Modifications of order scales for assessing debtors

• Autorzy: Wójcicka-Wójtowicz Aleksandra , Piasecki Krzysztof

Identyfikatory

DOI

10.37190/ord220309

• Języki publikacji: EN

Abstrakty

EN

In previous research, the Extended Order Scale (EOS) dedicated to risk assessment was analysed. It was characterised by a Numerical Order Scale (NOS) evaluated by trapezoidal oriented fuzzy numbers (TrOFNs). However, the research showed that EOS with two-stage orientation phases, was too complicated. Therefore, the main aim of our paper is to simplify a Complete Order Scale (COS) to a zero- or one-stage order scale and a hybrid approach. For this purpose, a way to calculate the scoring function is presented. The results show that changes in the COS structure influence the values of a scoring function. Replacing just one linguistic indicator gives different results. Another finding of the research is the method’s flexibility that allows an expert to individually choose the most suitable COS. The research proves that the boundary between various linguistic labels cannot be precisely defined. However, knowledge of a formal COS structure allows it to be transformed into a less complex one.

Słowa kluczowe

EN

order scale; credit scoring; trapezoidal oriented fuzzy number

• Wydawca: Oficyna Wydawnicza Politechniki Wrocławskiej
• Czasopismo: Operations Research and Decisions
• Rocznik: 2022
• Tom: Vol. 32, No. 3
• Strony: 142--151
• Opis fizyczny: Bibliogr. 25 poz.

Twórcy

autor

Wójcicka-Wójtowicz Aleksandra

• Department of Operations Research and Mathematical Economics, Poznań University of Economics and Business, Poznań, Poland

• https://orcid.org/0000-0002-0725-0278

autor

Piasecki Krzysztof

• Institute of Economy and Finance, WSB University in Poznań, Poznań, Poland

• https://orcid.org/0000-0002-9629-4167

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Uwagi

Opracowanie rekordu ze środków MEiN, umowa nr SONP/SP/546092/2022 w ramach programu "Społeczna odpowiedzialność nauki" - moduł: Popularyzacja nauki i promocja sportu (2022-2023).