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Skill scores and modified Lorenz domination in default forecasts - MaRDI portal

Skill scores and modified Lorenz domination in default forecasts (Q2311143)

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Skill scores and modified Lorenz domination in default forecasts
scientific article

    Statements

    title
    Skill scores and modified Lorenz domination in default forecasts (English)
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    author
    Yanyan Li
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    publication date
    10 July 2019
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    zbMATH Keywords
    probability forecasts
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    Lorenz curves
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    rating industry
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    Identifiers

    zbMATH DE Number
    7078322
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    OpenAlex ID
    W2944266277
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    Wikidata QID
    Q127925213
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