Validating risk models with a focus on credit scoring models

Journal of Statistical Computation and Simulation

Volumn 79, Issue 2, 2009, Pages 181-193

  Dryver, Arthur L ^a   Sukkasem, Jantra ^b  

^a NATIONAL INSTITUTE OF DEVELOPMENT ADMINISTRATION   (Thailand)

^b PRINCE OF SONGKLA UNIVERSITY   (Thailand)

Author keywords

Credit scoring; Goodness of fit; Risk models; Validation

Indexed keywords

EID: 57349179494     PISSN: 00949655     EISSN: 15635163     Source Type: Journal    
DOI: 10.1080/00949650701684678     Document Type: Article

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