Conference Papers

Adverse selection and non-take inference with coherent risk and response scoring

Presenter(s): Robert M. Oliver; Aush Thaker

Year of presentation: 2011

Affiliate institution: University of California; InfoCentricity

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Conference Papers

Chinese companies distress prediction: an application of DEA

Presenter(s): Zhiyong Li; Jonathan Crook; Galina Andreeva

Year of presentation: 2011

Affiliate institution: The University of Edinburgh

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Conference Papers

Unobserved heterogeneity and its effects on mortgage options

Presenter(s): Min Hwang; Raphael Kuznetsovski

Year of presentation: 2011

Affiliate institution: George Washington University

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Conference Papers

Macroeconomic adverse selection: how consumer demand drives credit quality

Presenter(s): Joseph L. Breeden

Year of presentation: 2011

Affiliate institution: Strategic Analytics Inc

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Conference Papers

Foreclosure’s wake: the credit experiences of individuals following foreclosure

Presenter(s): Kenneth Brevoort; Cheryl R. Cooper

Year of presentation: 2011

Affiliate institution: Federal Reserve Board

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Conference Papers

The impact of Basel accords on the lender’s profitability under different pricing decisions

Presenter(s): Bo Huang; Lyn C. Thomas

Year of presentation: 2011

Affiliate institution: University of Southampton

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Conference Papers

Mortgage refinancing as individual decision under uncertainty: how to build a reliable prepayment model

Presenter(s): Dr Vladimir Fishman; Dr Anatoly Reynberg

Year of presentation: 2011

Affiliate institution: Experian Decision Analytics

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Conference Papers

A framework for generating data to simulate application scoring

Presenter(s): Kenneth Kennedy; S. J. Delany; B. Mac Namee

Year of presentation: 2011

Affiliate institution: Dublin Institute of Technology

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Conference Papers

Psychometrics: a new tool for small business lending

Presenter(s): Raymond Anderson

Year of presentation: 2011

Affiliate institution: Standard Bank of South Africa

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Conference Papers

Models for drift-adaptive scoring

Presenter(s): Georg Krempl; Vera Hofer; Mads Krogh Nielsen; Troels Verge

Year of presentation: 2011

Affiliate institution: University of Graz; Danish Ministry of Taxation

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