Segmentation in Markov chain consumer behaviour models

Ho, J., Thomas, L.C., Pomrey, T.A. and Scherer, W.T. (2004) Segmentation in Markov chain consumer behaviour models. In, Thomas, L. C., Crook, J. and Edelman, B. D. (eds.) Readings in Credit Scoring. Oxford, UK. Oxford University Press, pp. 295-307.

Abstract

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

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