Incorporating heterogeneity and macroeconomic variables into multi-state delinquency models for credit cards
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 | Theorie | Theory | Kreditwürdigkeit | Credit rating |
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