Readings in Credit Scoring: Foundations, Developments, and Aims

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Oxford University Press, 2004 - Business & Economics - 321 pages
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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 sims 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.
 

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Contents

Legal social and economic issues in implementing
5
Problems in applying discriminant analysis
17
Bennett Gaynor
28
Behaviour scoring and adaptive control systems
33
Objectives and Measures in Credit Scoring
47
Improving lender offers using consumer preferences
73
Practical Implementation of Scoring Systems
89
Efficient frontier cutoff policies in credit portfolios
111
Inferring the inferred
177
Detecting credit card fraud using expert systems
189
A single European scorecard? Does data predict differently across
195
Small sample scoring
205
Alternative Approaches to Scoring Systems
231
Graphical models in credit scoring
247
Credit scoring using neural and evolutionary techniques
277
Segmentation in Markov chain consumer credit
295

Features of Scoring
129
Federal Reserve System Washington D C
133
The degradation of the scorecard over the business cycle
161

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About the author (2004)

The authors are the ogranisers 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).

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