A dynamic scorecard for monitoring baseline performance with application to tracking a mortgage portfolio

DOI10.1057/PALGRAVE.JORS.2602226zbMath1178.91182OpenAlexW2005970268MaRDI QIDQ5428989

Mark Somers, Chris Whitehead, Joe Whittaker

Publication date: 29 November 2007

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

Full work available at URL: https://doi.org/10.1057/palgrave.jors.2602226

zbMATH Keywords

Kalman filterlogistic regressionGini coefficientcredit scoringmortgage scoringscorecard diagnostics

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Filtering in stochastic control theory (93E11) Portfolio theory (91G10) Credit risk (91G40)

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