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A new mixture model for the estimation of credit card exposure at default
Leow, Mindy; Crook, Jonathan N. - In: European journal of operational research : EJOR 249 (2016) 2, pp. 487-497
Persistent link: https://www.econbiz.de/10011436718
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Does reject inference really improve the performance of application scoring models?
Crook, Jonathan N.; Banasik, John - In: Journal of banking & finance 28 (2004) 4, pp. 857-874
Persistent link: https://www.econbiz.de/10001956131
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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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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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Predicting the risk of financial distress using corporate governance measures
Li, Zhiyong; Crook, Jonathan N.; Andreeva, Galina; … - In: Pacific-Basin finance journal 68 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10013332726
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Sensitivity of stress testing metrics to estimation risk, account behaviour and volatility for credit defaults
Djeundje, Viani Biatat; Crook, Jonathan N. - In: Journal of the Operational Research Society 74 (2023) 7, pp. 1763-1774
Persistent link: https://www.econbiz.de/10014336309