The impact of sample bias on consumer credit scoring performance and profitability

DOI10.1057/PALGRAVE.JORS.2601920MaRDI QIDQ5313404zbMATH OpenOpenAlexFDO

Authors Geert Verstraeten, Dirk Van den Poel

Publication date 1 September 2005

Published in The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1057/palgrave.jors.2601920

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; economic indices and measures (91B82) Credit risk (91G40)

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(2)

• Technology scoring model considering rejected applicants and effect of reject inference
• A `divide and conquer' reject inference approach leveraging graph-based semi-supervised learning

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