A dynamic scorecard for monitoring baseline performance with application to tracking a mortgage portfolio

Journal of the Operational Research Society

Volumn 58, Issue 7, 2007, Pages 911-921

  Whittaker, J ^a,c   Whitehead, C ^a   Somers, M ^b  

^a LANCASTER UNIVERSITY   (United Kingdom)

^b Scimetrics Ltd   (United Kingdom)

^c LANCASTER UNIVERSITY   (United Kingdom)

Author keywords

Credit scoring; Gini coefficient; Kalmer filter; Logistic regression; Mortgage scoring; Scorecard diagnostics

Indexed keywords

COMPUTER SIMULATION; INFORMATION SYSTEMS; KALMAN FILTERS; LINEAR EQUATIONS; PARAMETER ESTIMATION; REGRESSION ANALYSIS;

CREDIT SCORING; GINI COEFFICIENTS; LOGISTIC REGRESSION; MORTGAGE SCORING; SCORECARD DIAGNOSTICS;

OPERATIONS RESEARCH;

EID: 34249892438     PISSN: 01605682     EISSN: 14769360     Source Type: Journal    
DOI: 10.1057/palgrave.jors.2602226     Document Type: Article

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