Calibration alternatives to logistic regression and their potential for transferring the dispersion of discriminatory power into uncertainties of probabilities of default

Saved in:

Authors and Corporations:

Wosnitza, Jan Henrik (Author)

Type of Resource:

E-Book

Language:

English

published:

Frankfurt am Main Deutsche Bundesbank [2022]

Series:

Subjects:

Calibration

credit score

cumulative accuracy profile

logistic regression

margin of conservatism

probability of default

Graue Literatur

Source:

Verbunddaten SWB
Lizenzfreie Online-Ressourcen

ISBN:

9783957298706

Internet