Ontology highlight
ABSTRACT:
SUBMITTER: Ehrhardt A
PROVIDER: S-EPMC9041715 | biostudies-literature | 2021
REPOSITORIES: biostudies-literature
Ehrhardt Adrien A Biernacki Christophe C Vandewalle Vincent V Heinrich Philippe P Beben Sébastien S
Journal of applied statistics 20210520 13-15
The granting process is based on the probability that the applicant will refund his/her loan given his/her characteristics. This probability, also called score, is learnt based on a dataset in which rejected applicants are excluded. Thus, the population on which the score is used is different from the learning population. Many "reject inference" methods try to exploit the data available from the rejected applicants in the learning process. However, most of these methods are empirical and lack of ...[more]