On the ordering of probability forecasts
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- Prof. Dr. Walter Krämer, "undated". "On the ordering of probability forecasts," Working Papers 1, Business and Social Statistics Department, Technische Universität Dortmund, revised May 2003.
References listed on IDEAS
- Crouhy, Michel & Galai, Dan & Mark, Robert, 2001. "Prototype risk rating system," Journal of Banking & Finance, Elsevier, vol. 25(1), pages 47-95, January.
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- Walter Krämer & André Güttler, 2008.
"On comparing the accuracy of default predictions in the rating industry,"
Empirical Economics, Springer, vol. 34(2), pages 343-356, March.
- Prof. Dr. Walter Krämer & Andre Güttler, "undated". "On comparing the accuracy of default predictions in the rating industry," Working Papers 2, Business and Social Statistics Department, Technische Universität Dortmund, revised Oct 2006.
- André Güttler & Walter Kraemer, 2008. "On Comparing the Accuracy of Default Predictions in the Rating Industry," CESifo Working Paper Series 2202, CESifo.
- Krämer, Walter & Güttler, André, 2003. "Comparing the accuracy of default predictions in the rating industry: The case of Moody's vs. S&P," Technical Reports 2003,23, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
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Keywords
probability forecasts; calibration; refinement; domination;All these keywords.
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