| 分段效用决策的信用评级方法 |
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| 引用本文： | 杨怀东,郭亚军,东明.分段效用决策的信用评级方法[J].系统工程,2004,22(4):86-90. |
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| 作者姓名： | 杨怀东 郭亚军 东明 |
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| 作者单位： | 东北大学,工商管理学院,辽宁,沈阳,110004 |
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| 基金项目： | 科技部2003年科技兴贸项目(2003EE550001) |
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| 摘 要： | 基于分段决策的基本思想．将信用评级看成一多阶段的两分类判别决策过程．并引入决策效用的概念，建立基于决策效用的判别模型和判别准则。该方法可以较好地解决信用评级过程中评级指标间的不可公度性和相关性的问题。
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| 关 键 词： | 分段决策 决策效用 信用评级 判别模型 风险管理 判别准则 |
| 文章编号： | 1001-4098(2004)04-0086-05 |
A Method of Credit Ratings Based on Progressive Decision Utility |
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| YANG Huai-dong,GUO Ya-jun,DONG Ming.A Method of Credit Ratings Based on Progressive Decision Utility[J].Systems Engineering,2004,22(4):86-90. |
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| Authors: | YANG Huai-dong GUO Ya-jun DONG Ming |
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| Abstract: | In this paper, based on the general scheme about the sequential decision, the process of credit ratings is regarded as a question about multi-stage binary segmentation. The concept of decision utility is proposed. Further, both of a dis- (crimination) model and a discrimination rule on the basis of the decision utility are proposed. The problem of the relativity and the non-calibrate between the criterias can be solved by using this method. |
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| Keywords: | Progressive Decision Decision Utility Credit Rating Discrimination Model Credit Risk Risk management |
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