Checking default correlation and score correlation in a breakpoint model for rating classification (Q1650545)
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scientific article; zbMATH DE number 6898450
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| default for all languages | No label defined |
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| English | Checking default correlation and score correlation in a breakpoint model for rating classification |
scientific article; zbMATH DE number 6898450 |
Statements
Checking default correlation and score correlation in a breakpoint model for rating classification (English)
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4 July 2018
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default correlation
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score correlation
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split point
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default probability
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credit risk model
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rating classification
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0.7871564030647278
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0.714998722076416
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0.6826760768890381
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0.6820337772369385
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0.677621066570282
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