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subject:"Risikomanagement"
~isPartOf:"European journal of operational research : EJOR"
~person:"Crook, Jonathan N."
~subject:"Finanzkrise"
~subject:"Multivariate statistics"
~subject:"risk management"
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Risikomanagement
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risk management
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Bayes-Statistik
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Crook, Jonathan N.
Boonen, Tim J.
6
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3
Ahmadi-Javid, Amir
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Kar, Koushik
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Ma, Tiejun
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European journal of operational research : EJOR
Journal of banking & finance
1
Journal of the Operational Research Society
1
Pacific-Basin finance journal
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ECONIS (ZBW)
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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
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2
Dynamic survival models with varying coefficients for credit risks
Djeundje, Viani Biatat
;
Crook, Jonathan N.
- In:
European journal of operational research : EJOR
275
(
2019
)
1
,
pp. 319-333
Persistent link: https://www.econbiz.de/10011993283
Saved in:
3
A new mixture model for the estimation of credit card exposure at default
Leow, Mindy
;
Crook, Jonathan N.
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 487-497
Persistent link: https://www.econbiz.de/10011436718
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