Time will tell: Behavioural Scoring and the Dynamics of Consumer Credit Assessment.

This paper discusses the use of dynamic modelling in consumer credit risk assessment. It surveys the approaches and objectives of behavioural scoring, customer scoring and profit scoring. It then investigates how Markov chain stochastic processes can be used to model the dynamics of the delinquency status and behavioural scores of consumers.

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Year of publication:	2001
Authors:	Thomas, L.C. ; Ho, J. ; Scherer, W.T.
Institutions:	Economics Division, University of Southampton
Subject:	RISK \| CONSUMERS \| CREDIT

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Series:	University of Southampton - Department of Accounting and Management Science.
Type of publication:	Book / Working Paper
Notes:	32 pages
Classification:	C42 - Survey Methods ; D11 - Consumer Economics: Theory
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005640635