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Borrowers' credit quality scoring model and applications, with default discriminant analysis based on the extreme learning machine
Pang, Sulin; Hou, Xianyan; Xia, Lianhu - In: Technological forecasting & social change : an … 165 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012671712
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A joint model of failures and credit ratings
Hirk, Rainer; Vana, Laura; Hornik, Kurt; Pichler, Stefan - In: The journal of credit risk : published quarterly by … 17 (2021) 1, pp. 61-88
Persistent link: https://www.econbiz.de/10012519961
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Incorporating small-sample defaults history in loss given default models
Ptak-Chmielewska, Aneta; Kopciuszewski, Paweł - In: The journal of credit risk : published quarterly by … 17 (2021) 4, pp. 101-119
Persistent link: https://www.econbiz.de/10013185695
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The impact of data aggregation and risk attributes on stress testing models of mortgage default
Li, Feng; Zhang, Yan - In: The journal of credit risk : published quarterly by … 16 (2020) 3, pp. 35-74
Persistent link: https://www.econbiz.de/10012421199
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Contagious defaults in a credit portfolio : a Bayesian network approach
Anagnostou, Ioannis; Sanchez Rivero, Javier; Sourabh, Sumit - In: The journal of credit risk : published quarterly by … 16 (2020) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10012298963
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Modeling joint default in correlation-sensitive instruments
Gatarek, Dariusz; Jabłecki, Juliusz - In: The journal of credit risk : published quarterly by … 12 (2016) 3, pp. 15-42
Persistent link: https://www.econbiz.de/10011642666
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Modeling the current loan-to-value structure of mortgage pools without loan-specific data
Palmroos, Peter - In: The journal of credit risk : published quarterly by … 12 (2016) 4, pp. 1-15
Persistent link: https://www.econbiz.de/10011645432
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Calibration and mapping of credit scores by riding the cumulative accuracy profile
Burgt, Marco van der - In: The journal of credit risk : published quarterly by … 15 (2019) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10012100567
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Nonlinear relationships in a logistic model of default for a high-default installment portfolio
Lohmann, Christian; Ohliger, Thorsten - In: The journal of credit risk : published quarterly by … 14 (2018) 1, pp. 45-68
Persistent link: https://www.econbiz.de/10011885465
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On probability of default and its relation to observed default frequency and a common factor
Oeyen, Brent; Celis, Oliver Salazar - In: The journal of credit risk : published quarterly by … 15 (2019) 3, pp. 41-66
Persistent link: https://www.econbiz.de/10012121563