Optimal scoring cutoff policies and efficient frontiers (Q5694068)

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scientific article; zbMATH DE number 2210857
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English
Optimal scoring cutoff policies and efficient frontiers
scientific article; zbMATH DE number 2210857

    Statements

    Optimal scoring cutoff policies and efficient frontiers (English)
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    29 September 2005
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    receiver operating characteristic (ROC) curves
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    efficient frontiers
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    cutoff policies
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    retail credit portfolios
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    risk scores
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