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Метод Многокритериальной Классификации Цикл И Его Применение Для Анализа Кредитного Риска

Author

Listed:
  • Асанов А.А.
  • Борисенков П.В.
  • Ларичев О.И.
  • Нарыжный Е.В.
  • Ройзензон Г.В.

Abstract

Рассматривается задача оценки банковских кредитов в зависимости от степени риска. Формально проблема изучается как задача многокритериальной классификации. Предложен новый метод решения задачи - метод ЦИКЛ. Приводятся доказательства эффективности предлагаемого метода. Описана процедура применения метода для рассматриваемой практической задачи.

Suggested Citation

  • Асанов А.А. & Борисенков П.В. & Ларичев О.И. & Нарыжный Е.В. & Ройзензон Г.В., 2001. "Метод Многокритериальной Классификации Цикл И Его Применение Для Анализа Кредитного Риска," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 37(2), апрель.
  • Handle: RePEc:scn:cememm:37-2-2
    Note: Москва
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