate regression model for credit scoring-Reference-Cited by-同舟云学术

A non-default rate regression model for credit scoring

Published:2015-02-10 Issue:6 Volume:31 Page:846-861
ISSN:1524-1904
Container-title:Applied Stochastic Models in Business and Industry
language:en
Short-container-title:Appl. Stochastic Models Bus. Ind.

Author:

Barriga Gladys D. C.¹,Cancho Vicente G.²,Louzada Francisco¹

Affiliation:

1. Univesidade Estadual Paulista ‘Julio de Mesquita filho’-FEB; Av. Eng. Luiz Edmundo C. Coube 14-01 17033-360 Bauru, São Paulo Brazil

2. Instituto de Ciências Matemáticas e de Computação; Universidade de São Paulo; Avenida Trabalhador São-carlense, 400 13566-590 São Carlos, São Paulo Brazil

Publisher

Wiley

Subject

Management Science and Operations Research,General Business, Management and Accounting,Modelling and Simulation

Reference39 articles.

1. Consumer finance: Challenges for operational research;Thomas;Journal of the Operational Research Society,2010

2. On the impact of disproportional samples in credit scoring models: An application to a Brazilian bank data;Louzada;Expert Systems with Applications,2012

3. Durand D Risk elements in consumer installment lending New York 1941

4. Not if but when will borrowers default;Banasik;Journal of the Operational Research Society,1999

5. 'lending by numbers': Credit scoring and the constitution of risk within american consumer credit;Marron;Economy and Society,2007

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