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The stability of survival model parameter estimates for predicting the probability of default : empirical evidence over the credit crisis

Leow, Mindy; Crook, Jonathan N. - In: European journal of operational research : EJOR 249 (2016) 2, pp. 457-464

Persistent link: https://www.econbiz.de/10011436709

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

Joint models of multivariate longitudinal outcomes and discrete survival data with INLA : an application to credit repayment behaviour

Medina-Olivares, Victor; Lindgren, Finn; Calabrese, … - In: European journal of operational research : EJOR 310 (2023) 2, pp. 860-873

Persistent link: https://www.econbiz.de/10014340797

Improving the accuracy of credit scoring models using an innovative Bayesian informative prior specification method

Wang, Zheqi; Crook, Jonathan N.; Andreeva, Galina - In: Journal of the Operational Research Society 76 (2025) 2, pp. 229-253

Persistent link: https://www.econbiz.de/10015325298

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

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

Is it obligor or instrument that explains recovery rate : evidence from US corporate bond

Yao, Xiao; Crook, Jonathan N.; Andreeva, Galina - In: Journal of financial stability 28 (2017), pp. 1-15

Persistent link: https://www.econbiz.de/10011825500

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

Trends for smart city strategies in emerging Asia

Matsumoto, Tadashi; Crook, Jonathan N.; Tanaka, Kensuke - 2019

Smart cities represent the future of urban development in Emerging Asia as more and more cities and countries resort to smart technologies to build more efficient and liveable urban environments, boost economic growth, foster well-being and facilitate citizen engagement. Policy makers in the...

Persistent link: https://www.econbiz.de/10012132892

Identifying hidden patterns in credit risk survival data using Generalised Additive Models

Djeundje, Viani Biatat; Crook, Jonathan N. - In: European journal of operational research : EJOR 277 (2019) 1, pp. 366-376

Persistent link: https://www.econbiz.de/10012015040