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Validating risk models with a focus on credit scoring models - MaRDI portal

Validating risk models with a focus on credit scoring models (Q3615065)

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Validating risk models with a focus on credit scoring models
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    Validating risk models with a focus on credit scoring models (English)
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    17 March 2009
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    credit scoring
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    goodness-of-fit
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    risk models
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    validation
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    Kolmogorov-Smirnov
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    simulations
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