Title :
Using Bayesian belief networks to evaluate credit guarantee risk
Author :
He, Zu-yu ; Han, Yu-qi ; Wang, Hua-Wei ; Mei, Qiang
Author_Institution :
Sch. of Econ. & Manage., Nanjing Univ. of Sci. & Technol., China
Abstract :
The evaluation of credit guarantee risk (CGR) involves many complex problems such as how to quantify risk, how to express causal relationships of risk factors, how to fuse all kinds of information and evaluate risk with uncertainties. Thus the evaluation of CGR is very difficult because of its uncertainty and diverse information. Bayesian belief networks (BBN) are basically a framework for reasoning uncertainty and diverse information. This paper presents BBN as a new methodology to evaluate CGR. An example is presented by using the BBN method.
Keywords :
belief networks; credit transactions; finance; probability; risk management; Bayesian belief networks; credit guarantee risk; financial risk; probability; reasoning; risk evaluation; uncertainty handling; Bayesian methods; Ethics; Fuses; Helium; History; Marketing and sales; Production; Risk management; Technology management; Uncertainty;
Conference_Titel :
Machine Learning and Cybernetics, 2002. Proceedings. 2002 International Conference on
Print_ISBN :
0-7803-7508-4
DOI :
10.1109/ICMLC.2002.1174528