Calibration and mapping of credit scores by riding the cumulative accuracy profile
Marco van der Burgt
| Year of publication: |
2019
|
|---|---|
| Authors: | Burgt, Marco van der |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 15.2019, 1, p. 1-25
|
| Subject: | credit scoring | ratings | default probability | calibration | power curve | accuracy ratio | Theorie | Theory | Kreditwürdigkeit | Credit rating | Kreditrisiko | Credit risk | Prognoseverfahren | Forecasting model | Insolvenz | Insolvency | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JCR.2018.240 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012100567