One of the main tasks of conjoint analysis is to identify consumer preferences about potential products or services. Accordingly, different estimation methods have been proposed to determine the corresponding relevant attributes. Most of these approaches rely on the post-processing of the...

This paper presents a new approach for consumer credit scoring, by tailoring a profit-based classification performance measure to credit risk modeling. This performance measure takes into account the expected profits and losses of credit granting and thereby better aligns the model developers’...

We present a methodology to grant and follow-up credits for micro-entrepreneurs. This segment of grantees is very relevant for many economies, especially in developing countries, but shows a behavior different to that of classical consumers where established credit scoring systems exist. Parts...