Introduzione Ai Metodi Statistici Per Il Credit Scoring by Elena Stanghellini
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Introduzione Ai Metodi Statistici Per Il Credit Scoring

Introduzione Ai Metodi Statistici Per Il Credit Scoring


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About the Book

Il libro si pone l'obiettivo di introdurre i due modelli statistici maggiormente utilizzati nel settore dello scoring di accettazione, quali il modello logistico e l'analisi discriminante. In questo contesto, sulla base delle informazioni in possesso al momento della richiesta, si deve prendere la decisione se concedere o meno il finanziamento. Di conseguenza, le tecniche che si utilizzano hanno tutte la caratteristica di suddividere la potenziale clientela in due insiemi: i 'buoni' ed i 'cattivi' pagatori. L'impostazione del libro è di tipo statistico: particolare enfasi è posta sul fatto che il comportamento di un cliente è descritto attraverso una variabile aleatoria binaria che è oggetto di previsione. Questa variabile casuale viene messa in relazione, attraverso un modello statistico, con un insieme di variabili esplicative che descrivono il profilo del potenziale cliente, e che sono note al momento della richiesta di finanziamento. I parametri del modello statistico non sono noti e pertanto debbono essere stimati attraverso tecniche inferenziali. A tal fine, si dispone di un campione estratto in modo casuale dalla popolazione dei potenziali clienti. Questo campione tipicamente è suddiviso in un campione di sviluppo ed un campione di validazione. Nel libro saranno analizzati in dettaglio alcuni casi reali. La scelta è quella di fornire una trattazione approfondita dei due metodi, che ne metta in luce sia i punti di forza sia la eventuale non corrispondenza alla realtà delle assunzioni si cui si basano. Questa conoscenza è prerequisito fondamentale per un corretto uso anche degli strumenti più avanzati, nell'ambito sia dello scoring di accettazione che in quello comportamentale.


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Product Details
  • ISBN-13: 9788847010802
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Height: 231 mm
  • No of Pages: 192
  • Series Title: Unitext
  • Weight: 326 gr
  • ISBN-10: 8847010802
  • Publisher Date: 29 Jul 2009
  • Binding: Paperback
  • Language: Italian
  • Returnable: Y
  • Spine Width: 10 mm
  • Width: 155 mm


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