Calibration alternatives to logistic regression and their potential for transferring the statistical dispersion of discriminatory power into uncertainties in probabilities of default - Journal of Credit Risk

This paper compares four calibration approaches to linear logistic regression in credit risk estimation and proposes two new single-parameter families of

PDF) The art of probability-of-default curve calibration

Calibration alternatives to logistic regression and their

Calibration alternatives to logistic regression and their

Backtesting of a probability of default model in the point-in-time

Cost of Explainability in AI: An Example with Credit Scoring

Logistic regression risk prediction model - poor calibration but

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Probability of default (PD) news and analysis articles

Loss Given Default Estimations in Emerging Capital Markets

PDF) Estimating discriminatory power and PD curves when the number

Calibrating algorithmic predictions with logistic regression