Auteur J. Crook
Documents disponibles écrits par cet auteur (2)
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Article : texte imprimé
We use response data collected by a lender to estimate the probabilities of loan offers being accepted by the applicants and the survival probabilities of default and of paying back early. Combining all those together we estimated the expected p[...]
Article : texte imprimé
J. Banasik, Auteur ; J. Crook, Auteur |The literature suggests that the commonly used augmentation method of reject inference achieves no appreciable benefit in the context of logistic and probit regression models. Ranking is not improved and the ability to discern a correct cut-off [...]
