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~person:"Crook, Jonathan N."
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Crook, Jonathan N.
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European journal of operational research : EJOR
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International journal of forecasting
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Journal of empirical finance
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Journal of the Operational Research Society : OR
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Incorporating heterogeneity and macroeconomic variables into multi-state delinquency models for credit cards
Djeundje, Viani Biatat
;
Crook, Jonathan N.
- In:
European journal of operational research : EJOR
271
(
2018
)
2
,
pp. 697-709
Persistent link: https://www.econbiz.de/10011890372
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Forecasting and stress testing credit card default using dynamic models
Bellotti, Tony
;
Crook, Jonathan N.
- In:
International journal of forecasting
29
(
2013
)
4
,
pp. 563-574
Persistent link: https://www.econbiz.de/10010212469
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
Credit scoring with macroeconomic variables using survival analysis
Bellotti, T.
;
Crook, Jonathan N.
- In:
Journal of the Operational Research Society : OR
60
(
2009
)
12
,
pp. 1699-1707
Persistent link: https://www.econbiz.de/10003923236
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