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A Simulation Model for Risk and Pricing Competition in the Retail Lending Market
We propose a simulation model of the retail lending market with two types of agents: borrowers searching for low interest rates and …
Błażej Kochański
DOI
Which Curve Fits Best. Fitting ROC Curve Models to Empirical Credit-Scoring Data
In the practice of credit-risk management, the models for receiver operating characteristic (ROC) curves are helpful in describing the …
Błażej Kochański
DOI
Bifractal receiver operating characteristic curves
This paper formulates a mathematical model for generating receiver operating characteristic (ROC) curves without underlying data. …
Błażej Kochański
DOI
20+ years of Polish residential real estate prices – a house price index proxy
Information on house prices is often considered crucial when assessing developments in economy. However, in Poland for the long time …
Błażej Kochański