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Structural recovery of face value at default
Guha, Rajiv; Sbuelz, Alessandro; Tarelli, Andrea - In: European journal of operational research : EJOR 283 (2020) 3, pp. 1148-1171
Persistent link: https://www.econbiz.de/10012171774
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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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Does the default pecking order impact systemic risk? : evidence from Brazilian data
Alexandre, Michel; Silva, Thiago Christiano; Michalak, … - In: European journal of operational research : EJOR 309 (2023) 3, pp. 1379-1391
Persistent link: https://www.econbiz.de/10014435019
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Intertemporal defaulted bond recoveries prediction via machine learning
Nazemi, Abdolreza; Baumann, Friedrich; Fabozzi, Frank J. - In: European journal of operational research : EJOR 297 (2022) 3, pp. 1162-1177
Persistent link: https://www.econbiz.de/10013263044
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Cure events in default prediction
Wolter, Marcus; Rösch, Daniel - In: European journal of operational research : EJOR 238 (2014) 3, pp. 846-857
Persistent link: https://www.econbiz.de/10010401594
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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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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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Systemic risk elicitation : using causal maps to engage stakeholders and build a comprehensive view of risks
Ackermann, Fran; Howick, Susan; Quigley, John; Walls, Lesley - In: European journal of operational research : EJOR 238 (2014) 1, pp. 290-299
Persistent link: https://www.econbiz.de/10010398782
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Risk analysis beyond vulnerability and resilience : characterizing the defensibility of critical systems
Bier, Vicki M.; Gutfraind, Alexander - In: European journal of operational research : EJOR 276 (2019) 2, pp. 626-636
Persistent link: https://www.econbiz.de/10012003623