Conference Papers

Revisiting the Kelly criterion or how to get rich with retail credit

Presenter(s): Robert M. Oliver

Year of presentation: 2007

Affiliate institution: University of California at Berkeley

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Conference Papers

Measuring confidence levels in the predictions of credit risk models

Presenter(s): Mark Stirling; Paul Robinson

Year of presentation: 2007

Affiliate institution: Paragon Business Solutions Ltd

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Conference Papers

Comparison of reject inference techniques using a simulation study

Presenter(s): Billie Anderson; Mike Hardin; Eric D. Olson

Year of presentation: 2007

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Conference Papers

Plastic card fraud detection using peer group analysis

Presenter(s): David J. Weston; David J. Hand; Niall M. Adams; Christopher Whitrow; Piotr Juszczak

Year of presentation: 2007

Affiliate institution: Imperial College London

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Conference Papers

Segmentation, probability of default and Basel II capital measures for credit card portfolios

Presenter(s): Dennis Ash; Shannon Kelly; William W. Lang; William Nayda; Haining Yin

Year of presentation: 2007

Affiliate institution: Federal Reserve Bank of Philadelphia; HSBC; Capital One Corporation

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Conference Papers

A case study of reject inference: misleading extrapolation from the accepts

Presenter(s): Ross Gayler

Year of presentation: 2007

Affiliate institution: Veda Advantage

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Conference Papers

Modelling LGD for unsecured personal loans: decision tree approach

Presenter(s): Lyn Thomas; Christophe Mues; Anna Matuszyk

Year of presentation: 2007

Affiliate institution: University of Southampton

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Conference Papers

Skip behaviour scorecards

Presenter(s): Denis D. Dell; Eva Neves

Year of presentation: 2007

Affiliate institution: PIC Solutions

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Conference Papers

Life after Basel: rethinking the feedback loop

Presenter(s): Gerard Scallan

Year of presentation: 2007

Affiliate institution: ScorePlus

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Conference Papers

Predicting insolvency and preventing losses using transaction analytics: customer treatment in real time

Presenter(s): Mark Kelly

Year of presentation: 2007

Affiliate institution: Fair Isaac Corp.

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