Recalibrating scorecards

Journal of the Operational Research Society

Volumn 52, Issue 9, 2001, Pages 981-988

  Thomas, L C ^a   Banasik, J ^b   Crook, J N ^b  

^a UNIVERSITY OF SOUTHAMPTON   (United Kingdom)

^b UNIVERSITY OF EDINBURGH   (United Kingdom)

Author keywords

Credit scorecards; Credit scoring; Linear programming

Indexed keywords

CALIBRATION; FINANCE; LINEAR PROGRAMMING; MARKETING; PROBABILITY; RISK ASSESSMENT;

CREDIT SCORING; INTERNAL MARKETING REASONS; RECALIBRATING SCORECARDS;

OPERATIONS RESEARCH;

EID: 0035447722     PISSN: 01605682     EISSN: 14769360     Source Type: Journal    
DOI: 10.1057/palgrave.jors.2601192     Document Type: Article

References (5)

1. Lewis EM (1992). An Introduction to Credit Scoring. Athena Press: San Rafael, CA.
2. Finance and Leasing Association (2000). Guide to Credit Scoring 2000. Finance and Leasing Association: London.
3. Hand DJ (1997). Construction and Assessment of Classification Rules. Wiley: Chichester.
4. Glen JJ (1999). Integer programming methods for normalisation and variable selection in mathematical programming models for discriminant analysis models. J Opl Res Soc 50: 1043-1053.
5. Joachimsthaler EA and Stam A (1990). Mathematical program-ming approaches for the classification problem in two-group discriminant analysis. Multivariate Behav Res 24: 427-454.