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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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Explainable models of credit losses
Bastos, João A.; Matos, Sara M. - In: European journal of operational research : EJOR 301 (2022) 1, pp. 386-394
Persistent link: https://www.econbiz.de/10013207383
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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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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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Market risk management in a post-Basel II regulatory environment
Drenovak, Mikica; Ranković, Vladimir; Ivanković, Miloš; … - In: European journal of operational research : EJOR 257 (2017) 3, pp. 1030-1044
Persistent link: https://www.econbiz.de/10011641392
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A transformer-based model for default prediction in mid-cap corporate markets
Korangi, Kamesh; Mues, Christophe; Bravo, Cristián - In: European journal of operational research : EJOR 308 (2023) 1, pp. 306-320
Persistent link: https://www.econbiz.de/10014283041
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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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Spatial Lanchester models
González, Eduardo; Villena, Marcelo J. - In: European journal of operational research : EJOR 210 (2011) 3, pp. 706-715
Persistent link: https://www.econbiz.de/10008990045
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A robust desirability function method for multi-response surface optimization considering model uncertainty
He, Zhen; Zhu, Peng-fei; Park, Sung-hyun - In: European journal of operational research : EJOR 221 (2012) 1, pp. 241-247
Persistent link: https://www.econbiz.de/10009553073