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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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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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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
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The economy and loss given default : evidence from two UK retail lending data sets
Leow, Mindy; Mues, Christophe; Thomas, Lyn C. - In: Journal of the Operational Research Society : OR 65 (2014) 3, pp. 363-375
Persistent link: https://www.econbiz.de/10010251704
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Predicting loss given default (LGD) for residential mortgage loans : a two-stage model and empirical evidence for UK bank data
Leow, Mindy; Mues, Christophe - In: International journal of forecasting 28 (2012) 1, pp. 183-195
Persistent link: https://www.econbiz.de/10009581989