From Power Curves to Discriminative Power: Measuring Model...

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From Power Curves to Discriminative Power: Measuring Model Performance of LGD Models

Frontczak, Robert, Jaeger, Michael
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Year:
2017
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2954757
File:
PDF, 297 KB
english, 2017
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