An empirical Bayes procedure for the credit granting decision

DOI10.1016/0167-6377(81)90017-1zbMath0487.90068OpenAlexW2067011169MaRDI QIDQ1165777

Derek W. Bunn

Publication date: 1981

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6377(81)90017-1

zbMATH Keywords

decision analysisstatistical estimationempirical Bayes procedurecredit grantingestimation of repayment probabilityfinanaceStein-rule method

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Operations research and management science (90B99) Empirical decision procedures; empirical Bayes procedures (62C12) Probabilistic methods, stochastic differential equations (65C99)

Related Items (4)

Mean--Gini analysis in R\&D portfolio selection. ⋮ Multiple-criteria robust interactive decision analysis (MCRID) for optimizing public policies ⋮ Screening location strategies to reduce exchange rate risk ⋮ On granting credit in a random environment

Cites Work

• Data Analysis Using Stein's Estimator and its Generalizations
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
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