Jonathan N. Crook

Available identifiers

zbMath Open crook.jonathan-nMaRDI QIDQ1278357

List of research outcomes

Publication	Date of Publication	Type
Joint models of multivariate longitudinal outcomes and discrete survival data with INLA: an application to credit repayment behaviour	2023-07-11	Paper
Joint models for longitudinal and discrete survival data in credit scoring	2023-07-10	Paper
Reducing estimation risk using a Bayesian posterior distribution approach: application to stress testing mortgage loan default	2021-05-03	Paper
Spatial contagion in mortgage defaults: a spatial dynamic survival model with time and space varying coefficients	2021-05-03	Paper
Identifying hidden patterns in credit risk survival data using generalised additive models	2019-03-28	Paper
Dynamic survival models with varying coefficients for credit risks.	2019-01-18	Paper
Incorporating heterogeneity and macroeconomic variables into multi-state delinquency models for credit cards	2018-07-25	Paper
Credit Scoring and Its Applications, Second Edition	2017-12-28	Paper
The stability of survival model parameter estimates for predicting the probability of default: empirical evidence over the credit crisis	2016-10-07	Paper
A new mixture model for the estimation of credit card exposure at default	2016-10-07	Paper
Support vector regression for loss given default modelling	2016-07-06	Paper
Recent developments in consumer credit risk assessment	2007-08-27	Paper
Modelling profitability using survival combination scores	2007-08-27	Paper
Reject inference, augmentation, and sample selection	2007-08-27	Paper
Modelling the purchase propensity: analysis of a revolving store card	2005-09-29	Paper
Credit scoring, augmentation and lean models	2005-09-29	Paper
Sample selection bias in credit scoring models	2005-04-04	Paper
Recalibrating scorecards	2005-03-16	Paper
Scoring by usage	2005-03-16	Paper
The power to borrow and lend: investigating the cultural context as part of the lending decision	2005-03-16	Paper
Not if but when will borrowers default	2005-01-13	Paper
Credit Scoring and Its Applications	2002-10-17	Paper
Who is discouraged from applying for credit?	2002-07-30	Paper
A comparison of neural networks and linear scoring models in the credit union environment	2001-03-04	Paper
https://portal.mardi4nfdi.de/entity/Q4373284	1998-01-21	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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