Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/130391
Authors: 
Krämer, Walter
Neumärker, Simon
Year of Publication: 
2016
Series/Report no.: 
CESifo Working Paper 5768
Abstract: 
We generalize the refinement ordering for well calibrated probability forecasters to the case were the debtors under consideration are not necessarily identical. This ordering is consistent with many well known skill scores used in practice. We also add an illustration using default predictions made by the leading rating agencies Moody’s and S&P.
Subjects: 
Moody’s
S&P
probability forecasts
JEL: 
C40
G20
Document Type: 
Working Paper

Files in This Item:
File
Size





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.