We study the economic benefits from using credit scoring models. We contribute to the
literature by relating the discriminatory power of a credit scoring model to the optimal credit …

The clinical course of prostate cancer is highly variable and cannot satisfactorily be
predicted by histological criteria alone. To study the prognostic significance of Bcl-2 and p53 …

We present a prediction model to forecast corporate defaults. In a theoretical model, under
incomplete information in a market with publicly traded equity, we show that our approach …

Clinical suspicion, positive gram stains and cultures of the synovial fluid are the fundamental
criteria for the diagnosis of bacterial arthritis. Bacterial arthritis may, however, show an …

Objectives. To clarify the reasons why experience with self-injection therapy for erectile
dysfunction shows high dropout rates. Methods. We studied 86 patients 36 to 76 years old who …

Purpose : We prospectively evaluated the value of nuclear matrix protein 22 (NMP22 †) and
cytology in the diagnosis of bladder cancer. Materials and Methods : We analyzed NMP22 in …

Well-performing default predictions show good discrimination and calibration. Discrimination
is the ability to separate defaulters from nondefaulters. Calibration is the ability to make …

We develop a new goodness-of-fit test for validating the performance of probability forecasts.
Our test statistic is particularly powerful under sparseness and dependence in the observed …

Non-maturity deposits like savings accounts or demand deposits contain significant option
risks caused by the bank’s discretionary pricing and the customers’ withdrawal right. Option …

The relation between physical probabilities (rating) and risk-neutral probabilities (pricing) is
derived in a large market with a quasi-factor structure. Factor sensitivities and default …