| 基于Logistic混合模型的企业信用风险评价研究 |
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| 引用本文： | 陈晓兰,任萍. 基于Logistic混合模型的企业信用风险评价研究[J]. 山东财政学院学报, 2011, 0(2): 90-93 |
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| 作者姓名： | 陈晓兰 任萍 |
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| 作者单位： | 山东财政学院,山东,济南,250014 |
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| 摘 要： | 构建了AHP和Logistic混合模型,并运用该模型对山东省部分样本企业的信用风险进行了评价,结果表明该模型对基于商业银行视角的企业信用风险评价具有良好的适用性,为商业银行进行信用评级提供了参考。
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| 关 键 词： | 信用风险评价 Logistic回归 混合模型 |
A Study on the Credit Risk Assessment Based on Hybrid Model of AHP and Logistic |
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| Chen Xiaolan,Ren Ping. A Study on the Credit Risk Assessment Based on Hybrid Model of AHP and Logistic[J]. Journal of Shandong Finance Institute, 2011, 0(2): 90-93 |
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| Authors: | Chen Xiaolan Ren Ping |
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| Affiliation: | Chen XiaolanRen Ping(School of statistics & mathematics,Shandong University of Finance,Jinan 250014,China) |
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| Abstract: | This article proposes a hybrid model of AHP and Logistic,then assesses the credit risk of some model corporations in Shandong province.The results suggest that the model has a better applicability for corporate credit risk assessment from the perspective of commercial banks,and it provides commercial banks a useful reference for credit rating. |
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| Keywords: | Credit risk assessment Logistic regression Hybrid model |
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