A classification problem of credit risk rating investigated and solved by optimisation of the ROC curve
Efsun Kürüm; Kasirga Yildirak; Gerhard-Wilhelm Weber
| Year of publication: |
2012
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|---|---|
| Authors: | Kürüm, Efsun ; Yildirak, Kasirga ; Weber, Gerhard-Wilhelm |
| Published in: |
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies. - Berlin : Springer, ISSN 1435-246X, ZDB-ID 1178875-6. - Vol. 20.2012, 3, p. 529-557
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| Subject: | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating | Mathematische Optimierung | Mathematical programming | Taiwan |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009578355