Quantitative credit risk management for credit limit control of subscribers to mobile communication services:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
Hamburg
Kovač
2014
|
| Schriftenreihe: | Schriften zum mobile commerce und zur Mobilkommunikation
4 |
| Schlagworte: | |
| Online-Zugang: | Ausführliche Beschreibung Inhaltsverzeichnis |
| Beschreibung: | XIX, 167 S. Ill., graph. Darst. 21 cm |
| ISBN: | 9783830071952 3830071957 |
Internformat
MARC
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Datensatz im Suchindex
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|---|---|
| adam_text | IX
CONTENTS
LIST OF FIGURES XI
LIST OF TABLES XV
LIST OF ABBREVIATIONS XVII
SYMBOLS XIX
1 INTRODUCTION 1
2 CONSUMER-FOCUSED MOBILE COMMUNICATION
BUSINESS 3
2.1 CHALLENGES
TO THE BUSINESS
MODEL FROM MARKET SATURATION 4
2.2 CHURN
REDUCTION AS AN
INSTRUMENT FOR REVENUE STABILIZATION 9
3 CREDIT RISK MANAGEMENT IN THE MOBILE COMMUNICATION BUSINESS 15
3.1 THE
CREDIT MANAGEMENT PROCESS 16
3.2 MODELING
OF CREDIT RISK 18
3.2.1 QUALITATIVE VERSUS QUANTITATIVE
MODELING OF CREDIT
RISKS 19
3.2.2 MODELING OF CREDIT PORTFOLIOS
VERSUS INDIVIDUAL LOANS 21
3.2.3 MODELING OF CORPORATE VERSUS CONSUMER
CREDIT RISK 22
3.2.3.1 CORPORATE CREDIT RISK MODELS 23
3.2.3.2 CONSUMER CREDIT RISK MODELS 25
3.3 PECULIARITIES
OF CUSTOMER CREDIT RISK MANAGEMENT
IN
TELECOMMUNICATIONS 35
3.4 INFRASTRUCTURE FOR CREDIT CONTROL
IN MOBILE COMMUNICATION
NETWORKS 37
3.5 CREDIT LIMIT OPTIMIZATION
AS A MEANS
OF PROFIT MAXIMIZATION 39
4 DATA MINING AS A TOOL FOR CREDIT LIMIT OPTIMIZATION 43
4.1 THE APPLICATION
OF DATA MINING TO CREDIT RISK MANAGEMENT 44
4.1.1 DATA SAMPLING 44
4.1.2 SELECTING ALGORITHM CANDIDATES 47
4.1.3 PERFORMANCE EVALUATION 50
4.1.3.1 COMPARING REGRESSION MODEL PERFORMANCE 51
4.1.3.2 COMPARING CLASSIFICATION MODEL PERFORMANCE 52
4.2 EVALUATION OF CREDIT RISK STRATEGIES 56
5 IDIOSYNCRASIES OF CREDIT CONTROL
DATA SETS 59
5.1 FRAUDULENT
ACCOUNTS 61
5.2 FORCED
CHURN OF LOW-BALANCE
ACCOUNTS 63
5.3 DOMINANCE
OF LOW-RISK CUSTOMER SEGMENTS 64
5.3.1 A LOGISTIC REGRESSION MODEL
FOR BEHAVIOR SCORING 67
5.3.2 A CLASSIFICATION TREE MODEL
FOR BEHAVIOR SCORING 68
5.3.3 AN ANN MODEL
FOR BEHAVIOR SCORING 70
5.3.3.1 NONLINEAR ACTIVATION FUNCTION 71
5.3.3.2 ASSIGNING OPTIMAL WEIGHTS TO THE NETWORK S LINKS 72
5.3.3.3 SELECTION OF THE
OPTIMAL NETWORK ARCHITECTURE 74
HTTP://D-NB.INFO/1043559310
X
5.3.4 ASSESSMENT OF THE
CLASSIFIERS 78
5.4
CREATING CREDIT CONTROL SAMPLE
DATA SETS 80
6 THE CLM
MODEL: CLM MODEL
FOR CREDIT LIMIT OPTIMIZATION 85
6.1
IDENTIFICATION OF RISK
PROFILES 87
6.2
IDENTIFICATION OF SPENDING
PROFILES 90
6.3
ASSESSING THE PERFORMANCE
OF THE CLM MODEL 91
7 THE MC MODEL:
MARKOV CHAIN MODEL
FOR CREDIT LIMIT OPTIMIZATION 95
7.1
MARKOV CHAIN-BASED MODELING OF CREDIT BEHAVIOR 96
7.1.1 DEFINITION OF MODEL STATES 101
7.1.2 DATA PREPARATION AND
PREPROCESSING 103
7.1.3 DECISION TREE-BASED IDENTIFICATION
OF MODEL
STATES 105
7.1.4 MODEL-BASED COMPILATION OF TRANSITION MATRIXES 109
7.1.5 MODEL PERFORMANCE EVALUATION 111
7.2 BUILDING
MARKOV CHAIN MODELS 114
7.2.1 A FIRST-ORDER STATIONARY MARKOV CHAIN MODEL 114
7.2.2 A FIRST-ORDER NONSTATIONARY MARKOV CHAIN
MODEL 117
7.2.3 A SECOND-ORDER NONSTATIONARY MARKOV CHAIN MODEL 119
7.3 BENCHMARKING
OF THE MARKOV
CHAIN MODELS 121
8 THE EAD MODEL:
EAD-BASED REGRESSION
MODEL FOR CREDIT LIMIT
OPTIMIZATION 127
8.1 ESTIMATION
OF FINANCIAL EXPOSURES
IN CREDIT MANAGEMENT 128
8.2 CREDIT
LIMIT OPTIMIZATION INFERRED FROM
FINANCIAL EXPOSURES 129
8.2.1 DATA SAMPLING AND
PREPROCESSING 131
8.2.2 SELECTING ALGORITHM CANDIDATES 133
8.2.2.1 AN EXPERT RULE
MODEL 134
8.2.2.2 A LINEAR REGRESSION MODEL 135
8.2.2.3 A REGRESSION TREE
MODEL 136
8.2.2.4 AN ANN REGRESSION
MODEL 136
8.2.3 ASSESSMENT OF THE
REGRESSION MODELS 139
8.3 CREATING
CUSTOMER PROFILES FROM
FINANCIAL EXPOSURES 139
8.4
INCORPORATING CUSTOMER PROFILES INTO
MARKOV CHAIN MODELS:
EXTENDED MODELING PROCESS 142
8.4.1 RFB-BASED CUSTOMER PROFILING 144
8.4.2 RFB- AND EAD-BASED CUSTOMER PROFILING 144
8.4.3 RFB-, EAD-, AND
PD-BASED CUSTOMER PROFILING 144
8.4.4 PD-BASED CUSTOMER PROFILING 145
8.4.5 ASSESSMENT OF THE
CUSTOMER PROFILING MECHANISMS 148
9 SYNOPSIS AND OUTLOOK 149
BIBLIOGRAPHY 151
|
| any_adam_object | 1 |
| author | Wagner, Falk |
| author_GND | (DE-588)1046204076 |
| author_facet | Wagner, Falk |
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| dewey-full | 658.155 338.47621384560681 |
| dewey-hundreds | 600 - Technology (Applied sciences) 300 - Social sciences |
| dewey-ones | 658 - General management 338 - Production |
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| dewey-search | 658.155 338.47621384560681 |
| dewey-sort | 3658.155 |
| dewey-tens | 650 - Management and auxiliary services 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Thesis Book |
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| series | Schriften zum mobile commerce und zur Mobilkommunikation |
| series2 | Schriften zum mobile commerce und zur Mobilkommunikation |
| spelling | Wagner, Falk Verfasser (DE-588)1046204076 aut Quantitative credit risk management for credit limit control of subscribers to mobile communication services Falk Wagner Hamburg Kovač 2014 XIX, 167 S. Ill., graph. Darst. 21 cm txt rdacontent n rdamedia nc rdacarrier Schriften zum mobile commerce und zur Mobilkommunikation 4 Zugl.: Frankfurt (Main), Univ., Diss., 2012 Mobilfunkindustrie (DE-588)4711541-5 gnd rswk-swf Kunde (DE-588)4114330-9 gnd rswk-swf Forderungsausfallrisiko (DE-588)4438222-4 gnd rswk-swf Risikomanagement (DE-588)4121590-4 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Mobilfunkindustrie (DE-588)4711541-5 s Kunde (DE-588)4114330-9 s Forderungsausfallrisiko (DE-588)4438222-4 s Risikomanagement (DE-588)4121590-4 s DE-604 Schriften zum mobile commerce und zur Mobilkommunikation 4 (DE-604)BV022243183 4 X:MVB text/html http://www.verlagdrkovac.de/978-3-8300-7195-2.htm Ausführliche Beschreibung DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027455201&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Wagner, Falk Quantitative credit risk management for credit limit control of subscribers to mobile communication services Schriften zum mobile commerce und zur Mobilkommunikation Mobilfunkindustrie (DE-588)4711541-5 gnd Kunde (DE-588)4114330-9 gnd Forderungsausfallrisiko (DE-588)4438222-4 gnd Risikomanagement (DE-588)4121590-4 gnd |
| subject_GND | (DE-588)4711541-5 (DE-588)4114330-9 (DE-588)4438222-4 (DE-588)4121590-4 (DE-588)4113937-9 |
| title | Quantitative credit risk management for credit limit control of subscribers to mobile communication services |
| title_auth | Quantitative credit risk management for credit limit control of subscribers to mobile communication services |
| title_exact_search | Quantitative credit risk management for credit limit control of subscribers to mobile communication services |
| title_full | Quantitative credit risk management for credit limit control of subscribers to mobile communication services Falk Wagner |
| title_fullStr | Quantitative credit risk management for credit limit control of subscribers to mobile communication services Falk Wagner |
| title_full_unstemmed | Quantitative credit risk management for credit limit control of subscribers to mobile communication services Falk Wagner |
| title_short | Quantitative credit risk management for credit limit control of subscribers to mobile communication services |
| title_sort | quantitative credit risk management for credit limit control of subscribers to mobile communication services |
| topic | Mobilfunkindustrie (DE-588)4711541-5 gnd Kunde (DE-588)4114330-9 gnd Forderungsausfallrisiko (DE-588)4438222-4 gnd Risikomanagement (DE-588)4121590-4 gnd |
| topic_facet | Mobilfunkindustrie Kunde Forderungsausfallrisiko Risikomanagement Hochschulschrift |
| url | http://www.verlagdrkovac.de/978-3-8300-7195-2.htm http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027455201&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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