Scoring bank loans that may go wrong: a case study

DOI10.1111/J.1467-9574.2004.00127.XzbMath1059.62109OpenAlexW2047190873MaRDI QIDQ4671018

Jan S. Cramer

Publication date: 23 April 2005

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: http://papers.tinbergen.nl/00090.pdf

zbMATH Keywords

ROC curvecredit scoringbounded logit

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Generalized linear models (logistic models) (62J12)

Uses Software

• Stata

Cites Work

• Misclassification of the dependent variable in a discrete-response setting
• Modeling survey response bias -- with an analysis of the demand for an advanced electronic device
• Credit Scoring and Its Applications
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