Modelling take-up and profitability / P. Ma in Journal of the operational research society (JORS), Vol. 61 N° 3 (Mars 2010)  

Public ISBD [article]  inJournal of the operational research society (JORS) > Vol. 61 N° 3 (Mars 2010) . - pp. 430–442 Titre : Modelling take-up and profitability Type de document : texte imprimé Auteurs : P. Ma, Auteur ; J. Crook, Auteur ; J. Ansell, Auteur Année de publication : 2011 Article en page(s) : pp. 430–442 Note générale : Recherche opérationnelle Langues : Anglais (eng) Mots-clés : Profitability Acceptance Credit Take-up Index. décimale : 001.424 Résumé : We use response data collected by a lender to estimate the probabilities of loan offers being accepted by the applicants and the survival probabilities of default and of paying back early. Combining all those together we estimated the expected profit surface for the lender at the time of application before making an offer to an applicant. The results show how a lender could find the optimal interest rate to increase the expected profit or its market share. We also consider how different optimal decision policies could be applied to different market segments. DEWEY : 001.424 ISSN : 0160-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n3/abs/jors200933a.html [article] Modelling take-up and profitability [texte imprimé] / P. Ma, Auteur ; J. Crook, Auteur ; J. Ansell, Auteur . - 2011 . - pp. 430–442. Recherche opérationnelle Langues : Anglais (eng) in Journal of the operational research society (JORS) > Vol. 61 N° 3 (Mars 2010) . - pp. 430–442 Mots-clés : Profitability Acceptance Credit Take-up Index. décimale : 001.424 Résumé : We use response data collected by a lender to estimate the probabilities of loan offers being accepted by the applicants and the survival probabilities of default and of paying back early. Combining all those together we estimated the expected profit surface for the lender at the time of application before making an offer to an applicant. The results show how a lender could find the optimal interest rate to increase the expected profit or its market share. We also consider how different optimal decision policies could be applied to different market segments. DEWEY : 001.424 ISSN : 0160-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n3/abs/jors200933a.html

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