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Default probability estimation via pair copula constructions
Dalla Valle, Luciana; De Giuli, Maria Elena; Tarantola, … - In: European journal of operational research : EJOR 249 (2016) 1, pp. 298-311
Persistent link: https://www.econbiz.de/10011435851
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Importance sampling for integrated market and credit portfolio models
Grundke, Peter - In: European journal of operational research : EJOR 194 (2009) 1, pp. 206-226
Persistent link: https://www.econbiz.de/10003835434
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Evolutionary optimization of transition probability matrices for credit decision-making
Zhang, Jingqiao; Avasarala, Viswanath; Subbu, Raj - In: European journal of operational research : EJOR 200 (2009/10) 2, pp. 557-567
Persistent link: https://www.econbiz.de/10003897236
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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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Support vector machines for default prediction of SMEs based on technology credit
Kim, Hong Sik; Sohn, So Young - In: European journal of operational research : EJOR 201 (2010) 3, pp. 838-846
Persistent link: https://www.econbiz.de/10003959870
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Evaluation of credit risk based on firm performance
Psillaki, Maria; Tsolas, Ioannis E.; Margaritis, Dimitris - In: European journal of operational research : EJOR 201 (2010) 3, pp. 873-881
Persistent link: https://www.econbiz.de/10003959881
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How to measure single-name credit risk concentrations
Uberti, Pierpaolo; Figini, Silvia - In: European journal of operational research : EJOR 202 (2010) 1, pp. 232-238
Persistent link: https://www.econbiz.de/10003960094
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Credit contagion in a network of firms spatial interaction
Barro, Diana; Basso, Antonella - In: European journal of operational research : EJOR 205 (2010) 2, pp. 459-468
Persistent link: https://www.econbiz.de/10003961321
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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