Raffaella Calabrese

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!

Publication	Date of Publication	Type
Joint model for longitudinal and spatio-temporal survival data European Journal of Operational Research	2026-01-22	Paper
A joint scoring model for peer-to-peer and traditional lending: a bivariate model with copula dependence Journal of the Royal Statistical Society. Series A. Statistics in Society	2025-01-22	Paper
Predicting bank loan recovery rates with a mixed continuous-discrete model Applied Stochastic Models in Business and Industry	2024-07-10	Paper
A new ordinal mixed-data sampling model with an application to corporate credit rating levels European Journal of Operational Research	2024-06-17	Paper
Impacts of extreme weather events on mortgage risks and their evolution under climate change: a case study on Florida European Journal of Operational Research	2024-04-16	Paper
Interpretable machine learning for imbalanced credit scoring datasets European Journal of Operational Research	2023-11-14	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
Contagion effects of UK small business failures: a spatial hierarchical autoregressive model for binary data European Journal of Operational Research	2022-11-17	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
Optimal cut-off for rare events and unbalanced misclassification costs Journal of Applied Statistics	2020-10-28	Paper
Modelling small and medium enterprise loan defaults as rare events: the generalized extreme value regression model Journal of Applied Statistics	2020-10-26	Paper
A new approach to measure systemic risk: a bivariate copula model for dependent censored data European Journal of Operational Research	2019-07-25	Paper
Single-name concentration risk measurements in credit portfolios Mathematical and Statistical Methods for Actuarial Sciences and Finance	2018-12-13	Paper
Improving forecast of binary rare events data: a GAM-based approach Journal of Forecasting	2018-10-12	Paper
The effectiveness of TARP-CPP on the US banking industry: a new copula-based approach European Journal of Operational Research	2018-05-24	Paper
Downturn loss given default: mixture distribution estimation European Journal of Operational Research	2015-02-04	Paper
Uniform correlation structure and convex stochastic ordering in the Pólya urn scheme Statistics & Probability Letters	2013-01-25	Paper

Research outcomes over time

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