| 基于分类最优原理的小企业信用风险评价 |
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| 引用本文： | 杜永强,迟国泰,刘峻伯.基于分类最优原理的小企业信用风险评价[J].技术经济,2014(3):103-107. |
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| 作者姓名： | 杜永强 迟国泰 刘峻伯 |
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| 作者单位： | [1]大连理工大学工商管理学院,辽宁大连116024 [2]大连理工大学数学科学学院,辽宁大连116024 |
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| 基金项目： | 国家自然科学基金项目“基于违约风险金字塔原理的小企业贷款定价模型”（71171031）;教育部科学技术研究项目“信用风险评价理论与模型研究”（2011-10）;大连银行小企业信用风险评级系统与贷款定价项目（2012-01） |
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| 摘 要： | 基于分类最优原理进行小企业信用风险评价,即以违约样本和非违约样本的重心距离最大为目标函数,以指标的三角模糊熵及变异系数组成的指标权重区间为约束条件,确定指标的组合权重,评价小企业信用风险状况。应用实例结果表明:利用该方法评价小企业的信用风险,能够更好地区分违约客户与非违约客户,使模型的判别精度有所提高。
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| 关 键 词： | 企业信用 信用评价 信用风险 分类最优原理 |
Evaluation on Credit Risk of Small Enterprise Based on Optimal Classification Principle |
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| Du Yongqiang,Chi Guotai,Liu Junbo.Evaluation on Credit Risk of Small Enterprise Based on Optimal Classification Principle[J].Technology Economics,2014(3):103-107. |
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| Authors: | Du Yongqiang Chi Guotai Liu Junbo |
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| Institution: | 1. School of Business Management,Dalian University of Technology, Dalian Liaoning 116024,China 2. School of Mathematical Science, Dalian University of Technology, Dalian Liaoning 116024, China) |
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| Abstract: | This paper evaluates the credit risk of small enterprise based on the optimal classification principle. That is,it takes the maximum of distance between default and non-default samples＇ centre gravity as the objective function, and considers the constraint on the range of indicators which are computed through the triangular fuzzy entropy and variable coefficient of the indicator, then calculates the combination weights of indi- cators to evaluate the credit risk of small enterprise. The example result indicates that default and non-default customers could be distinguished better by using this method,and the discrimination accuracy of model could also be improved. |
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| Keywords: | enterprise＇s credit credit evaluation credit risk optimal classification principle |
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