Courbes de performances, de sélection et de discrimination

Christian Gourieroux

Annals of Economics and Statistics, 1992, issue 28, 107-123

Abstract: We introduce an ordering on the scoring functions used in credit and insurance problems; this ordering corresponds to the idea of a more precise selection of the customers. It is naturally based on the comparison of some curves, called performance, selection and discrimination curves. Various results are described concerning this ordering and the practical use of the associated curves.

Date: 1992
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Persistent link: https://EconPapers.repec.org/RePEc:adr:anecst:y:1992:i:28:p:107-123

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