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person:"Roszbach, Kasper"
~isPartOf:"Journal of the Operational Research Society : OR"
~person:"Chomsisengphet, Souphala"
~person:"Crook, Jonathan N."
~subject:"Credit risk"
~subject:"Mortgage"
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Roszbach, Kasper
Chomsisengphet, Souphala
Crook, Jonathan N.
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Journal of the Operational Research Society : OR
European journal of operational research : EJOR
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Working papers / Federal Reserve Bank of Philadelphia, Research Department
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FRB of Philadelphia Working Paper
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NBER Working Paper
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Retail credit stress testing using a discretee hazard model with macroeconomic factors
Bellotti, Tony
;
Crook, Jonathan N.
- In:
Journal of the Operational Research Society : OR
65
(
2014
)
3
,
pp. 340-350
Persistent link: https://www.econbiz.de/10010251708
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2
Credit scoring with macroeconomic variables using survival analysis
Bellotti, T.
;
Crook, Jonathan N.
- In:
Journal of the Operational Research Society : OR
60
(
2009
)
12
,
pp. 1699-1707
Persistent link: https://www.econbiz.de/10003923236
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