| Publication | Date of Publication | Type |
|---|
A new ordinal mixed-data sampling model with an application to corporate credit rating levels European Journal of Operational Research | 2024-06-17 | Paper |
Joint models of multivariate longitudinal outcomes and discrete survival data with INLA: an application to credit repayment behaviour European Journal of Operational Research | 2023-07-11 | Paper |
Joint models for longitudinal and discrete survival data in credit scoring European Journal of Operational Research | 2023-07-10 | Paper |
Spatial contagion in mortgage defaults: a spatial dynamic survival model with time and space varying coefficients European Journal of Operational Research | 2021-05-03 | Paper |
Reducing estimation risk using a Bayesian posterior distribution approach: application to stress testing mortgage loan default European Journal of Operational Research | 2021-05-03 | Paper |
Identifying hidden patterns in credit risk survival data using generalised additive models European Journal of Operational Research | 2019-03-28 | Paper |
Dynamic survival models with varying coefficients for credit risks. European Journal of Operational Research | 2019-01-18 | Paper |
Incorporating heterogeneity and macroeconomic variables into multi-state delinquency models for credit cards European Journal of Operational Research | 2018-07-25 | Paper |
Credit scoring and its applications. | 2017-12-28 | Paper |
The stability of survival model parameter estimates for predicting the probability of default: empirical evidence over the credit crisis European Journal of Operational Research | 2016-10-07 | Paper |
A new mixture model for the estimation of credit card exposure at default European Journal of Operational Research | 2016-10-07 | Paper |
Support vector regression for loss given default modelling European Journal of Operational Research | 2016-07-06 | Paper |
Recent developments in consumer credit risk assessment European Journal of Operational Research | 2007-08-27 | Paper |
Modelling profitability using survival combination scores European Journal of Operational Research | 2007-08-27 | Paper |
Reject inference, augmentation, and sample selection European Journal of Operational Research | 2007-08-27 | Paper |
Modelling the purchase propensity: analysis of a revolving store card The Journal of the Operational Research Society | 2005-09-29 | Paper |
Credit scoring, augmentation and lean models The Journal of the Operational Research Society | 2005-09-29 | Paper |
Sample selection bias in credit scoring models The Journal of the Operational Research Society | 2005-04-04 | Paper |
Recalibrating scorecards The Journal of the Operational Research Society | 2005-03-16 | Paper |
Scoring by usage The Journal of the Operational Research Society | 2005-03-16 | Paper |
The power to borrow and lend: investigating the cultural context as part of the lending decision The Journal of the Operational Research Society | 2005-03-16 | Paper |
Not if but when will borrowers default The Journal of the Operational Research Society | 2005-01-13 | Paper |
Credit Scoring and Its Applications | 2002-10-17 | Paper |
Who is discouraged from applying for credit? Economics Letters | 2002-07-30 | Paper |
Credit scoring using neural and evolutionary techniques IMA Journal of Mathematics Applied in Business and Industry | 2001-03-19 | Paper |
A comparison of neural networks and linear scoring models in the credit union environment European Journal of Operational Research | 2001-03-04 | Paper |
scientific article; zbMATH DE number 1107365 (Why is no real title available?) | 1998-01-21 | Paper |