Improving credit scoring by differentiating defaulter behaviour
نویسندگان
چکیده
منابع مشابه
Improving credit scoring by differentiating defaulter behaviour
We present a methodology for improving credit scoring models by distinguishing two forms of rational behaviour of loan defaulters. It is common knowledge among practitioners that there are two types of defaulters, those who do not pay because of cash flow problems (‘Can’t Pay’), and those that do not pay because of lack of willingness to pay (‘Won’t Pay’). This work proposes to differentiate th...
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ژورنال
عنوان ژورنال: Journal of the Operational Research Society
سال: 2015
ISSN: 0160-5682,1476-9360
DOI: 10.1057/jors.2014.50