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A Note On The Optimal Cutoff Point In Bankruptcy Prediction Models

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  • Su‐Jane Hsieh

Abstract

A modified Bayesian decision model is derived in the study to systematically estimate an optimal cutoff point for bankruptcy prediction models. In addition, a loss function is implemented in the model so that the total error costs instead of the total error probability is minimized. Any dichotomous classification problem with unequal error costs would find this decision model useful.

Suggested Citation

  • Su‐Jane Hsieh, 1993. "A Note On The Optimal Cutoff Point In Bankruptcy Prediction Models," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 20(3), pages 457-464, April.
    • Handle: RePEc:bla:jbfnac:v:20:y:1993:i:3:p:457-464
    DOI: 10.1111/j.1468-5957.1993.tb00268.x
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