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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...

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Main Authors:	Ebrahimzadeh, Mahdi, Ibrahim, Noor Akma, Jemain, Abdul Aziz, Kilicman, Adem
Format:	Article
Language:	English English
Published:	Inderscience Publishers 2011
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 http://psasir.upm.edu.my/id/eprint/24943/ http://www.inderscience.com/
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id	my.upm.eprints.24943
record_format	eprints
spelling	my.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
institution	Universiti Putra Malaysia
building	UPM Library
collection	Institutional Repository
continent	Asia
country	Malaysia
content_provider	Universiti Putra Malaysia
content_source	UPM Institutional Repository
url_provider	http://psasir.upm.edu.my/
language	English English
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.
format	Article
author	Ebrahimzadeh, Mahdi Ibrahim, Noor Akma Jemain, Abdul Aziz Kilicman, Adem
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.
author_facet	Ebrahimzadeh, Mahdi Ibrahim, Noor Akma Jemain, Abdul Aziz Kilicman, Adem
author_sort	Ebrahimzadeh, Mahdi
title	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_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_sort	credibility models with dependence induced by common effects and their applications in bank branch performance prediction.
publisher	Inderscience Publishers
publishDate	2011
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 http://psasir.upm.edu.my/id/eprint/24943/ http://www.inderscience.com/
_version_	1643828511248482304
score	13.211869

Credibility models with dependence induced by common effects and their applications in bank branch performance prediction.

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