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Impacts of extreme weather events on mortgage risks and their evolution under climate change : a case study on Florida
Calabrese, Raffaella; Dombrowski, Timothy; Mandel, Antoine - In: European journal of operational research : EJOR 314 (2024) 1, pp. 377-392
Persistent link: https://www.econbiz.de/10014456867
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Downturn loss given default : mixture distribution estimation
Calabrese, Raffaella - In: European journal of operational research : EJOR 237 (2014) 1, pp. 271-277
Persistent link: https://www.econbiz.de/10010378609
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Contagion effects of UK small business failures : a spatial hierarchical autoregressive model for binary data
Calabrese, Raffaella - In: European journal of operational research : EJOR 305 (2023) 2, pp. 989-997
Persistent link: https://www.econbiz.de/10013482172
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A comparative analysis of the UK and Italian small businesses using generalised extreme value models
Andreeva, Galina; Calabrese, Raffaella; Osmetti, Silvia … - In: European journal of operational research : EJOR 249 (2016) 2, pp. 506-516
Persistent link: https://www.econbiz.de/10011436723
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Spatial contagion in mortgage defaults : a spatial dynamic survival model with time and space varying coefficients
Calabrese, Raffaella; Crook, Jonathan N. - In: European journal of operational research : EJOR 287 (2020) 2, pp. 749-761
Persistent link: https://www.econbiz.de/10012293948
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A new approach to measure systemic risk : a bivariate copula model for dependent censored data
Calabrese, Raffaella; Osmetti, Silvia Angela - In: European journal of operational research : EJOR 279 (2019) 3, pp. 1053-1064
Persistent link: https://www.econbiz.de/10012102835
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The effectiveness of TARP-CPP on the US banking industry : a new copula-based approach
Calabrese, Raffaella; Degl'Innocenti, Marta; Osmetti, … - In: European journal of operational research : EJOR 256 (2017) 3, pp. 1029-1037
Persistent link: https://www.econbiz.de/10011639310
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Joint models of multivariate longitudinal outcomes and discrete survival data with INLA : an application to credit repayment behaviour
Medina-Olivares, Victor; Lindgren, Finn; Calabrese, … - In: European journal of operational research : EJOR 310 (2023) 2, pp. 860-873
Persistent link: https://www.econbiz.de/10014340797
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Joint models for longitudinal and discrete survival data in credit scoring
Medina-Olivares, Victor; Calabrese, Raffaella; Crook, … - In: European journal of operational research : EJOR 307 (2023) 3, pp. 1457-1473
Persistent link: https://www.econbiz.de/10014283003
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Interpretable machine learning for imbalanced credit scoring datasets
Chen, Yujia; Calabrese, Raffaella; Martin-Barragan, Belen - In: European journal of operational research : EJOR 312 (2024) 1, pp. 357-372
Persistent link: https://www.econbiz.de/10014456269