重新校准评分卡

Recalibrating scorecards

Journal of the Operational Research Society · 2001
被引 15
ABS 3

中文导读

调查了评分卡构建者所需的属性,并提出了一个线性规划方法,用于重新校准评分卡以近似满足这些属性。

Abstract

Many credit scoring systems depend on scorecards which order applicants by credit risk. However the scorecards may also have other properties with certain scores reflecting certain good:bad odds or differences in scores having the same property throughout the score range. Other properties like positivity of attribute points may be required for palatability or internal marketing reasons. The paper outlines the results of a small survey of what properties scorecard builders require of their scorecards. It then discusses how these properties can be obtained and describes a linear programming formulation which recalibrates scorecards so as to produce the best approximate scorecard with the properties required.

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