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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
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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
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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
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Asset correlations for credit card defaults
Crook, Jonathan N.; Bellotti, Tony - 2009
Persistent link: https://www.econbiz.de/10003967353
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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
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Checking for asymmetric default dependence in a credit card portfolio : a copula approach
Crook, Jonathan N.; Moreira, Fernando - In: Journal of empirical finance 18 (2011) 4, pp. 728-742
Persistent link: https://www.econbiz.de/10009306529
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Chinese companies distress prediction : an application of data envelopment analysis
Li, Zhiyong; Crook, Jonathan N.; Andreeva, Galina - In: Journal of the Operational Research Society : OR 65 (2014) 3, pp. 466-479
Persistent link: https://www.econbiz.de/10010251675
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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
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Forecasting and stress testing credit card default using dynamic models
Bellotti, Tony; Crook, Jonathan N. - In: International journal of forecasting 29 (2013) 4, pp. 563-574
Persistent link: https://www.econbiz.de/10010212469
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Asset correlations for credit card defaults
Crook, Jonathan N.; Bellotti, T. - In: Applied financial economics 22 (2012) 1/3, pp. 87-95
Persistent link: https://www.econbiz.de/10009419568