Credit risk assessment using a multicriteria hierarchical discrimination approach: a comparative analysis

DOI10.1016/S0377-2217(01)00254-5zbMath1131.91353OpenAlexW2127894279MaRDI QIDQ1600920

R. Smith

Publication date: 16 June 2002

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0377-2217(01)00254-5

zbMATH Keywords

ClassificationCase studyMulticriteria decision aidCredit risk assessment

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Case-oriented studies in operations research (90B90) Corporate finance (dividends, real options, etc.) (91G50) Credit risk (91G40)

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Uses Software

• UTA Plus

Cites Work

• Assessing a set of additive utility functions for multicriteria decision- making, the UTA method
• Inferrring an ELECTRE TRI model from assignment examples
• A multicriteria decision aid methodology for sorting decision problems: The case of financial distress
• Building additive utilities for multi-group hierarchical discrimination: the M.H.Dis method^*
• Unnamed Item

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