کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
10323356 | 660933 | 2005 | 10 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Prognostic personal credit risk model considering censored information
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
مهندسی کامپیوتر
هوش مصنوعی
پیش نمایش صفحه اول مقاله
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چکیده انگلیسی
This paper investigates the ability of the survival-based approach to predict the probability of personal default. The proposed method can give a prediction of 'time' as well as 'probability' of personal default. We develop a survival-based credit risk model and assess the relative importance of different variables in predicting default. Standard binary classifying models are also developed for assessing a new way in the context of classifying power. These models are applied to personal credit card accounts dataset. According to the experiment results, survival-based credit risk modeling is a more useful approach for classifying risky customers than others. The survival-based approach is a useful alternative and a complement in view of personal credit risk.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Expert Systems with Applications - Volume 28, Issue 4, May 2005, Pages 753-762
Journal: Expert Systems with Applications - Volume 28, Issue 4, May 2005, Pages 753-762
نویسندگان
Hyun Ju Noh, Tae Hyup Roh, Ingoo Han,