Evaluating models for classifying customers in retail banking collections / D. J. Hand in Journal of the operational research society (JORS), Vol. 61 N° 10 (Octobre 2010)  

Public ISBD [article]  inJournal of the operational research society (JORS) > Vol. 61 N° 10 (Octobre 2010) . - pp. 1540–1547 Titre : Evaluating models for classifying customers in retail banking collections Type de document : texte imprimé Auteurs : D. J. Hand, Auteur ; F. Zhou, Auteur Année de publication : 2011 Article en page(s) : pp. 1540–1547 Note générale : Recherche opérationnelle Langues : Anglais (eng) Mots-clés : Banking Decision analysis Collections Credit AUC Gini coefficient Index. décimale : 001.424 Résumé : When seeking to establish a repayment strategy with delinquent borrowers, it is useful to determine how they are likely to behave, so that an optimal use of resources can be made. We examine two behavioural classifications (‘settle immediately’ versus ‘not settle immediately’, and ‘make some repayment’ versus ‘make no repayment’) and apply a variety of rules for predicting into which class each customer is likely to belong. Since no such rule will yield perfect predictions, the way in which performance is evaluated is crucial in choosing a good rule, and hence subsequently in obtaining accurate predictions of likely future behaviour. We examine some popular standard performance evaluation criteria, showing that they have major weaknesses. We describe and illustrate the use of an alternative measure that overcomes these weaknesses. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n10/abs/jors2009129a.html [article] Evaluating models for classifying customers in retail banking collections [texte imprimé] / D. J. Hand, Auteur ; F. Zhou, Auteur . - 2011 . - pp. 1540–1547. Recherche opérationnelle Langues : Anglais (eng) in Journal of the operational research society (JORS) > Vol. 61 N° 10 (Octobre 2010) . - pp. 1540–1547 Mots-clés : Banking Decision analysis Collections Credit AUC Gini coefficient Index. décimale : 001.424 Résumé : When seeking to establish a repayment strategy with delinquent borrowers, it is useful to determine how they are likely to behave, so that an optimal use of resources can be made. We examine two behavioural classifications (‘settle immediately’ versus ‘not settle immediately’, and ‘make some repayment’ versus ‘make no repayment’) and apply a variety of rules for predicting into which class each customer is likely to belong. Since no such rule will yield perfect predictions, the way in which performance is evaluated is crucial in choosing a good rule, and hence subsequently in obtaining accurate predictions of likely future behaviour. We examine some popular standard performance evaluation criteria, showing that they have major weaknesses. We describe and illustrate the use of an alternative measure that overcomes these weaknesses. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n10/abs/jors2009129a.html

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