Different ways of extending order scales dedicated to credit risk assessment

被引：0

作者：

Piasecki, Krzysztof ^{[1
]}

Wojcicka-Wojtowicz, Aleksandra ^{[2
]}

机构：

[1] WSB Univ Poznan, Inst Econ & Finance, Ul Powstancow Wielkopolskich 5, PL-61895 Poznan, Poland

[2] Poznan Univ Econ & Business, Dept Operat Res & Math Econ, Al Niepodleglosci 10, PL-61875 Poznan, Poland

来源：

39TH INTERNATIONAL CONFERENCE ON MATHEMATICAL METHODS IN ECONOMICS (MME 2021) | 2021年

关键词：

order scale; borrowers' scoring; oriented fuzzy numbers;

D O I：

暂无

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

In our previous work, we have proposed an Extended Order Scale (EOS) dedicated to credit risk assessment. This EOS is linked to Numerical Order Scale (NOS) evaluated by trapezoidal oriented fuzzy numbers. The EOS proposed by us uses two-stage orientation phrases. Such a solution can be too detailed for many bank experts. Therefore, the main aim of our paper is to show some ways of a given EOS simplification to a one-stage or zero stage order scale. Moreover, we present a way of calculating the scoring function which enables to avoid the obstacles related to the lack of associativeness property of addition of trapezoidal oriented fuzzy numbers.

引用

页码：387 / 392

页数：6

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