Modelling repayment patterns in the collections process for unsecured consumer debt: A case study

Benchmarking regression algorithms for loss given default modeling

Gert Loterman, Iain Brown, David Martens et al. · International Journal of Forecasting · 2011 · 184 citations

Model Optimization, Engineering, Machine Learning +5

Loss given default models incorporating macroeconomic variables for credit cards

Jonathan Crook · International Journal of Forecasting · 2011 · 155 citations · Full text

Economics, Financial Economics, Macroeconomics +9

Estimation of the Allowance for Doubtful Accounts by Markov Chains

Richard M. Cyert, H. Justin Davidson, Gerald L. Thompson · Management Science · 1962 · 112 citations

Engineering, Sampling Technique, Markov Chain Monte Carlo +19

Comparisons of linear regression and survival analysis using single and mixture distributions approaches in modelling LGD

Jie Zhang, Lyn C. Thomas · International Journal of Forecasting · 2010 · 98 citations

Mixture Distribution, Mixture Analysis, Mixture Distributions Approaches +7

Consumer Credit Models: Pricing, Profit and Portfolios

Anastasios Savvopoulos · Journal of the Royal Statistical Society Series A (Statistics in Society) · 2010 · 75 citations · Full text

Economics, Sas Code, Financial Economics +14