Credibility models with dependence induced by common effects and their applications in bank branch performance prediction.
One of the important issues in banking affairs is to predict performance of bank branches. While we know some of the factors that influence predicted performance, some unobservable factors called 'error' or 'latent and unobservable variables' in statistics, always exert some effe...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English English |
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Inderscience Publishers
2011
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| Online Access: | http://psasir.upm.edu.my/id/eprint/24943/1/Credibility%20models%20with%20dependence%20induced%20by%20common%20effects%20and%20their%20applications%20in%20bank%20branch%20performance%20prediction.pdf |
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| author | Ebrahimzadeh, Mahdi Ibrahim, Noor Akma Jemain, Abdul Aziz Kilicman, Adem |
| author_facet | Ebrahimzadeh, Mahdi Ibrahim, Noor Akma Jemain, Abdul Aziz Kilicman, Adem |
| author_sort | Ebrahimzadeh, Mahdi |
| collection | UPM |
| description | One of the important issues in banking affairs is to predict performance of bank branches. While we know some of the factors that influence predicted performance, some unobservable factors called 'error' or 'latent and unobservable variables' in statistics, always exert some effect on prediction. In this paper, for the first time in studies on prediction of performance of bank branches, we use credibility theory to model the effects of unobservable factors induced by 'common effects'. The models are then used to predict expected performance for a number of branches given the history of all observable performances. We give illustrative example to demonstrate the ideas. |
| first_indexed | 2024-03-06T08:01:21Z |
| format | Article |
| id | upm.eprints-24943 |
| institution | Universiti Putra Malaysia |
| language | English English |
| last_indexed | 2024-03-06T08:01:21Z |
| publishDate | 2011 |
| publisher | Inderscience Publishers |
| record_format | dspace |
| spelling | upm.eprints-249432015-09-09T06:40:06Z http://psasir.upm.edu.my/id/eprint/24943/ Credibility models with dependence induced by common effects and their applications in bank branch performance prediction. Ebrahimzadeh, Mahdi Ibrahim, Noor Akma Jemain, Abdul Aziz Kilicman, Adem One of the important issues in banking affairs is to predict performance of bank branches. While we know some of the factors that influence predicted performance, some unobservable factors called 'error' or 'latent and unobservable variables' in statistics, always exert some effect on prediction. In this paper, for the first time in studies on prediction of performance of bank branches, we use credibility theory to model the effects of unobservable factors induced by 'common effects'. The models are then used to predict expected performance for a number of branches given the history of all observable performances. We give illustrative example to demonstrate the ideas. Inderscience Publishers 2011 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/24943/1/Credibility%20models%20with%20dependence%20induced%20by%20common%20effects%20and%20their%20applications%20in%20bank%20branch%20performance%20prediction.pdf Ebrahimzadeh, Mahdi and Ibrahim, Noor Akma and Jemain, Abdul Aziz and Kilicman, Adem (2011) Credibility models with dependence induced by common effects and their applications in bank branch performance prediction. Journal International Business and Entreprenuership Development, 5 (4). pp. 339-350. ISSN 1549-9324; ESSN:1747-6763 http://www.inderscience.com/ 10.1504/JIBED.2011.042388 English |
| spellingShingle | Ebrahimzadeh, Mahdi Ibrahim, Noor Akma Jemain, Abdul Aziz Kilicman, Adem Credibility models with dependence induced by common effects and their applications in bank branch performance prediction. |
| title | Credibility models with dependence induced by common effects and their applications in bank branch performance prediction. |
| title_full | Credibility models with dependence induced by common effects and their applications in bank branch performance prediction. |
| title_fullStr | Credibility models with dependence induced by common effects and their applications in bank branch performance prediction. |
| title_full_unstemmed | Credibility models with dependence induced by common effects and their applications in bank branch performance prediction. |
| title_short | Credibility models with dependence induced by common effects and their applications in bank branch performance prediction. |
| title_sort | credibility models with dependence induced by common effects and their applications in bank branch performance prediction |
| url | http://psasir.upm.edu.my/id/eprint/24943/1/Credibility%20models%20with%20dependence%20induced%20by%20common%20effects%20and%20their%20applications%20in%20bank%20branch%20performance%20prediction.pdf |
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