Conference Papers

Survival models for combined credit and prepayment risk

Presenter(s): Mark Somers; Sebastian Bednaszynski; Joe Whittaker

Year of presentation: 2007

Affiliate institution: Scimetrics Ltd

Download paper

Conference Papers

Effects of missing data in credit risk scoring. A comparative analysis of methods to gain robustness in presence of sparse data

Presenter(s): Raquel Flórez-López

Year of presentation: 2007

Affiliate institution: University of León

Download paper 1 Download paper 2

Conference Papers

Responsible lending – what’s the score?

Presenter(s): George Wilkinson

Year of presentation: 2007

Affiliate institution: George Wilkinson Associates

Download paper 1 Download paper 2

Conference Papers

Optimizing credit limit policies to maximise customer lifetime value

Presenter(s): Meke So; Lyn Thomas

Year of presentation: 2007

Affiliate institution: University of Southampton

Download paper

Conference Papers

Predicting recovery rates for defaulting credit card debt

Presenter(s): Angela Jezewska

Year of presentation: 2007

Affiliate institution: University of Southampton

Download paper 1 Download paper 2

Conference Papers

Incorporating stochastic dominance constraints in credit scoring methodology – models and experimental results

Presenter(s): Debashish Sarkar

Year of presentation: 2007

Affiliate institution: CIT

Download paper 1 Download paper 2

Conference Papers

Empirical graphic validation of explanatory variables in retail credit-scoring models

Presenter(s): Ricardo R. Reyes Pino; Daniela M. Zenteno Langle

Year of presentation: 2007

Download paper

Conference Papers

New directions in automated decisioning

Presenter(s): Marc Cohen

Year of presentation: 2007

Affiliate institution: Fair Isaac Corp.

Download paper 1 Download paper 2

Conference Papers

Application fraud detection models

Presenter(s): Adrian Paine

Year of presentation: 2007

Affiliate institution: Experian Decision Analytics

Download paper

Conference Papers

Developing powerful and comprehensible models for bankruptcy prediction

Presenter(s): Reza Shahi; Bart Baesens

Year of presentation: 2007

Affiliate institution: University of Southampton

Download paper 1 Download paper 2