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Journal of the Operational Research Society
European journal of operational research : EJOR
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Multihorizon discrete time survival models
Breeden, Joseph L.
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Crook, Jonathan N.
- In:
Journal of the Operational Research Society
73
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2022
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1
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pp. 56-69
Persistent link: https://www.econbiz.de/10012872885
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Sensitivity of stress testing metrics to estimation risk, account behaviour and volatility for credit defaults
Djeundje, Viani Biatat
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Crook, Jonathan N.
- In:
Journal of the Operational Research Society
74
(
2023
)
7
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pp. 1763-1774
Persistent link: https://www.econbiz.de/10014336309
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