信用评分模型中的拒绝推断被引量：1

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摘要申请评分模型是为了评估申请者是否有能力如期偿还贷款的模型,是信用评分模型的一大分支,应用于信用卡征信审核阶段。本文从产生原因入手,详细分析了申请评分中的一类特殊问题——拒绝推断,并采用实证分析的方式说明了扩张法是解决拒绝推断问题较好的方法。

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机构地区中国金融在线

出处《商场现代化》 2010年第27期186-187,共2页

关键词信用卡申请评分拒绝推断扩张法 LOGISTIC回归

参考文献2

1Banasik,J.B.,Crook,J.N.,Thomas,L.C.,2001.Sample selection bias in credit scoring models,Working Paper 01/5,Credit Research Centre,University of Edinburgh.
2Crook,J N and Banasik,J L,(forthcoming).Does reject inference really improve the performance of application scoring models,Journal of Banking and Finance.

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商场现代化

2010年第27期

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