CAJ | 학술논문

针对商户小额贷款信用评价问题，分别利用G1法、CRITIC法和均值方差法进行赋权。然后遵循评价结果差异最小的思路，对基于3种单一赋权方法所得的权重进行组合赋权，建立了商户小额贷款信用风险评价模型。实证结果表明：与基于单一赋权方法所得的评价结果相比，基于组合赋权所得的评价结果具有最高的一致性，其误判率和漏判率也均是最低的。
침대상호소액대관신용평개문제，분별이용G1법、CRITIC법화균치방차법진행부권。연후준순평개결과차이최소적사로，대기우3충단일부권방법소득적권중진행조합부권，건립료상호소액대관신용풍험평개모형。실증결과표명：여기우단일부권방법소득적평개결과상비，기우조합부권소득적평개결과구유최고적일치성，기오판솔화루판솔야균시최저적。
Aiming at the credit evaluation of micro‐credit for merchant ,this paper determines the indictors'weights by G1 model ,CRITIC model and variance weighting model.Then following the idea of the minimization of evaluation result diversification ,it calculates the combination weight using the weights based on the above three weighting method ,and establishes the credit evaluation model of micro‐credit for merchant , and makes an empirical study.The result of empirical study shows that the evaluation result based on the combination weighting model have the best consistency and the lowest FRR and FAR.