Survival analysis for technology credit scoring adjusting total perception

T. H. Moon, So Young Sohn

Research output: Contribution to journalArticle

6 Citations (Scopus)

Abstract

In the area of technology financing, the scorecard model is one of the most popular tools used to help organizations decide whether or not to grant loans to applicant firms. However, the scorecards are often filled-in based on the evaluators total perception rather than the individual attribute scores of which the scorecards are composed. Misleading results may occur when reversely scored individual attributes that are based on the total perception are used in the default prediction model. This paper proposes a survival model that takes into account not only the time to default but also the total perception scoring phenomenon. This proposed approach is expected to contribute to decision-making in various areas of technology, such as RD investments, alliances, transfers, and loans.

Original languageEnglish
Pages (from-to)1159-1168
Number of pages10
JournalJournal of the Operational Research Society
Volume62
Issue number6
DOIs
Publication statusPublished - 2011 Jun 1

Fingerprint

Decision making
Scorecard
Credit scoring
Survival analysis
Loans
Default prediction
Alliances
Financing
Prediction model
Survival model
Evaluator
Scoring

All Science Journal Classification (ASJC) codes

  • Management Information Systems
  • Strategy and Management
  • Management Science and Operations Research
  • Marketing

Cite this

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Survival analysis for technology credit scoring adjusting total perception. / Moon, T. H.; Sohn, So Young.

In: Journal of the Operational Research Society, Vol. 62, No. 6, 01.06.2011, p. 1159-1168.

Research output: Contribution to journalArticle

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