Checking default correlation and score correlation in a breakpoint model for rating classification (Q1650545)
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scientific article; zbMATH DE number 6898450
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Checking default correlation and score correlation in a breakpoint model for rating classification |
scientific article; zbMATH DE number 6898450 |
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Checking default correlation and score correlation in a breakpoint model for rating classification (English)
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4 July 2018
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default correlation
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score correlation
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split point
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default probability
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credit risk model
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rating classification
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