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Journal of the Operational Research Society Volume 61, 2010 - Issue 3: Special Issue
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Part 1: Consumer Credit Risk Modelling

A new index of creditworthiness for retail credit products

L QuiriniConsum.it – Monte dei Paschi di Siena GroupCalenzanoItalyCorrespondence[email protected]
&
L VannucciUniversity of FlorenceFlorenceItaly
Pages 455-461 | Received 01 Dec 2007, Accepted 01 May 2009, Published online: 21 Dec 2017

References

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  • CrowderMClassical Competing Risks2001
  • HandDJHenleyWEStatistical classification methods in consumer credit scoring: A reviewJ R Stat Soc Ser A199716052354110.1111/j.1467-985X.1997.00078.x
  • Hosmer, D. W. and Lemeshow, S. (1999) Applied Survival Analysis: Regression Modeling of Time to Event Data. Wiley Series in Probability and Statistics: New York, USA.
  • Stamokostas, K. (2007) Individual-based annual fee estimation and strategies for new and existing credit card holders. Credit Scoring and Credit Control IX. Management School, University of Edinburgh.
  • TherneauTMGrambschPMModeling Survival Data2000
  • ThomasLCEdelmanDBCrookJNCredit Scoring and its Applications2002

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