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On distributional robust probability functions and their computations
Wong, Man Hong; Zhang, Shuzhong - In: European journal of operational research : EJOR 233 (2014) 1, pp. 23-33
Persistent link: https://www.econbiz.de/10010224942
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Loss given default decomposition using mixture distributions of in-default events
Starosta, Wojciech - In: European journal of operational research : EJOR 292 (2021) 3, pp. 1187-1199
Persistent link: https://www.econbiz.de/10012502433
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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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Expert judgement for dependence in probabilistic modelling : a systematic literature review and future research directions
Werner, Christoph; Bedford, Tim; Cooke, Roger M.; … - In: European journal of operational research : EJOR 258 (2017) 3, pp. 801-819
Persistent link: https://www.econbiz.de/10011644481
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A theory of multivariate stress testing
Millossovich, Pietro; Tsanakas, Andreas; Wang, Ruodu - In: European journal of operational research : EJOR 318 (2024) 3, pp. 851-866
Persistent link: https://www.econbiz.de/10015048176