{"id":"https://openalex.org/W2033943676","doi":"https://doi.org/10.1057/palgrave.jors.2602091","title":"European generic scoring models using survival analysis","display_name":"European generic scoring models using survival analysis","publication_year":2005,"publication_date":"2005-11-14","ids":{"openalex":"https://openalex.org/W2033943676","doi":"https://doi.org/10.1057/palgrave.jors.2602091","mag":"2033943676"},"language":"en","primary_location":{"id":"doi:10.1057/palgrave.jors.2602091","is_oa":false,"landing_page_url":"https://doi.org/10.1057/palgrave.jors.2602091","pdf_url":null,"source":{"id":"https://openalex.org/S169988927","display_name":"Journal of the Operational Research Society","issn_l":"0160-5682","issn":["0160-5682","1476-9360"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319703","host_organization_name":"Palgrave Macmillan","host_organization_lineage":["https://openalex.org/P4310319703","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Palgrave Macmillan","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of the Operational Research Society","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5044732298","display_name":"Galina Andreeva","orcid":"https://orcid.org/0000-0002-0350-3063"},"institutions":[{"id":"https://openalex.org/I98677209","display_name":"University of Edinburgh","ror":"https://ror.org/01nrxwf90","country_code":"GB","type":"education","lineage":["https://openalex.org/I98677209"]}],"countries":["GB"],"is_corresponding":true,"raw_author_name":"G Andreeva","raw_affiliation_strings":["University of Edinburgh UK","University of Edinburgh (UK)"],"affiliations":[{"raw_affiliation_string":"University of Edinburgh UK","institution_ids":["https://openalex.org/I98677209"]},{"raw_affiliation_string":"University of Edinburgh (UK)","institution_ids":["https://openalex.org/I98677209"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5044732298"],"corresponding_institution_ids":["https://openalex.org/I98677209"],"apc_list":null,"apc_paid":null,"fwci":3.0474,"has_fulltext":false,"cited_by_count":49,"citation_normalized_percentile":{"value":0.93460428,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"57","issue":"10","first_page":"1180","last_page":"1187"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11653","display_name":"Financial Distress and Bankruptcy Prediction","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11653","display_name":"Financial Distress and Bankruptcy Prediction","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.9980000257492065,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10127","display_name":"Banking stability, regulation, efficiency","score":0.9812999963760376,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/proportional-hazards-model","display_name":"Proportional hazards model","score":0.7014339566230774},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5552362203598022},{"id":"https://openalex.org/keywords/logistic-regression","display_name":"Logistic regression","score":0.53034907579422},{"id":"https://openalex.org/keywords/parametric-statistics","display_name":"Parametric statistics","score":0.5115786194801331},{"id":"https://openalex.org/keywords/profit-model","display_name":"Profit model","score":0.509743869304657},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5080757141113281},{"id":"https://openalex.org/keywords/population","display_name":"Population","score":0.4892103672027588},{"id":"https://openalex.org/keywords/actuarial-science","display_name":"Actuarial science","score":0.4857902526855469},{"id":"https://openalex.org/keywords/accelerated-failure-time-model","display_name":"Accelerated failure time model","score":0.47196993231773376},{"id":"https://openalex.org/keywords/predictive-modelling","display_name":"Predictive modelling","score":0.4502815008163452},{"id":"https://openalex.org/keywords/profit","display_name":"Profit (economics)","score":0.43666404485702515},{"id":"https://openalex.org/keywords/credit-risk","display_name":"Credit risk","score":0.4284954071044922},{"id":"https://openalex.org/keywords/regression-analysis","display_name":"Regression analysis","score":0.41281378269195557},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.3673877716064453},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.28501754999160767},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.13820815086364746},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.13458561897277832},{"id":"https://openalex.org/keywords/microeconomics","display_name":"Microeconomics","score":0.10151076316833496}],"concepts":[{"id":"https://openalex.org/C50382708","wikidata":"https://www.wikidata.org/wiki/Q223218","display_name":"Proportional hazards model","level":2,"score":0.7014339566230774},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5552362203598022},{"id":"https://openalex.org/C151956035","wikidata":"https://www.wikidata.org/wiki/Q1132755","display_name":"Logistic regression","level":2,"score":0.53034907579422},{"id":"https://openalex.org/C117251300","wikidata":"https://www.wikidata.org/wiki/Q1849855","display_name":"Parametric statistics","level":2,"score":0.5115786194801331},{"id":"https://openalex.org/C2776358904","wikidata":"https://www.wikidata.org/wiki/Q7248305","display_name":"Profit model","level":3,"score":0.509743869304657},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5080757141113281},{"id":"https://openalex.org/C2908647359","wikidata":"https://www.wikidata.org/wiki/Q2625603","display_name":"Population","level":2,"score":0.4892103672027588},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.4857902526855469},{"id":"https://openalex.org/C33114746","wikidata":"https://www.wikidata.org/wiki/Q4672282","display_name":"Accelerated failure time model","level":3,"score":0.47196993231773376},{"id":"https://openalex.org/C45804977","wikidata":"https://www.wikidata.org/wiki/Q7239673","display_name":"Predictive modelling","level":2,"score":0.4502815008163452},{"id":"https://openalex.org/C181622380","wikidata":"https://www.wikidata.org/wiki/Q26911","display_name":"Profit (economics)","level":2,"score":0.43666404485702515},{"id":"https://openalex.org/C178350159","wikidata":"https://www.wikidata.org/wiki/Q162714","display_name":"Credit risk","level":2,"score":0.4284954071044922},{"id":"https://openalex.org/C152877465","wikidata":"https://www.wikidata.org/wiki/Q208042","display_name":"Regression analysis","level":2,"score":0.41281378269195557},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3673877716064453},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.28501754999160767},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.13820815086364746},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.13458561897277832},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.10151076316833496},{"id":"https://openalex.org/C144024400","wikidata":"https://www.wikidata.org/wiki/Q21201","display_name":"Sociology","level":0,"score":0.0},{"id":"https://openalex.org/C149923435","wikidata":"https://www.wikidata.org/wiki/Q37732","display_name":"Demography","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1057/palgrave.jors.2602091","is_oa":false,"landing_page_url":"https://doi.org/10.1057/palgrave.jors.2602091","pdf_url":null,"source":{"id":"https://openalex.org/S169988927","display_name":"Journal of the Operational Research Society","issn_l":"0160-5682","issn":["0160-5682","1476-9360"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319703","host_organization_name":"Palgrave Macmillan","host_organization_lineage":["https://openalex.org/P4310319703","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Palgrave Macmillan","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of the Operational Research Society","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:pal:jorsoc:v:57:y:2006:i:10:d:10.1057_palgrave.jors.2602091","is_oa":false,"landing_page_url":"http://link.springer.com/10.1057/palgrave.jors.2602091","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/10","display_name":"Reduced inequalities","score":0.699999988079071}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":31,"referenced_works":["https://openalex.org/W1528428636","https://openalex.org/W1979300931","https://openalex.org/W1979664308","https://openalex.org/W1980770954","https://openalex.org/W1990534247","https://openalex.org/W2006774500","https://openalex.org/W2019239207","https://openalex.org/W2019382093","https://openalex.org/W2023140678","https://openalex.org/W2034067039","https://openalex.org/W2041844120","https://openalex.org/W2046260364","https://openalex.org/W2095297144","https://openalex.org/W2117352691","https://openalex.org/W2136883754","https://openalex.org/W2157825442","https://openalex.org/W2160571019","https://openalex.org/W2168123127","https://openalex.org/W2294550615","https://openalex.org/W2314078423","https://openalex.org/W2486038092","https://openalex.org/W2796537448","https://openalex.org/W2796700885","https://openalex.org/W2797482815","https://openalex.org/W2797935920","https://openalex.org/W3147894994","https://openalex.org/W4210671432","https://openalex.org/W4285719527","https://openalex.org/W4293241248","https://openalex.org/W4301341292","https://openalex.org/W4388311570"],"related_works":["https://openalex.org/W2614908044","https://openalex.org/W1673955223","https://openalex.org/W3143608810","https://openalex.org/W4388536434","https://openalex.org/W4383333644","https://openalex.org/W2362903194","https://openalex.org/W4327772961","https://openalex.org/W2379876555","https://openalex.org/W2363059240","https://openalex.org/W4281259122"],"abstract_inverted_index":{"Credit":[0],"scoring":[1],"discriminates":[2],"between":[3],"\u2018good\u2019":[4],"and":[5,44,48,79,102],"\u2018bad\u2019":[6],"credit":[7],"risks":[8],"to":[9,31,52,82,112,131],"assist":[10],"credit-grantors":[11],"in":[12,135],"making":[13],"lending":[14],"decisions.":[15],"Such":[16],"discrimination":[17],"may":[18],"not":[19],"be":[20,32],"a":[21,85,90,122],"good":[22],"indicator":[23],"of":[24,39,68,77,84,92,124],"profit,":[25],"while":[26],"survival":[27,99],"analysis":[28,100],"allows":[29],"profit":[30],"modelled.":[33],"The":[34,65],"paper":[35],"explores":[36],"the":[37,53,56,113,136],"application":[38],"parametric":[40],"accelerated":[41],"failure":[42],"time":[43],"proportional":[45,128],"hazards":[46,129],"models":[47,71,104],"Cox":[49,126],"non-parametric":[50,127],"model":[51,88,130],"data":[54],"from":[55,61],"retail":[57],"card":[58],"(revolving":[59],"credit)":[60],"three":[62,69],"European":[63],"countries.":[64],"predictive":[66,106],"performance":[67],"national":[70,101],"is":[72,96,109,119],"tested":[73],"for":[74,89],"different":[75],"timescales":[76],"default":[78],"then":[80],"compared":[81],"that":[83,98],"single":[86],"generic":[87,103],"timescale":[91],"25":[93],"months.":[94],"It":[95],"found":[97],"produce":[105],"quality,":[107],"which":[108],"very":[110],"close":[111],"current":[114],"industry":[115],"standard\u2014logistic":[116],"regression.":[117],"Stratification":[118],"investigated":[120],"as":[121],"way":[123],"extending":[125],"tackle":[132],"heterogeneous":[133],"segments":[134],"population.":[137]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":3},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":3},{"year":2018,"cited_by_count":2},{"year":2017,"cited_by_count":5},{"year":2015,"cited_by_count":6},{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":6},{"year":2012,"cited_by_count":5}],"updated_date":"2026-04-17T18:11:37.981687","created_date":"2025-10-10T00:00:00"}
