| 个人信用评估中的LOGISTIC模型 |
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| 引用本文： | 徐少锋,王延臣. 个人信用评估中的LOGISTIC模型[J]. 天津科技大学学报, 2003, 0(Z1) |
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| 作者姓名： | 徐少锋 王延臣 |
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| 作者单位： | 中国人民大学统计系，天津商学院基础部 北京 100872，天津 300132 |
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| 摘 要： | 通过对以信贷申请书为基础的风险程度进行定量分析,使信贷决策合理化,从而降低个人信用风险。LOGISTIC回归模型提供给我们一个用来评估个人信用的非常有用的工具。本文利用美国花旗银行某分支机构1999年部分客户贷款量数据,应用LOGISTIC回归模型进行了实证分析。
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| 关 键 词： | 个人信用评估 LOGISTIC回归 发生比 |
LOGISTIC MODEL IN THE PERSONAL CREDIT ESTIMATION |
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| XU Shao-feng,WANG Yan-chen. LOGISTIC MODEL IN THE PERSONAL CREDIT ESTIMATION[J]. Journal of Tianjin University of Science & Technology, 2003, 0(Z1) |
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| Authors: | XU Shao-feng WANG Yan-chen |
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| Affiliation: | XU Shao-feng,WANG Yan-chen Department of Statistics,Renmin University of China,Beijing 100872, Division of Basic Science,Tianjin School of Business,Tianjin 300132 |
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| Abstract: | The objective of this article is that through the mathematical analysis of the risk based onloan application form, to rationalize loan decision and reduce the personal credit risk. Logistic re-gression model plays an important role in the analysis of personal credit estimation. In this paper,via logistic model, we analyze the personal credit estimation problem with raw data of City Bank in1999. |
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| Keywords: | personal credit logistic regression model odds |
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