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Sample Bias and Reject Inference

Steven Finlay

Chapter 9 in Credit Scoring, Response Modelling and Insurance Rating, 2010, pp 226-243 from Palgrave Macmillan

Abstract: Abstract Credit scoring models that predict the likelihood of someone repaying the credit they have applied for suffer from a problem known as sample bias.1 Consider the flow through a typical credit application process, as shown in Figure 9.1.

Keywords: Credit Card; Trend Line; Inference Method; Surrogate Data; Credit Scoring (search for similar items in EconPapers)
Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:pal:palchp:978-0-230-29898-9_9

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DOI: 10.1057/9780230298989_9

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