Methods and systems for efficiently sampling portfolios for optimal underwriting
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[edit] Patent Title
Methods and systems for efficiently sampling portfolios for optimal underwriting
[edit] Patent Number
US Patent 7003484
[edit] Abstract
A method of valuation of large groups of assets by partial full underwriting, partial sample underwriting and inferred values of the remainder using an iterative and adaptive supervised and unsupervised statistical evaluation of all assets and statistical inferences drawn from the evaluation and applied to generate the inferred asset values. Individual asset values are developed and listed in relational tables so that individual asset values can be rapidly taken from the tables and quickly grouped in any desired or prescribed manner for bidding purposes. The assets are collected into a database, divided into categories by credit variable, subdivided by ratings as to those variables and then rated individually. The assets are then regrouped according to a bidding grouping and a collective valuations established by cumulating the individual valuations.
[edit] Inventors
Keyes; Tim Kerry (West Redding, CT), Johnson; Christopher Donald (Clifton Park, NY), Messmer; Richard Paul (Rexford, NY), Edgar; Marc Thomas (Glenmont, NY), Kapoor; Navneet (Tokyo, JP)
[edit] Assignee
GE Capital Commercial Finance, Inc. (Stamford, CT)
[edit] Filed Date
December 15, 2000
[edit] Links
Full Patent Information [1]
