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~person:"Crook, Jonathan N."
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
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A Simple Credit Risk Model wit...
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Crook, Jonathan N.
Fabozzi, Frank J.
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European journal of operational research : EJOR
7
International journal of forecasting
2
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1
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1
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1
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Intensity models and transition probabilities for credit card loan delinquencies
Leow, Mindy
;
Crook, Jonathan N.
- In:
European journal of operational research : EJOR
236
(
2014
)
2
,
pp. 685-694
Persistent link: https://www.econbiz.de/10010367200
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2
Checking for asymmetric default dependence in a credit card portfolio : a copula approach
Crook, Jonathan N.
;
Moreira, Fernando
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 728-742
Persistent link: https://www.econbiz.de/10009306529
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3
Asset correlations for credit card defaults
Crook, Jonathan N.
;
Bellotti, T.
- In:
Applied financial economics
22
(
2012
)
1/3
,
pp. 87-95
Persistent link: https://www.econbiz.de/10009419568
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4
Chinese companies distress prediction : an application of data envelopment analysis
Li, Zhiyong
;
Crook, Jonathan N.
;
Andreeva, Galina
- In:
Journal of the Operational Research Society : OR
65
(
2014
)
3
,
pp. 466-479
Persistent link: https://www.econbiz.de/10010251675
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5
Support vector regression for loss given default modelling
Yao, Xiao
;
Crook, Jonathan N.
;
Andreeva, Galina
- In:
European journal of operational research : EJOR
240
(
2015
)
2
,
pp. 528-538
Persistent link: https://www.econbiz.de/10010487012
Saved in:
6
Special section 2: Credit risk modelling and forecasting
Crook, Jonathan N.
(
contributor
)
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 128-296
Persistent link: https://www.econbiz.de/10009580822
Saved in:
7
Loss given default models incorporating macroeconomic variables for credit cards
Bellotti, Tony
;
Crook, Jonathan N.
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 171-182
Persistent link: https://www.econbiz.de/10009581992
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8
Identifying hidden patterns in credit risk survival data using Generalised Additive Models
Djeundje, Viani Biatat
;
Crook, Jonathan N.
- In:
European journal of operational research : EJOR
277
(
2019
)
1
,
pp. 366-376
Persistent link: https://www.econbiz.de/10012015040
Saved in:
9
Enhancing two-stage modelling methodology for loss given default with support vector machines
Yao, Xiao
;
Crook, Jonathan N.
;
Andreeva, Galina
- In:
European journal of operational research : EJOR
263
(
2017
)
2
,
pp. 679-689
Persistent link: https://www.econbiz.de/10011794025
Saved in:
10
Dynamic survival models with varying coefficients for credit risks
Djeundje, Viani Biatat
;
Crook, Jonathan N.
- In:
European journal of operational research : EJOR
275
(
2019
)
1
,
pp. 319-333
Persistent link: https://www.econbiz.de/10011993283
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