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isPartOf:"Journal of financial intermediation"
~isPartOf:"European journal of operational research : EJOR"
~person:"Andreeva, Galina"
~subject:"Credit risk"
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Credit risk
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Bayes-Statistik
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Andreeva, Galina
Mues, Christophe
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Crook, Jonathan N.
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Thomas, Lyn C.
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Journal of financial intermediation
European journal of operational research : EJOR
Journal of the Operational Research Society : OR
2
Journal of financial management, markets and institutions
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Journal of financial stability
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Pacific-Basin finance journal
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Reducing estimation risk using a Bayesian posterior distribution approach : application to stress testing mortgage loan default
Wang, Zheqi
;
Crook, Jonathan N.
;
Andreeva, Galina
- In:
European journal of operational research : EJOR
287
(
2020
)
2
,
pp. 725-738
Persistent link: https://www.econbiz.de/10012293945
Saved in:
2
Support vector regression for loss given default modelling
Yao, Xiao
;
Crook, Jonathan N.
;
Andreeva, Galina
- In:
European journal of operational research : EJOR
240
(
2015
)
2
,
pp. 528-538
Persistent link: https://www.econbiz.de/10010487012
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