2 citations · 2 across the 2 of their papers we have counts for
2 papers
stat.AP2023★ 2 cited
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…
stat.ME2022
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…