Issue:IFS approach in credit risk assessment

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http://ifigenia.org/wiki/issue:nifs/3/1/35-40

Title of paper: IFS approach in credit risk assessment Author(s): Dimiter Lakov ICCS-BAS, Acad. G. Bonchev str. B1.2, Sofia 1113, Bulgaria Published in: "Notes on IFS", Volume 3 (1997) Number 1, pages 35—40 Download:  PDF (3692  Kb, Info) Abstract: IFS approach in credid risk assessment is proposed. The credit risk is treated as multicriteria task using a number of factors. The factors are presented as sub-normal IF singletons derived by two groups of experts: for and against. Then risk assessment is calculated using factor dependant min/max procedure. At last a pessimistic and optimistic decisions are recovered from their normal IF singletons. Keywords: Credit risk assessment, sub-normal IFS, factor dependent min/max procedure References: K. Atanassov, Intuitionistic fuzzy sets, FSS, 20 (1986), 87-96. K. Atanassov, Geometrical interpretations of the elements of the intuitionistic fuzzy objects. Preprint IM-MFAIS-1-89, Sofia, 1989. D. Lakov, Multicriteria decision analysis in quality control expert systems, VIth IFSA Word Congress, Sao Paulo, Brazil , July 21-28 (1995) Vol.11 205-208. D. Lakov, I. Dimitrov, Self tuning expert systems, ICIK'95, Dalian, P.R. China, August 21-25 (1995) 15-20. D. Lakov, Max/Min Compromising Approach in Quality Control Expert Systems, FLAMOC'96, January 15-18, 1996, Sydney, Australia. D. Lakov, Soft Computing models in credit risk assessment, ITHURS'96, Leon Spain, July 5-7, (1996), Vol.1 455-461.] D. Lakov, Fuzzy neural network structures in credit risk assessment, VIIth IFSA Word Congress, Prague, Czech Republic, July 25-29, 1997, submitted. S.G. Romaniuck, L.O. Hall, Decision making on creditworthiness, FSS, 48 (1992) 15-22. H. Rommelfanger, D. Unterharnscheidt, Modelle zur Aggregation von Bonitatskriterien, Zeitschrift fur betriebswirtschaftliche Forschung 40 (1988) 471-503. H. Rommelfanger, Fuzzy logic-based processing of expert rules used for checking the creditability of small business firms. Technical report: J.W. Geothe-University Frankfort am Main, (1993) 103-113. H.-J. Zimmermann and P. Zysno, Decision and evaluation by hierarchical aggregation of information FSS, 10 (1983) 243-260. Citations: Issue:The algorithm of correction of the unconscientious experts’ evaluations in the interval-valued intuitionistic fuzzy sets case ‎ (← links) The list of publications, citing this article may be empty or incomplete. If you can provide relevant data, please, write on the talk page.