Survival mixture models in behavioral scoring
作者：
Highlights：
• This paper introduces a general expert system for behavioral scoring.
• Survival mixture models can handle unobserved heterogeneity in behavioral scoring.
• This framework integrates survival, immune fraction, and mixture models.
• This credit risk model unmixes distinct consumer credit risk patterns.
• Our application shows that this model accommodates distinct hazard rates.
摘要
•This paper introduces a general expert system for behavioral scoring.•Survival mixture models can handle unobserved heterogeneity in behavioral scoring.•This framework integrates survival, immune fraction, and mixture models.•This credit risk model unmixes distinct consumer credit risk patterns.•Our application shows that this model accommodates distinct hazard rates.
论文关键词：Credit risk,Behavioral scoring,Survival analysis,Mixture models
论文评审过程：Available online 31 December 2014.
论文官网地址：https://doi.org/10.1016/j.eswa.2014.12.036
