A multiple-sample semiparametric density ratio model, which is equivalent to a generalized logistic regression model, can be constructedby multiplicative exponential distortions of a reference distribution. Distortion functions are assumed to be nonnegative and of a known finite-dimensional...

This thesis focuses on two statistical problems related to credit scoring. In credit scoring of individuals, two classes are distinguished, namely low and high risk individuals (the so-called "good" and "bad" risk classes). Firstly, we suggest a measure which may be used to study the nature of a...