Lize Coenen, Ahmed K. A. Abdullah, Tias Guns. Probability of default estimation, with a reject option. In Geoffrey I. Webb, Zhongfei Zhang, Vincent S. Tseng, Graham Williams, Michalis Vlachos, Longbing Cao, editors, 7th IEEE International Conference on Data Science and Advanced Analytics, DSAA 2020, Sydney, Australia, October 6-9, 2020. pages 439-448, IEEE, 2020. [doi]
Abstract is missing.