Custom cover image
Custom cover image

Credit scoring and its applications / Lyn Thomas, Jonathan Crook, David Edelman

By: Contributor(s): Resource type: Ressourcentyp: Buch (Online)Book (Online)Language: English Series: Mathematics in industry ; 2Publisher: Philadelphia : SIAM, Society for Industrial and Applied Mathematics, 2017Edition: Second editionDescription: 1 Online-Ressource (xiv, 373 Seiten)ISBN:
  • 9781611974560
Subject(s): Additional physical formats: 9781611974553 | Erscheint auch als: Credit scoring and its applications. Druck-Ausgabe Second edition. Philadelphia : SIAM, Society for Industrial and Applied Mathematics, 2017. xiv, 373 SeitenDDC classification:
  • 658.88
  • 658.8/8#23
  • 658.8/8 23
MSC: MSC: *91-01 | 91G40 | 91B30 | 62P05RVK: RVK: SK 850LOC classification:
  • HG3751.5
DOI: DOI: 10.1137/1.9781611974560Online resources: Summary: Credit Scoring and Its Applications is recognized as the bible of credit scoring. It contains a comprehensive review of the objectives, methods, and practical implementation of credit and behavioral scoring. The authors review principles of the statistical and operations research methods used in building scorecards, as well as the advantages and disadvantages of each approach. The book contains a description of practical problems encountered in building, using, and monitoring scorecards and examines some of the country-specific issues in bankruptcy, equal opportunities, and privacy legislation. It contains a discussion of economic theories of consumers' use of credit, and readers will gain an understanding of what lending institutions seek to achieve by using credit scoring and the changes in their objectives. New to the second edition are lessons that can be learned for operations research model building from the global financial crisis, current applications of scoring, discussions on the Basel Accords and their requirements for scoring, new methods for scorecard building and new expanded sections on ways of measuring scorecard performance, and survival analysis for credit scoring. Other unique features include methods of monitoring scorecards and deciding when to update them, as well as different applications of scoring, including direct marketing, profit scoring, tax inspection, prisoner release, and payment of fines.PPN: PPN: 100385883XPackage identifier: Produktsigel: ZDB-72-SIA
No physical items for this record

Restricted to subscribers or individual electronic text purchasers.