Development and application of consumer credit scoring models using profit-based classification measures
نویسندگان
چکیده
منابع مشابه
Development and application of consumer credit scoring models using profit-based classification measures
This paper presents a new approach for consumer credit scoring, by tailoring a profit-based classification performance measure to credit risk modeling. This performance measure takes into account the expected profits and losses of credit granting and thereby better aligns the model developers’ objectives with those of the lending company. It is based on the Expected Maximum Profit (EMP) measure...
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ژورنال
عنوان ژورنال: European Journal of Operational Research
سال: 2014
ISSN: 0377-2217
DOI: 10.1016/j.ejor.2014.04.001