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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Conference Papers

The effects of health shocks on debt holdings by older American households

Presenter(s): Jonathan Crook; Stefan Hochguertel

Year of presentation: 2011

Affiliate institution: The University of Edinburgh

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Conference Papers

Intensity models and transition probabilities for credit card loan delinquencies

Presenter(s): Mindy Leow; Jonathan Crook

Year of presentation: 2011

Affiliate institution: The University of Edinburgh

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Conference Papers

Modelling optimal dynamic control of consumer loans portfolio: credit scoring and ALM systems integration

Presenter(s): Denys Osipenko

Year of presentation: 2011

Affiliate institution: 'Raiffeisen Bank Aval' JSC

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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

“By failing to prepare, you are preparing to fail”

Presenter(s): J. Humphrey

Year of presentation: 2011

Affiliate institution: ANZ Bank

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Conference Papers

Enhancing profit measures of customer’s profitability in revolving retail credit

Presenter(s): Luis Javier Sánchez Barrios; Galina Andreeva; Jonathan Ansell

Year of presentation: 2011

Affiliate institution: The University of Edinburgh

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Conference Papers

Segmentation analysis using correspondence analysis

Presenter(s): Martin Harrison; W. Fite

Year of presentation: 2011

Affiliate institution: Lloyds Banking Group

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Conference Papers

Improving long run model performance using deviance statistics

Presenter(s): Matt Goward

Year of presentation: 2011

Affiliate institution: Lloyds Banking Group

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Conference Papers

A zero-adjusted gamma model for estimating loss given default on residential mortgage loans

Presenter(s): Edward Tong; Christophe Mues; Lyn Thomas

Year of presentation: 2011

Affiliate institution: University of Southampton

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