Optimal scoring cutoff policies and efficient frontiers
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Publication:5694068
DOI10.1057/palgrave.jors.2602021zbMath1095.90051MaRDI QIDQ5694068
No author found.
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) curves; efficient frontiers; risk scores; cutoff policies; retail credit portfolios
90C29: Multi-objective and goal programming
90B50: Management decision making, including multiple objectives
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