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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
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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
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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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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
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Asset portfolio securitizations and cyclicality of regulatory capital
Lützenkirchen, Kristina; Rösch, Daniel; Scheule, Harald - In: European journal of operational research : EJOR 237 (2014) 1, pp. 289-302
Persistent link: https://www.econbiz.de/10010378603
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Gas storage valuation in incomplete markets
Löhndorf, Nils; Wozabal, David - In: European journal of operational research : EJOR 288 (2021) 1, pp. 318-330
Persistent link: https://www.econbiz.de/10012496564
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Steady-state imperfect repair models
Liu, Xingheng; Finkelstein, Maxim; Vatn, Jørn; Dijoux, Yann - In: European journal of operational research : EJOR 286 (2020) 2, pp. 538-546
Persistent link: https://www.econbiz.de/10012291546
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Allocation of risk capital on an internal market
Baule, Rainer - In: European journal of operational research : EJOR 234 (2014) 1, pp. 186-196
Persistent link: https://www.econbiz.de/10010247338
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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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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