Business intelligence for delinquency risk management via Cox regression

Sung Ho Ha; Eun Kyoung Kwon

doi:10.1007/978-3-642-15037-1_8

Business intelligence for delinquency risk management via Cox regression

Sung Ho Ha, Eun Kyoung Kwon

School of Business Administration

Kyungpook National University

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

1 Scopus citations

Abstract

The recent economic downturn has made many delinquent credit card customers, which in sequence reduced profit margins as well as sales of the retail companies. This study focuses on customers who have recovered from credit delinquency to analyze repayment patterns of delinquents. A Cox regression model is designed as a credit-predicting model to handle with credit card debtors. The model predicts the expected time for credit recovery from delinquency. The model's prediction accuracy is compared with that of other known algorithms.

Original language	English
Title of host publication	Knowledge Management and Acquisition for Smart Systems and Services - 11th International Workshop, PKAW 2010, Proceedings
Pages	82-90
Number of pages	9
DOIs	https://doi.org/10.1007/978-3-642-15037-1_8
State	Published - 2010
Event	11th International Workshop on Knowledge Management and Acquisition for Smart Systems and Services, PKAW 2010 - Daegu, Korea, Republic of Duration: 20 Aug 2010 → 3 Sep 2010

Publication series

Name	Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume	6232 LNAI
ISSN (Print)	0302-9743
ISSN (Electronic)	1611-3349

Conference

Conference	11th International Workshop on Knowledge Management and Acquisition for Smart Systems and Services, PKAW 2010
Country/Territory	Korea, Republic of
City	Daegu
Period	20/08/10 → 3/09/10

Keywords

credit recovery
data mining
delinquency management
Delinquency risk

Access to Document

10.1007/978-3-642-15037-1_8

Cite this

Ha, S. H., & Kwon, E. K. (2010). Business intelligence for delinquency risk management via Cox regression. In Knowledge Management and Acquisition for Smart Systems and Services - 11th International Workshop, PKAW 2010, Proceedings (pp. 82-90). (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 6232 LNAI). https://doi.org/10.1007/978-3-642-15037-1_8

Ha, Sung Ho ; Kwon, Eun Kyoung. / Business intelligence for delinquency risk management via Cox regression. Knowledge Management and Acquisition for Smart Systems and Services - 11th International Workshop, PKAW 2010, Proceedings. 2010. pp. 82-90 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)).

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title = "Business intelligence for delinquency risk management via Cox regression",

abstract = "The recent economic downturn has made many delinquent credit card customers, which in sequence reduced profit margins as well as sales of the retail companies. This study focuses on customers who have recovered from credit delinquency to analyze repayment patterns of delinquents. A Cox regression model is designed as a credit-predicting model to handle with credit card debtors. The model predicts the expected time for credit recovery from delinquency. The model's prediction accuracy is compared with that of other known algorithms.",

keywords = "credit recovery, data mining, delinquency management, Delinquency risk",

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series = "Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)",

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booktitle = "Knowledge Management and Acquisition for Smart Systems and Services - 11th International Workshop, PKAW 2010, Proceedings",

note = "11th International Workshop on Knowledge Management and Acquisition for Smart Systems and Services, PKAW 2010 ; Conference date: 20-08-2010 Through 03-09-2010",

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Ha, SH & Kwon, EK 2010, Business intelligence for delinquency risk management via Cox regression. in Knowledge Management and Acquisition for Smart Systems and Services - 11th International Workshop, PKAW 2010, Proceedings. Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), vol. 6232 LNAI, pp. 82-90, 11th International Workshop on Knowledge Management and Acquisition for Smart Systems and Services, PKAW 2010, Daegu, Korea, Republic of, 20/08/10. https://doi.org/10.1007/978-3-642-15037-1_8

Business intelligence for delinquency risk management via Cox regression. / Ha, Sung Ho; Kwon, Eun Kyoung.
Knowledge Management and Acquisition for Smart Systems and Services - 11th International Workshop, PKAW 2010, Proceedings. 2010. p. 82-90 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 6232 LNAI).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

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N2 - The recent economic downturn has made many delinquent credit card customers, which in sequence reduced profit margins as well as sales of the retail companies. This study focuses on customers who have recovered from credit delinquency to analyze repayment patterns of delinquents. A Cox regression model is designed as a credit-predicting model to handle with credit card debtors. The model predicts the expected time for credit recovery from delinquency. The model's prediction accuracy is compared with that of other known algorithms.

AB - The recent economic downturn has made many delinquent credit card customers, which in sequence reduced profit margins as well as sales of the retail companies. This study focuses on customers who have recovered from credit delinquency to analyze repayment patterns of delinquents. A Cox regression model is designed as a credit-predicting model to handle with credit card debtors. The model predicts the expected time for credit recovery from delinquency. The model's prediction accuracy is compared with that of other known algorithms.

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T3 - Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

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T2 - 11th International Workshop on Knowledge Management and Acquisition for Smart Systems and Services, PKAW 2010

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Ha SH, Kwon EK. Business intelligence for delinquency risk management via Cox regression. In Knowledge Management and Acquisition for Smart Systems and Services - 11th International Workshop, PKAW 2010, Proceedings. 2010. p. 82-90. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)). doi: 10.1007/978-3-642-15037-1_8

Business intelligence for delinquency risk management via Cox regression

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