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

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Publication:5313404
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DOI10.1057/PALGRAVE.JORS.2601920zbMATH Open1274.91461OpenAlexW2064065622MaRDI QIDQ5313404FDOQ5313404


Authors: Geert Verstraeten, Dirk Van den Poel Edit this on Wikidata


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




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  • Reject inference, augmentation, and sample selection


Mathematics Subject Classification ID

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



Cited In (1)

  • Technology scoring model considering rejected applicants and effect of reject inference





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