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On assessing the relative performance of default predictions - MaRDI portal

On assessing the relative performance of default predictions

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Publication:4687645

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DOI10.1002/FOR.2479zbMath1397.62552OpenAlexW2730914943MaRDI QIDQ4687645

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Publication date: 12 October 2018

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/for.2479

zbMATH Keywords

partial orderings rating systems Gini curve ROC criterion

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Credit risk (91G40)

Related Items (1)

Skill scores and modified Lorenz domination in default forecasts

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