An economic model for credit assessment problems using screening approaches
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DOI: 10.1057/palgrave.jors.2601911
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References listed on IDEAS
- Wiginton, John C., 1980. "A Note on the Comparison of Logit and Discriminant Models of Consumer Credit Behavior," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 15(3), pages 757-770, September.
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- Herbert Moskowitz & Hsien-Tang Tsai, 1988. "A One-Sided Double Screening Procedure Using Individual Unit Misclassification Error," Management Science, INFORMS, vol. 34(9), pages 1139-1153, September.
- Herbert Moskowitz & Robert Plante & Hsien-Tang Tsai, 1993. "A Multistage Screening Model for Evaluation and Control of Misclassification Error in the Detection of Hypertension," Management Science, INFORMS, vol. 39(3), pages 307-321, March.
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- Xing, Jin & Chi, Guotai & Pan, Ancheng, 2024. "Instance-dependent misclassification cost-sensitive learning for default prediction," Research in International Business and Finance, Elsevier, vol. 69(C).
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Keywords
credit; scoring; scorecard; screening;All these keywords.
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