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ROC Curve: Auto Repossession Risk Analysis

This demo showcases the ROC curve evaluation for auto loan repayment, with sensitivity and specificity comparison between 'repossessed' and 'paid-off' loans. Explore financial responsibility ratings distribution and learn to interpret the results effectively.

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ROC Curve: Auto Repossession Risk Analysis

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  1. ROC Curve Demo

  2. Will auto be repossessed ? <-yes, Y=1, “event”, (H1) | (H0:) Y=0, “non-event”, no -> Distributions of financial responsibility rating for Auto repossessed (left) Auto loan paid off (right) S e n s i t i v i t y <-Repossessed Paid off-> 1-specificity (red proportion to left of cutoff) (black proportion to left of cutoff) Cutoff for slide 1

  3. Sensitivity | Specificity 1-Specificity |

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