Optimal scoring cutoff policies and efficient frontiers
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Publication:5694068
DOI10.1057/palgrave.jors.2602021zbMath1095.90051OpenAlexW2089344127MaRDI QIDQ5694068
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Publication date: 29 September 2005
Published in: Journal of the Operational Research Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1057/palgrave.jors.2602021
receiver operating characteristic (ROC) curvesefficient frontiersrisk scorescutoff policiesretail credit portfolios
Multi-objective and goal programming (90C29) Management decision making, including multiple objectives (90B50)
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