Narrow search
Showing 1 - 10 of 5,198
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Predicting loss severities for residential mortgage loans : a three-step selection approach
Do, Hung Xuan; Rösch, Daniel; Scheule, Harald - In: European journal of operational research : EJOR 270 (2018) 1, pp. 246-259
Persistent link: https://www.econbiz.de/10011869001
Cover Image
Accuracy of mortgage portfolio risk forecasts during financial crises
Lee, Yong Woong; Rösch, Daniel; Scheule, Harald - In: European journal of operational research : EJOR 249 (2016) 2, pp. 440-456
Persistent link: https://www.econbiz.de/10011436707
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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