Kochański, Błazej - In: Risks : open access journal 10 (2022) 10, pp. 1-17
In the practice of credit-risk management, the models for receiver operating characteristic (ROC) curves are helpful in … describing the shape of an ROC curve, estimating the discriminatory power of a scorecard, and generating ROC curves without … underlying data. The primary purpose of this study is to review the ROC curve models proposed in the literature, primarily in …