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

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

Choosing the Correct Type of Regression Analysis - Statistics By Jim

Exposure at default models with and without the credit conversion

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

PDF) Testing Rating Accuracy

Calibration alternatives to logistic regression and their

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

Risks, Free Full-Text

Cost of Explainability in AI: An Example with Credit Scoring