文献类型：期刊文献

英文题名：What factors are influencing credit card customer's default behavior in China? A study based on survival analysis

作者：Li, Yingying[1];Li, Ying[1];Li, Yan[2]

机构：[1]East China Univ Sci & Technol, Business Sch, Meilong Rd 130, Shanghai 200237, Peoples R China;[2]Shanghai Technol Innovat Ctr, Qinzhou Rd 100, Shanghai 200235, Peoples R China

年份：2019

卷号：526

外文期刊名：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

收录：;EI(收录号：20191606809881);WOS:【SSCI(收录号:WOS:000474503800113)，SCI-EXPANDED(收录号:WOS:000474503800113)】；

语种：英文

外文关键词：Credit risk; Credit card default; Survival analysis

摘要：Credit card has entered a rapid development stage in China. In this paper, we take Chinese credit card customers as the research subject. Based on the COX proportional hazards model, we study the impact of Chinese credit card customer's diversity, independence and social factors on credit card default by researching demographic characteristics of credit card applicant, credit card customer behavior data, macroeconomic environment data and customer's social capital data. We categorize the consumer behavior data into online and offline data to explore the impact of the expansion of Internet online transactions on credit card defaults. We find that credit card default is not related to the amount of credit card customer's income, but significantly to the stability of income. (C) 2019 Elsevier B.V. All rights reserved.