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

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Calibration alternatives to logistic regression and their

Exposure at default models with and without the credit conversion

Risks, Free Full-Text

PDF) Predicting the Probability of Loan-Default: An Application of

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Calibrating algorithmic predictions with logistic regression

Predictably Unequal? The Effects of Machine Learning on Credit

Calibration alternatives to logistic regression and their

Calibration alternatives to logistic regression and their

How to interpret weights in logistic regression - Quora

Calibration after bootstrap for accurate uncertainty

Exposure at default models with and without the credit conversion

PDF) Estimating discriminatory power and PD curves when the number