动态信用评分地模型与方法综述.PDFVIP

Credit 信用, 2012, 1, 1-8 Published Online May 2012 (/journal/credit) * Dynamic Credit Scoring Model and Method: A Review 1 1 1 2 3 Weimin Chen , Youjin Liu , Guocheng Xiang , Kexi Wang , Fenghua Wen 1School of Business, Hunan University of Science and Technology, Xiangtan 2School of Management, Hunan University of Science and Technology, Xiangtan 3School of Economy and Management, Changsha University of Science and Technology, Changsha Email: wminc@126.com, liuyoujin@, xiangguoch@, wangkx8882@163.com Received: Apr. 3rd, 2012; revised: Apr. 10th, 2012; accepted: Apr. 20th, 2012 Abstract: With the rapid development of China’s economy and the advance of the Basel 2 accord all around the world, personal credit scoring is more and more important. It is imperative under the situation to adopt the dynamic credit scoring methods for personal credit score is dynamic changing and the purpose of credit scoring is changed. There is little research on dynamic credit scoring and no research based on the Chinese credit data. For the sake of the development of dynamic credit scoring, we reviewed the development of dy- namic credit scoring, introduced Markov chain, survival analysis, and dynamic credit scoring based on data mining proposed recently, analyzed their advantage and weakness. Finally, the existing problems and the fu- ture direction in this field are discussed. Keywords: Credit Scoring; Dynamic Model; Personal Credit; Risk Analysis 动态信用评分的模型与方法综述* 1 1 1 2 3