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On the interaction between asymmetric demand signal and forecast accuracy information
Wang, Jiao; Liu, Zhibing; Zhao, Ruiqing - In: European journal of operational research : EJOR 277 (2019) 3, pp. 857-874
Persistent link: https://www.econbiz.de/10012102205
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Modeling multiperiod corporate default probability when hazard ratios decay
Huang, Jinggang; Friedman, Craig - In: The journal of credit risk : published quarterly by … 5 (2009/10) 1, pp. 3-23
Persistent link: https://www.econbiz.de/10003853262
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An incentive-compatible solution for trade credit term incorporating default risk
Shi, Xiaojun; Zhang, Shunming - In: European journal of operational research : EJOR 206 (2010) 1, pp. 178-196
Persistent link: https://www.econbiz.de/10003968498
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Mixture cure models in credit scoring : if and when borrowers default
Tong, Edward N. C.; Mues, Christophe; Thomas, Lyn C. - In: European journal of operational research : EJOR 218 (2012) 1, pp. 132-139
Persistent link: https://www.econbiz.de/10009501056
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Credit risk model with contagious default dependencies affected by macro-economic condition
Takada, Hideyuki; Sumita, Ushio - In: European journal of operational research : EJOR 214 (2011) 2, pp. 365-379
Persistent link: https://www.econbiz.de/10009307344
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Weighted bankruptcy rules and the museum pass problem
Casas-Méndez, Balbina; Fragnelli, Vito; … - In: European journal of operational research : EJOR 215 (2011) 1, pp. 161-168
Persistent link: https://www.econbiz.de/10009314000
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Characterization of the Reverse Talmud bankruptcy rule by Exemption and Exclusion properties
Brink, René van den; Funaki, Yukihiko; Laan, Gerard van der - In: European journal of operational research : EJOR 228 (2013) 2, pp. 413-417
Persistent link: https://www.econbiz.de/10009757257
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Take it to the limit: Innovative CVaR applications to extreme credit risk measurement
Allen, David E.; Powell, R. J.; Singh, Abhay Kumar - In: European journal of operational research : EJOR 249 (2016) 2, pp. 465-475
Persistent link: https://www.econbiz.de/10011436713
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Default risk of money-market fund portfolios
Bansal, Matulya - In: The journal of credit risk : published quarterly by … 11 (2015) 4, pp. 43-71
Persistent link: https://www.econbiz.de/10011442549
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Exposure at default models with and without the credit conversion factor
Tong, Edward N. C.; Mues, Christophe; Brown, Iain; … - In: European journal of operational research : EJOR 252 (2016) 3, pp. 910-920
Persistent link: https://www.econbiz.de/10011472989