Raffaella Calabrese

Available identifiers

zbMath Open calabrese.raffaellaMaRDI QIDQ1752287

List of research outcomes

Publication	Date of Publication	Type
A joint scoring model for peer-to-peer and traditional lending: a bivariate model with copula dependence	2025-01-22	Paper
Predicting bank loan recovery rates with a mixed continuous-discrete model	2024-07-10	Paper
A new ordinal mixed-data sampling model with an application to corporate credit rating levels	2024-06-17	Paper
Impacts of extreme weather events on mortgage risks and their evolution under climate change: a case study on Florida	2024-04-16	Paper
Interpretable machine learning for imbalanced credit scoring datasets	2023-11-14	Paper
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
Contagion effects of UK small business failures: a spatial hierarchical autoregressive model for binary data	2022-11-17	Paper
Spatial contagion in mortgage defaults: a spatial dynamic survival model with time and space varying coefficients	2021-05-03	Paper
Optimal cut-off for rare events and unbalanced misclassification costs	2020-10-28	Paper
Modelling small and medium enterprise loan defaults as rare events: the generalized extreme value regression model	2020-10-26	Paper
A new approach to measure systemic risk: a bivariate copula model for dependent censored data	2019-07-25	Paper
Single-Name Concentration Risk Measurements in Credit Portfolios	2018-12-13	Paper
Improving Forecast of Binary Rare Events Data: A GAM‐Based Approach	2018-10-12	Paper
The effectiveness of TARP-CPP on the US banking industry: a new copula-based approach	2018-05-24	Paper
Downturn loss given default: mixture distribution estimation	2015-02-04	Paper
Uniform correlation structure and convex stochastic ordering in the Pólya urn scheme	2013-01-25	Paper

Research outcomes over time

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