Kochański, Błazej - In: Risks : open access journal 10 (2022) 10, pp. 1-17
describing the shape of an ROC curve, estimating the discriminatory power of a scorecard, and generating ROC curves without … underlying data. The primary purpose of this study is to review the ROC curve models proposed in the literature, primarily in …-risk-management practice. We list several theoretical models for an ROC curve and describe them in the credit-scoring context. The model list …