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ECONIS (ZBW)
5,023
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1
Loss functions for Loss Given Default model comparison
Hurlin, Christophe
;
Leymarie, Jérémy
;
Patin, Antoine
- In:
European journal of operational research : EJOR
268
(
2018
)
1
,
pp. 348-360
Persistent link: https://www.econbiz.de/10011813102
Saved in:
2
Systematic effects among loss given defaults and their Implications on downturn estimation
Betz, Jennifer
;
Kellner, Ralf
;
Rösch, Daniel
- In:
European journal of operational research : EJOR
271
(
2018
)
3
,
pp. 1113-1144
Persistent link: https://www.econbiz.de/10011903289
Saved in:
3
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
Saved in:
4
Mean-variance analysis of wholesale price contracts with a capital-constrained retailer : trade credit financing vs.
bank
credit financing
Yang, Honglin
;
Zhuo, Wenyan
;
Shao, Lusheng
;
Talluri, …
- In:
European journal of operational research : EJOR
294
(
2021
)
2
,
pp. 525-542
Persistent link: https://www.econbiz.de/10012595877
Saved in:
5
The profitability of online loans : a competing risks analysis on default and prepayment
Li, Zhiyong
;
Li, Aimin
;
Bellotti, Anthony
;
Yao, Xiao
- In:
European journal of operational research : EJOR
306
(
2023
)
2
,
pp. 968-985
Persistent link: https://www.econbiz.de/10014279674
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6
Liquidity tail risk and credit default swap spreads
Irresberger, Felix
;
Weiß, Gregor
;
Gabrysch, Janet
; …
- In:
European journal of operational research : EJOR
269
(
2018
)
3
,
pp. 1137-1153
Persistent link: https://www.econbiz.de/10011866884
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7
Optimizing credit limit adjustments under adversarial goals using reinforcement learning
Alfonso-Sánchez, Sherly
;
Marín-Solano, Jesús
; …
- In:
European journal of operational research : EJOR
315
(
2024
)
2
,
pp. 802-817
Persistent link: https://www.econbiz.de/10014565303
Saved in:
8
Robust and sparse banking network estimation
Torri, Gabriele
;
Giacometti, Rosella
;
Paterlini, Sandra
- In:
European journal of operational research : EJOR
270
(
2018
)
1
,
pp. 51-65
Persistent link: https://www.econbiz.de/10011868914
Saved in:
9
Instance-based credit risk assessment for investment decisions in P2P lending
Guo, Yanhong
;
Zhou, Wenjun
;
Luo, Chunyu
;
Liu, Chuanren
; …
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 417-426
Persistent link: https://www.econbiz.de/10011436697
Saved in:
10
Platform competition in peer-to-peer lending considering risk control ability
Liu, He
;
Qiao, Han
;
Wang, Shouyang
;
Li, Yuze
- In:
European journal of operational research : EJOR
274
(
2019
)
1
,
pp. 280-290
Persistent link: https://www.econbiz.de/10011990067
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