Raffaella Calabrese

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Person:1752287

Available identifiers

zbMath Open calabrese.raffaellaMaRDI QIDQ1752287

List of research outcomes





PublicationDate of PublicationType
A joint scoring model for peer-to-peer and traditional lending: a bivariate model with copula dependence2025-01-22Paper
Predicting bank loan recovery rates with a mixed continuous-discrete model2024-07-10Paper
A new ordinal mixed-data sampling model with an application to corporate credit rating levels2024-06-17Paper
Impacts of extreme weather events on mortgage risks and their evolution under climate change: a case study on Florida2024-04-16Paper
Interpretable machine learning for imbalanced credit scoring datasets2023-11-14Paper
Joint models of multivariate longitudinal outcomes and discrete survival data with INLA: an application to credit repayment behaviour2023-07-11Paper
Joint models for longitudinal and discrete survival data in credit scoring2023-07-10Paper
Contagion effects of UK small business failures: a spatial hierarchical autoregressive model for binary data2022-11-17Paper
Spatial contagion in mortgage defaults: a spatial dynamic survival model with time and space varying coefficients2021-05-03Paper
Optimal cut-off for rare events and unbalanced misclassification costs2020-10-28Paper
Modelling small and medium enterprise loan defaults as rare events: the generalized extreme value regression model2020-10-26Paper
A new approach to measure systemic risk: a bivariate copula model for dependent censored data2019-07-25Paper
Single-Name Concentration Risk Measurements in Credit Portfolios2018-12-13Paper
Improving Forecast of Binary Rare Events Data: A GAM‐Based Approach2018-10-12Paper
The effectiveness of TARP-CPP on the US banking industry: a new copula-based approach2018-05-24Paper
Downturn loss given default: mixture distribution estimation2015-02-04Paper
Uniform correlation structure and convex stochastic ordering in the Pólya urn scheme2013-01-25Paper

Research outcomes over time

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