Narrow search
Showing 1 - 7 of 7
Cover Image
Intensity models and transition probabilities for credit card loan delinquencies
Leow, Mindy; Crook, Jonathan N. - In: European journal of operational research : EJOR 236 (2014) 2, pp. 685-694
Persistent link: https://www.econbiz.de/10010367200
Cover Image
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
Cover Image
Identifying hidden patterns in credit risk survival data using Generalised Additive Models
Djeundje, Viani Biatat; Crook, Jonathan N. - In: European journal of operational research : EJOR 277 (2019) 1, pp. 366-376
Persistent link: https://www.econbiz.de/10012015040
Cover Image
Enhancing two-stage modelling methodology for loss given default with support vector machines
Yao, Xiao; Crook, Jonathan N.; Andreeva, Galina - In: European journal of operational research : EJOR 263 (2017) 2, pp. 679-689
Persistent link: https://www.econbiz.de/10011794025
Cover Image
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
Cover Image
Joint models for longitudinal and discrete survival data in credit scoring
Medina-Olivares, Victor; Calabrese, Raffaella; Crook, … - In: European journal of operational research : EJOR 307 (2023) 3, pp. 1457-1473
Persistent link: https://www.econbiz.de/10014283003
Cover Image
A new ordinal mixed-data sampling model with an application to corporate credit rating levels
Goldmann, Leonie; Crook, Jonathan N.; Calabrese, Raffaella - In: European journal of operational research : EJOR 314 (2024) 3, pp. 1111-1126
Persistent link: https://www.econbiz.de/10014456940