Incorporating heterogeneity and macroeconomic variables into multi-state delinquency models for credit cards
Viani Biatat Djeundje, Jonathan Crook
| Year of publication: |
1 December 2018
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|---|---|
| Authors: | Djeundje, Viani Biatat ; Crook, Jonathan N. |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 271.2018, 2 (1.12.), p. 697-709
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| Subject: | OR in banking | Credit scoring | Multi-state models | Intensity models | Credit cards | Kreditkarte | Credit card | Kreditwürdigkeit | Credit rating | Theorie | Theory | Verbraucherkredit | Consumer credit | Kreditrisiko | Credit risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2018.05.040 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011890372