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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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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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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
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Forecasting and stress testing credit card default using dynamic models
Bellotti, Tony; Crook, Jonathan N. - 2011
Persistent link: https://www.econbiz.de/10009272007
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Credit scoring with macroeconomic variables using survival analysis
Bellotti, Tony (contributor); Crook, Jonathan N. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003474985
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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
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Loss given default models incorporating macroeconomic variables for credit cards
Bellotti, Tony; Crook, Jonathan N. - In: International journal of forecasting 28 (2012) 1, pp. 171-182
Persistent link: https://www.econbiz.de/10009581992