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@proceedings{970120, author = {Koláček, Jan and Řezáč, Martin}, booktitle = {APPLIED STATISTICS 2011 PROGRAM and ABSTRACTS}, keywords = {Credit scoring; Quality indexes; Gini index; Lift}, language = {eng}, isbn = {978-961-92487-7-5}, title = {Credit Scoring Models and their Quality}, url = {http://conferences.nib.si/AS2011/AS2011-Abstracts.pdf}, year = {2011} }
TY - CONF ID - 970120 AU - Koláček, Jan - Řezáč, Martin PY - 2011 TI - Credit Scoring Models and their Quality SN - 9789619248775 KW - Credit scoring KW - Quality indexes KW - Gini index KW - Lift UR - http://conferences.nib.si/AS2011/AS2011-Abstracts.pdf N2 - Lenders, such as banks and credit card companies, use credit scoring to evaluate the potential risk posed by lending money to consumers. Once a scoring model is available, it is natural to measure its quality. To evaluate the effectiveness of credit scoring models, it is possible to use quantitative indexes such as Gini index, K-S statistics, Lift, Information statistics etc. The presentation deals with mentioned quality indexes, their properties and relationships. Finally, a new approach to measure power of scoring models is discussed and a new quality index is proposed. Also an application of mentioned theory on real data set is demonstrated. ER -
KOLÁČEK, Jan a Martin ŘEZÁČ. Credit Scoring Models and their Quality. In \textit{APPLIED STATISTICS 2011 PROGRAM and ABSTRACTS}. ISBN~978-961-92487-7-5. 2011.
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