Overview

Credit scoring is one of the most successful applications of statistical and management science techniques in finance in the last forty years. This unique collection of recent papers, with comments by experts in the field, provides excellent coverage of recent developments, advances and aims in credit scoring. Aimed at statisticians, economists, operational researchers and mathematicians working in both industry and academia, and to all working on credit scoring and data mining, it is an invaluable source of reference.

Full Product Details

Author:   Lyn C. Thomas (, School of Management, University of Southampton) ,  David B. Edelman (, Direct Line Financial Services) ,  Jonathan Crook (, Professor in Business Economics School of Management, University of Edinburgh)
Publisher:   Oxford University Press
Imprint:   Oxford University Press
Dimensions:   Width: 17.30cm , Height: 2.40cm , Length: 24.70cm
Weight:   0.730kg
ISBN:  

9780198527978

ISBN 10:   0198527977
Pages:   338
Publication Date:   08 July 2004
Audience:   College/higher education ,  Tertiary & Higher Education
Format:   Hardback
Publisher's Status:   Active
Availability:   To order  
Stock availability from the supplier is unknown. We will order it for you and ship this item to you once it is received by us.

Table of Contents

A: Historical development of credit and behavioural scoring R W Johnson: Legal, social and economic issues in implementing scoring in the US R Eisenbeis: Problems in applying discriminant analysis in credit scoring models M A Hopper and E M Lewis: Behaviour scoring and adaptive control systems B: Objectives and measures in credit scoring A D Wilkie: Measures for comparing scoring systems G Wilkinson and J Tingay: The use of affordability data - does it add real value? R L Keeney and R M Oliver: Improving lender offers using consumer preferences C: Practical implementation of scoring systems A Lucas: Updating scorecards: Removing the mystique R M Oliver and E Wells: Efficient frontier cut-off policies in credit portfolios D: Features of scoring D J Hand and W E Henley: Can reject inference ever work? G A Overstreet Jr, E L Bradley, and R S Kemp Jr: The flat-maximum effect and generic linear scoring models: a test J N Crook, L C Thomas, and R Hamilton: The degradation of the scorecard over the business cycle G Bennett, G Platts, and J Crossley: Inferring the inferred E: Other applications of scoring in credit risk K J Leonard: Detecting credit card fraud using expert systems G Platts and I Howe: A single European scorecard A Lucas and J Powell: Small sample scoring F: Alternative approaches to scoring systems B Narain: Survival analysis and the credit granting decision P Sewart and J Whittaker: Graphical models in credit scoring M B Yobas, J N Crook, and P Ross: Credit scoring using neural and evolutionary techniques J Ho, L C Thomas, T A Pomrey, and W T Scherer: Segmenting in Markov chain consumer credit behaviour models

Reviews

Author Information

The authors are the organisers of the series of International Conferences on Credit Scoring and Credit Control. Lyn C Thomas is a fellow of the Royal Society of Edinburgh, a past president of the Operational Research Society, winner of the Presidents Medal. Jonathan N Crook is a winner of the Goodeve Medal, Operational Society 1999 (with L C Thomas and J L Banasik).

Tab Content 6

Author Website:  

Customer Reviews

Recent Reviews

No review item found!

Add your own review!

Countries Available

All regions