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European journal of operational research : EJOR
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Empirical analysis on economic capital by TailVaR model
Fan, Liu
;
Ling, Tian
- In:
International journal of information technology and …
13
(
2014
)
1
,
pp. 95-102
Persistent link: https://www.econbiz.de/10010405018
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Identifying future defaulters : a hierarchical Bayesian method
Liu, Fan
;
Hua, Zhongsheng
;
Lim, Andrew
- In:
European journal of operational research : EJOR
241
(
2015
)
1
,
pp. 202-211
Persistent link: https://www.econbiz.de/10010486875
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