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Volumn 28, Issue 4, 2004, Pages 857-874

Does reject inference really improve the performance of application scoring models?

Author keywords

Augmentation; Credit scoring; Extrapolation; Reject inference; Risk management

Indexed keywords


EID: 1942536569     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(03)00203-6     Document Type: Conference Paper
Times cited : (86)

References (13)
  • 3
    • 13044262094 scopus 로고
    • An econometric analysis of the bank credit scoring problem
    • Boyes, W.J., Hoffman, D.L., Low, S.A., 1989. An econometric analysis of the bank credit scoring problem. Journal of Econometrics 40, 3-14.
    • (1989) Journal of Econometrics , vol.40 , pp. 3-14
    • Boyes, W.J.1    Hoffman, D.L.2    Low, S.A.3
  • 6
    • 0040317707 scopus 로고
    • Inference about rejected cases in discriminant analysis
    • Diday, E., Lechevallier, Y., Schader, M., Bertrand, P., Buntschy, B. (Eds.). Springer-Verlag, Berlin
    • Hand, D.J., Henley, W.E., 1994. Inference about rejected cases in discriminant analysis. In: Diday, E., Lechevallier, Y., Schader, M., Bertrand, P., Buntschy, B. (Eds.), New Approaches in Classification and Data Analysis. Springer-Verlag, Berlin, pp. 292-299.
    • (1994) New Approaches in Classification and Data Analysis , pp. 292-299
    • Hand, D.J.1    Henley, W.E.2
  • 7
    • 0034860536 scopus 로고    scopus 로고
    • Micro data, heterogeneity, and the evaluation of public policy: Nobel lecture
    • Heckman, J.J., 2001. Micro data, heterogeneity, and the evaluation of public policy: Nobel lecture. Journal of Political Economy 109, 673-748.
    • (2001) Journal of Political Economy , vol.109 , pp. 673-748
    • Heckman, J.J.1
  • 8
    • 0005186427 scopus 로고
    • Credit scoring and the equal credit opportunity act
    • Hsai, D.C., 1978. Credit scoring and the equal credit opportunity act. The Hastings Law Journal 30, 371-448.
    • (1978) The Hastings Law Journal , vol.30 , pp. 371-448
    • Hsai, D.C.1
  • 12
    • 15944379834 scopus 로고
    • An examination of the conceptual issues involved in developing credit scoring models
    • Reichert, A.K., Cho, C.C., Wagner, G.M., 1983. An examination of the conceptual issues involved in developing credit scoring models. Journal of Business and Economic Statistics 1, 101-114.
    • (1983) Journal of Business and Economic Statistics , vol.1 , pp. 101-114
    • Reichert, A.K.1    Cho, C.C.2    Wagner, G.M.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.