Decision Curve Analysis [1] enables clinical decisions that account for model error, cost / benefit of interventions, and risk preferences.
With DCA, net benefit of models can be compared directly.
This brief tutorial includes content from Dr. Andrew Vickers and Dr. Karandeep Singh
[1] Vickers AJ, Elkin EB. Decision curve analysis: a novel method for evaluating prediction models. Medical Decision Making. 2006 Nov-Dec;26(6):565-74.