Abstract: This paper analyzes a typical credit evaluation problem with incomplete information,such as incomplete credit reference information and interval data. After analyzing the problem with incomplete credit reference information and the characteristics of the problem,one method based on data envelopment analysis(DEA)theory is presented to set a new reference cells with the collection of rejection cases,and a corresponding DEA model is proposed. Moreover,considering creditevaluation measures in the presence of complicated interval index value,a credit classification method is shown. And a numeric example is employed to illustrate the method. Since the present method can effectively solve the creditev aluation problem with incomplete credit reference information and interval data,it can be easily integrated into many practical applications.

Key words: credit evaluation, incomplete information, data envelopment analysis(DEA), interval data