Statistical Method in Development of Credit Scoring SystemVietnam Journal of Mathematical Applications (2006)
In this paper, we consider the problem of credit scoring for personal customers. The main statistical tools are used to establish the credit scoring system are theory of classification and discrimination. Our method is illustrated on the credit customer data set of a trade bank.
[Paper in Vietnamese with an English abstract] Vietnam Journal of Mathematical Applications (2016) Vol. 4, No. 2, pp. 1-16.pdf
- credit scoring,
- statistical modeling
Publication DateSummer June 15, 2006
Citation InformationQuan-Hoang Vuong. "Statistical Method in Development of Credit Scoring System" Vietnam Journal of Mathematical Applications Vol. 4 Iss. 2 (2006) p. 1 - 16
Available at: http://works.bepress.com/quan-hoang-vuong/7/