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Credit evaluation based on the improved super-efficiency method

  • Xia Hua
  • , Wei Yi Han*
  • , Shan Shan Quan
  • *Corresponding author for this work
  • School of Management, Harbin Institute of Technology
  • HIT-UCB/IURD Joint Research Center of Sustainable Urban Development

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

For internet finance companies, in order to differentiate good customers from bad customers, ranking and classifying customers according to credit scores is an important means to avoid risk. In the paper, an improved super-efficiency method is obtained and applied to evaluate the customers' credit in internet finance companies. In contrast to the super-efficiency method, computing results shows the improved method can really overcome two shortcomings of the original method: (1) relative efficiency values of some decision-making units are too large; (2) infeasibility problem can occurred in the original model. Furthermore, compared with other modified super-efficiency method, the improved method is simple. Data analysis illustrates that the improved method can rank and classify customers rationally. So the new method can provide feasible decision basis for risk management.

Original languageEnglish
Title of host publication2017 International Conference on Management Science and Engineering - 24th Annual Proceedings, ICMSE 2017
EditorsMa Tao, Shao Zhen, Ji Yuan
PublisherIEEE Computer Society
Pages569-574
Number of pages6
ISBN (Electronic)9781538613740
DOIs
StatePublished - 2 Jul 2017
Externally publishedYes
Event24th Annual International Conference on Management Science and Engineering, ICMSE 2017 - Nomi, Japan
Duration: 17 Aug 201720 Aug 2017

Publication series

NameInternational Conference on Management Science and Engineering - Annual Conference Proceedings
Volume2017-August
ISSN (Print)2155-1847

Conference

Conference24th Annual International Conference on Management Science and Engineering, ICMSE 2017
Country/TerritoryJapan
CityNomi
Period17/08/1720/08/17

Keywords

  • Credit evaluation
  • Data envelopment analysis
  • Decision-making unit
  • Rank
  • Super-efficiency method

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