Pregled bibliografske jedinice broj: 124160
Multinomial model in consumer credit scoring
Multinomial model in consumer credit scoring // Proceedings of 8th meeting of the Austrian, Croatian, Hungarian, Italian, Slovenian young statisticians / A. Ferligoj, H. Friedl, D. Gregori, T. Poganj, T. Rudas (ur.).
Veszprém: SKICC Reklamstudio Kfr., 2003. str. 103-118 (predavanje, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni)
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Naslov
Multinomial model in consumer credit scoring
Autori
Patača, Ana
Vrsta, podvrsta i kategorija rada
Radovi u zbornicima skupova, cjeloviti rad (in extenso), znanstveni
Izvornik
Proceedings of 8th meeting of the Austrian, Croatian, Hungarian, Italian, Slovenian young statisticians
/ A. Ferligoj, H. Friedl, D. Gregori, T. Poganj, T. Rudas - Veszprém : SKICC Reklamstudio Kfr., 2003, 103-118
Skup
8th Regional Meeting of Young Statisticians 2003 (Austria, Croatia, Hungary, Italy, Slovenia)
Mjesto i datum
Balatonföldvár, Mađarska, 17.10.2003. - 19.10.2003
Vrsta sudjelovanja
Predavanje
Vrsta recenzije
Međunarodna recenzija
Ključne riječi
credit scoring; generalized linear method; consumer credit
Sažetak
Credit scoring is a process of determining how likely applicants are to default with their repayments. It has been used in consumer lending for more than three decades. The purpose of this paper is to investigate the predictive power of multinomial and binomial logit models in distinguishing between good, poor and bad applicants. Three binomial logit functions are estimated separately – bad versus good, bad versus poor and good versus poor. For the multinomial model, these three functions are estimated from a single estimation. The models are compared according to significant variables and classification accuracy.
Izvorni jezik
Engleski
Znanstvena područja
Matematika
