Intensity models and transition probabilities for credit card loan delinquencies.

Mindy Leow Jonathan Crook

Published in: Eur. J. Oper. Res. (2014)

Keyphrases

transition probabilities
credit card
markov models
markov chain
random walk
credit scoring
multiple criteria linear programming
data sets
prior knowledge
hidden variables
payment scheme
bayesian networks
ranking algorithm
fraud detection