| Title of paper:
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IFS approach in credit risk assessment
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| Author(s):
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| Dimiter Lakov
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| ICCS-BAS, Acad. G. Bonchev str. B1.2, Sofia 1113, Bulgaria
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| Published in:
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"Notes on IFS", Volume 3 (1997) Number 1, pages 35—40
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| Download:
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 PDF (3692 Kb, File info)
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| Abstract:
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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.
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| Keywords:
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Credit risk assessment, sub-normal IFS, factor dependent min/max procedure
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| References:
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| Citations:
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