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A joint scoring model for peer‐to‐peer and traditional lending : a bivariate model with copula dependence
Calabrese, Raffaella, (2019)
A comparative analysis of the UK and Italian small businesses using Generalised Extreme Value models
Andreeva, Galina, (2014)
Generalized Extreme Value Regression for Binary Rare Events Data: an Application to Credit Defaults
Calabrese, Raffaella, (2011)