Jonathan Crook

From MaRDI portal


List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

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


Research outcomes over time


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