Skill Scores and modified Lorenz domination in default forecasts

C-Tier
Journal: Economics Letters
Year: 2019
Volume: 181
Issue: C
Pages: 61-64

Authors (2)

Krämer, Walter (Universität Dortmund) Neumärker, Simon (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We characterize the class of skill scores which comply with a novel partial ordering of probability forecasts based on Lorenz curves and overall default rates.

Technical Details

RePEc Handle
repec:eee:ecolet:v:181:y:2019:i:c:p:61-64
Journal Field
General
Author Count
2
Added to Database
2026-01-25