Scorecard construction with unbalanced class sizes

zbMATH Open1490.62327MaRDI QIDQ2834321FDOQ2834321

Veronica Vinciotti, David J. Hand

Publication date: 28 November 2016

Published in: Journal of the Iranian Statistical Society JIRSS (Search for Journal in Brave)

Full work available at URL: http://jirss.irstat.ir/browse.php?a_id=98&slc_lang=en&sid=1&ftxt=1

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zbMATH Keywords

credit scoringunbalanced classesclassification performance

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (1)

• Optimal cut-off for rare events and unbalanced misclassification costs

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