2 citations · 3 across the 5 of their papers we have counts for
5 papers
A critical review of existing and new population stability testing procedures in credit risk scoring
Johan du Pisanie, James Allison, Christian Budde +1
Credit scorecards are models used for the modelling of the probability of default of clients. The decision to extend credit to an applicant, as well as the price of the credit, is…
On a new class of tests for the Pareto distribution using Fourier methods
L. Ndwandwe, J. S. Allison, M. Smuts +1
We propose new classes of tests for the Pareto type I distribution using the empirical characteristic function. These tests are and statistics based on a characterisation o…
Testing for the Pareto type I distribution: A comparative study
L. Ndwandwe, J. S. Allison, L. Santana +1
Pareto distributions are widely used models in economics, finance and actuarial sciences. As a result, a number of goodness-of-fit tests have been proposed for these distributions…
On fitting the Lomax distribution: a comparison between minimum distance estimators and other estimation techniques
Thobeka Nombebe, James Allison, Leonard Santana +1
In this paper we investigate the performance of a variety of estimation techniques for the scale and shape parameter of the Lomax distribution. These methods include traditional me…
A proposed simulation technique for population stability testing in credit risk scorecards
J. du Pisanie, J. S. Allison, I. J. H. Visagie
Credit risk scorecards are logistic regression models, fitted to large and complex data sets, employed by the financial industry to model the probability of default of a potential…