Which Curve Fits Best: Fitting ROC Curve Models to Empirical Credit-Scoring Data
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- Anderson, Raymond, 2007. "The Credit Scoring Toolkit: Theory and Practice for Retail Credit Risk Management and Decision Automation," OUP Catalogue, Oxford University Press, number 9780199226405.
- Alicja Jokiel-Rokita & Rafał Topolnicki, 2019. "Minimum distance estimation of the binormal ROC curve," Statistical Papers, Springer, vol. 60(6), pages 2161-2183, December.
- Efsun Kürüm & Kasirga Yildirak & Gerhard-Wilhelm Weber, 2012. "A classification problem of credit risk rating investigated and solved by optimisation of the ROC curve," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 20(3), pages 529-557, September.
- Blochlinger, Andreas & Leippold, Markus, 2006. "Economic benefit of powerful credit scoring," Journal of Banking & Finance, Elsevier, vol. 30(3), pages 851-873, March.
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Keywords
credit scoring; ROC curve; Gini coefficient;All these keywords.
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