Citation
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
Abstract
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.
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Additional Metadata
| Item Type: | Article |
|---|---|
| Divisions: | Faculty of Science |
| DOI Number: | https://doi.org/10.1504/JIBED.2011.042388 |
| Publisher: | Inderscience Publishers |
| Keywords: | Credibility models; Common effects; Performance prediction; Business development. |
| Depositing User: | Nur Farahin Ramli |
| Date Deposited: | 19 Aug 2013 00:48 |
| Last Modified: | 09 Sep 2015 06:40 |
| Altmetrics: | http://www.altmetric.com/details.php?domain=psasir.upm.edu.my&doi=10.1504/JIBED.2011.042388 |
| URI: | http://psasir.upm.edu.my/id/eprint/24943 |
| Statistic Details: | View Download Statistic |
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