Orth, Walter - In: International Journal of Forecasting 28 (2012) 1, pp. 288-296
their predictive accuracy is the Accuracy Ratio, or equivalently, the area under the ROC curve. The disadvantages of these … Accuracy Ratio but does not suffer from these drawbacks. As a second contribution, we study statistical inference for the … Accuracy Ratio and the proposed measure in the case of multiple cohorts of obligors with overlapping lifetimes. We derive …