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~person:"Crook, Jonathan N."
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Credit rating
13
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13
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8
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4
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Crook, Jonathan N.
Agarwal, Sumit
47
Everling, Oliver
46
Altman, Edward I.
36
Frame, W. Scott
31
Ongena, Steven
27
Chomsisengphet, Souphala
25
Güttler, André
24
Packer, Frank
23
White, Lawrence J.
23
Berger, Allen N.
22
Baetge, Jörg
21
Ben-David, Itzhak
21
Löffler, Gunter
21
Alsakka, Rasha
20
Degryse, Hans
20
Fabozzi, Frank J.
20
Afonso, António
19
Ap Gwilym, Owain
19
Brevoort, Kenneth P.
19
Roszbach, Kasper
19
Wu, Eliza
19
Augurzky, Boris
18
Czarnitzki, Dirk
18
Härdle, Wolfgang
18
Kanz, Martin
18
Klusak, Patrycja
18
Kraft, Kornelius
18
Rösch, Daniel
18
Cantor, Richard
17
Gambacorta, Leonardo
17
Norden, Lars
17
Shin, Yoon S.
17
Szczesny, Andrea
17
Vink, Dennis
17
Weber, Martin
17
Chodnicka-Jaworska, Patrycja
16
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16
Kim, Suk-Joong
16
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16
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European journal of operational research : EJOR
5
Journal of the Operational Research Society : OR
2
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ECONIS (ZBW)
13
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1
A new ordinal mixed-data sampling model with an application to corporate credit rating levels
Goldmann, Leonie
;
Crook, Jonathan N.
;
Calabrese, Raffaella
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1111-1126
Persistent link: https://www.econbiz.de/10014456940
Saved in:
2
Joint models for longitudinal and discrete survival data in credit scoring
Medina-Olivares, Victor
;
Calabrese, Raffaella
;
Crook, …
- In:
European journal of operational research : EJOR
307
(
2023
)
3
,
pp. 1457-1473
Persistent link: https://www.econbiz.de/10014283003
Saved in:
3
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
Saved in:
4
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:
5
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:
6
Credit scoring and its applications
Thomas, Lyn C.
;
Crook, Jonathan N.
;
Edelman, David
; …
-
2017
-
Second edition
Persistent link: https://www.econbiz.de/10011617774
Saved in:
7
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:
8
Retail credit stress testing using a discretee hazard model with macroeconomic factors
Bellotti, Tony
;
Crook, Jonathan N.
- In:
Journal of the Operational Research Society : OR
65
(
2014
)
3
,
pp. 340-350
Persistent link: https://www.econbiz.de/10010251708
Saved in:
9
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
Saved in:
10
Credit scoring with macroeconomic variables using survival analysis
Bellotti, Tony
(
contributor
);
Crook, Jonathan N.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003474985
Saved in:
11
Readings in credit scoring : foundations, developments, and aims
Thomas, Lyn C.
;
Edelman, David B.
;
Crook, Jonathan N.
-
2004
-
1. publ.
Persistent link: https://www.econbiz.de/10001783701
Saved in:
12
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
Saved in:
13
A comparison of a credit scoring model with a credit performance model
Crook, Jonathan N.
- In:
The service industries journal
12
(
1992
)
4
,
pp. 558-579
Persistent link: https://www.econbiz.de/10001137971
Saved in:
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