Narrow search
Showing 1 - 10 of 10
Cover Image
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
Cover Image
A new ordinal mixed-data sampling model with an application to corporate credit rating levels
Goldmann, Leonie; Crook, Jonathan N.; Calabrese, Raffaella - In: European journal of operational research : EJOR 314 (2024) 3, pp. 1111-1126
Persistent link: https://www.econbiz.de/10014456940
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Reducing estimation risk using a Bayesian posterior distribution approach : application to stress testing mortgage loan default
Wang, Zheqi; Crook, Jonathan N.; Andreeva, Galina - In: European journal of operational research : EJOR 287 (2020) 2, pp. 725-738
Persistent link: https://www.econbiz.de/10012293945
Cover Image
Contagion effects of UK small business failures : a spatial hierarchical autoregressive model for binary data
Calabrese, Raffaella - In: European journal of operational research : EJOR 305 (2023) 2, pp. 989-997
Persistent link: https://www.econbiz.de/10013482172
Cover Image
Interpretable machine learning for imbalanced credit scoring datasets
Chen, Yujia; Calabrese, Raffaella; Martin-Barragan, Belen - In: European journal of operational research : EJOR 312 (2024) 1, pp. 357-372
Persistent link: https://www.econbiz.de/10014456269
Cover Image
A new approach to measure systemic risk : a bivariate copula model for dependent censored data
Calabrese, Raffaella; Osmetti, Silvia Angela - In: European journal of operational research : EJOR 279 (2019) 3, pp. 1053-1064
Persistent link: https://www.econbiz.de/10012102835
Cover Image
Impacts of extreme weather events on mortgage risks and their evolution under climate change : a case study on Florida
Calabrese, Raffaella; Dombrowski, Timothy; Mandel, Antoine - In: European journal of operational research : EJOR 314 (2024) 1, pp. 377-392
Persistent link: https://www.econbiz.de/10014456867