Marco van der Burgt

Nationale Nederlanden Group

Prinses Beatrixlaan 35

2595 AK Den Haag

Netherlands

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Calibration and Mapping of Credit Scores by Riding the Cumulative Accuracy Profile

Journal of Credit Risk, Vol. 15, No. 1, 2019
Number of pages: 26 Posted: 21 Mar 2019
Marco van der Burgt
Nationale Nederlanden Group
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Abstract:

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credit scoring, ratings, default probability, calibration, power curve, accuracy ratio