-
1
-
-
49549139345
-
The area above the ordinal dominance graph and the area below the receiver operating characteristic graph
-
D. Bamber The area above the ordinal dominance graph and the area below the receiver operating characteristic graph Journal of Mathematical Psychology 12 1975 387-415
-
(1975)
Journal of Mathematical Psychology
, vol.12
, pp. 387-415
-
-
Bamber, D.1
-
2
-
-
33644799540
-
The Economic Benefits of Powerful Credit Scoring Models
-
Working Paper 216, NCCR FINRISK. Available from:
-
Bloechlinger, A., Leippold, M., 2004. The Economic Benefits of Powerful Credit Scoring Models. Working Paper 216, NCCR FINRISK. Available from: .
-
(2004)
-
-
Bloechlinger, A.1
Leippold, M.2
-
4
-
-
4344616745
-
A Simple Model of Credit Contagion
-
NCCR Working Paper, University of Zurich
-
Egloff, D., Leippold, M., Vanini, P., 2004. A Simple Model of Credit Contagion. NCCR Working Paper, University of Zurich.
-
(2004)
-
-
Egloff, D.1
Leippold, M.2
Vanini, P.3
-
6
-
-
33644811712
-
Uses and Misuses of Measures for Credit Rating Accuracy
-
Working Paper, University of Regensburg
-
Hamerle, A., Rauhmeier, R., Roesch, D., 2003. Uses and Misuses of Measures for Credit Rating Accuracy. Working Paper, University of Regensburg.
-
(2003)
-
-
Hamerle, A.1
Rauhmeier, R.2
Roesch, D.3
-
7
-
-
0003495267
-
Construction and Assessment of Classification Rules
-
Chichester: John Wiley and Sons
-
D.J. Hand Construction and Assessment of Classification Rules 1997 John Wiley and Sons Chichester
-
(1997)
-
-
Hand, D.J.1
-
8
-
-
0020083498
-
The meaning and use of the area under a receiver operating characteristic (ROC) curve
-
J.A. Hanley B.J. McNeil The meaning and use of the area under a receiver operating characteristic (ROC) curve Radiology 143 1982 29-36
-
(1982)
Radiology
, vol.143
, pp. 29-36
-
-
Hanley, J.A.1
McNeil, B.J.2
-
9
-
-
2442688832
-
Portfolio Management of Credit Risk
-
Working Paper, Moody's KMV
-
Kealhofer, S., Bohn, J., 2001. Portfolio Management of Credit Risk. Working Paper, Moody's KMV.
-
(2001)
-
-
Kealhofer, S.1
Bohn, J.2
-
10
-
-
4644249807
-
Measuring default accurately
-
March
-
J. Sobehart S. Keenan Measuring default accurately Risk March 2001 31-33
-
(2001)
Risk
, pp. 31-33
-
-
Sobehart, J.1
Keenan, S.2
-
11
-
-
0142077334
-
Benchmarking Default Prediction Models: Pitfalls
-
Working Paper, Moody's KMV
-
Stein, R.M., 2002. Benchmarking Default Prediction Models: Pitfalls. Working Paper, Moody's KMV.
-
(2002)
-
-
Stein, R.M.1
-
12
-
-
13444259958
-
The relationship between default prediction and lending profits: Integrating ROC analysis and loan pricing
-
R.M. Stein The relationship between default prediction and lending profits: Integrating ROC analysis and loan pricing Journal of Banking and Finance 29 2005 1213-1236
-
(2005)
Journal of Banking and Finance
, vol.29
, pp. 1213-1236
-
-
Stein, R.M.1
-
13
-
-
4644322159
-
What is a More Powerful Model Worth?
-
Working Paper, Moody's KMV
-
Stein, R.M., Jordão, F., 2003. What is a More Powerful Model Worth? Working Paper, Moody's KMV.
-
(2003)
-
-
Stein, R.M.1
Jordão, F.2
-
14
-
-
0001466281
-
A survey of credit and behavioral scoring: Forecasting financial risk of lending to consumers
-
L.C. Thomas A survey of credit and behavioral scoring: Forecasting financial risk of lending to consumers International Journal of Forecasting 16 2000 149-172
-
(2000)
International Journal of Forecasting
, vol.16
, pp. 149-172
-
-
Thomas, L.C.1
|