Classification methods applied to credit scoring: Systematic review and overall comparison

F Louzada, A Ara, GB Fernandes - Surveys in Operations Research and …, 2016 - Elsevier
The need for controlling and effectively managing credit risk has led financial institutions to
excel in improving techniques designed for this purpose, resulting in the development of …

An empirical comparison of correlation-based systemic risk measures

C Pastorino, P Uberti - Quality & Quantity, 2024 - Springer
Despite the growing attention in the last years on the topic of systemic risk, a widely
accepted definition of systemic crisis is missing. We use a theoretical scheme to subjectively …

Modelling MTPL insurance claim events: Can machine learning methods overperform the traditional GLM approach?

D Burka, L Kovács, L Szepesváry - Hungarian Statistical Review, 2021 - real.mtak.hu
Pricing an insurance product covering motor third-party liability is a major challenge for
actuaries. Comprehensive statistical modelling and modern computational power are …

Classification methods applied to credit scoring with collateral

G Teles, JJPC Rodrigues, K Saleem… - IEEE Systems …, 2019 - ieeexplore.ieee.org
Credit operations are indispensable in the organizational development of financial
institutions. However, misconduct in these operations occurs, and this can lead to financial …

Minimizing the impact of geographical basis risk on weather derivatives

M D'Aversa, A Mainini, E Moretto, S Stefani… - Annals of Operations …, 2023 - Springer
In the last decade, the index-based weather products (also called weather derivatives) have
been gaining attention in the climate resilience discussion. Weather derivatives are …

Informatikai kihívások a modern aktuáriusi modellezésben: Kvantitatív módszerek és gépi algoritmusok alkalmazása a pénzáram modellezésben és az árazásban

L Szepesváry - 2022 - phd.lib.uni-corvinus.hu
Az értekezés tudományága a modern aktuáriustudomány (biztosításmatematika). A
dolgozatban ismertetésre kerül a biztosítási kockázat fogalma, az élet-és nem …

[PDF][PDF] An Empirical Comparison of Correlation-Based Systemic Risk Measures and the Definition of Systemic Crisis

C Pastorino, P Uberti - researchgate.net
Despite the growing attention in the last years on the topic of systemic risk, a widely
accepted definition of systemic crisis is missing. We propose a theoretical scheme to …

[PDF][PDF] THESIS BOOK

L Szepesváry - core.ac.uk
The concepts of risk and insurance are well-known from our daily lives. As described by
Banyár (based on various encyclopaedias and textbooks),„risk is the danger from an action …

Técnicas de classificação aplicadas a credit scoring: revisão sistemática e comparação

RF Viana - 2015 - teses.usp.br
Com a crescente demanda por crédito é muito importante avaliar o risco de cada operação
desse tipo. Portanto, ao fornecer crédito a um cliente é necessário avaliar as chances do …

Técnicas de classificação aplicadas a credit scoring: revisão sistemática e comparação

R Frazzato Viana - 2015 - repositorio.ufscar.br
Com a crescente demanda por crédito é muito importante avaliar o risco de cada operaçao
desse tipo. Portanto, ao fornecer crédito a um cliente é necessário avaliar as chances do …