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~person:"Choudhry, Taufiq"
~person:"Crook, Jonathan"
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Choudhry, Taufiq
Crook, Jonathan
Mues, Christophe
37
Baesens, Bart
13
Thomas, Lyn C.
12
Vanthienen, Jan
8
Leow, Mindy
5
Brown, Iain
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Martens, David
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So, Mee Chi
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Tong, Edward N.C.
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Files, Craig M.
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Tong, Edward N. C.
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European journal of operational research : EJOR
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Journal of the Royal Statistical Society: Series A (Statistics in Society)
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Modelling credit card exposure at default using vine copula quantile regression
Wattanawongwan, Suttisak
;
Mues, Christophe
;
Okhrati, Ramin
- In:
European journal of operational research : EJOR
311
(
2023
)
1
,
pp. 387-399
Persistent link: https://www.econbiz.de/10014336533
Saved in:
2
A mixture model for credit card exposure at default using the GAMLSS framework
Wattanawongwan, Suttisak
;
Mues, Christophe
;
Okhrati, Ramin
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 503-518
Persistent link: https://www.econbiz.de/10014462794
Saved in:
3
Preface to the papers on ‘Credit risk modelling’
Crook, Jonathan
;
Bellotti, Tony
;
Mues, Christophe
; …
- In:
Journal of the Royal Statistical Society: Series A …
182
(
2019
)
4
,
pp. 1139-1142
Persistent link: https://www.econbiz.de/10012192944
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