Jonathan Crook

39 papers Journal 39
YearRankTypeTitle / Venue / Authors
2025 J jnl
A new method to predict economic capital for the credit risk of a lending portfolio.
J. Oper. Res. Soc.
Viani Biatat Djeundje, Jonathan Crook
2025 J jnl
Improving the accuracy of credit scoring models using an innovative Bayesian informative prior specification method.
J. Oper. Res. Soc.
Zheqi Wang, Jonathan Crook, Galina Andreeva
2025 J jnl
Incorporating behavioural and macroeconomic correlations for the prediction of bank capital for credit risk.
J. Oper. Res. Soc.
Viani Biatat Djeundje, Jonathan Crook
2025 J jnl
Joint model for longitudinal and spatio-temporal survival data.
Eur. J. Oper. Res.
Victor Medina-Olivares, Finn Lindgren, Raffaella Calabrese, Jonathan Crook
2025 J jnl
The devil in the details: Dynamic Prediction of loan portfolio profitability with macroeconomic drivers through multi-state modelling.
Eur. J. Oper. Res.
Viani Biatat Djeundje, Jonathan Crook, Galina Andreeva
2024 J jnl
A new ordinal mixed-data sampling model with an application to corporate credit rating levels.
Eur. J. Oper. Res.
Leonie Goldmann, Jonathan Crook, Raffaella Calabrese
2023 J jnl
Joint model for longitudinal and spatio-temporal survival data.
CoRR
Victor Medina-Olivares, Finn Lindgren, Raffaella Calabrese, Jonathan Crook
2023 J jnl
Joint models for longitudinal and discrete survival data in credit scoring.
Eur. J. Oper. Res.
Victor Medina-Olivares, Raffaella Calabrese, Jonathan Crook, Finn Lindgren
2023 J jnl
Joint models of multivariate longitudinal outcomes and discrete survival data with INLA: An application to credit repayment behaviour.
Eur. J. Oper. Res.
Victor Medina-Olivares, Finn Lindgren, Raffaella Calabrese, Jonathan Crook
2023 J jnl
Sensitivity of stress testing metrics to estimation risk, account behaviour and volatility for credit defaults.
J. Oper. Res. Soc.
Viani Biatat Djeundje, Jonathan Crook
2023 J jnl
The role of web browsing in credit risk prediction.
Decis. Support Syst.
Betty Johanna Garzon Rozo, Jonathan Crook, Galina Andreeva
2022 J jnl
Editorial.
J. Oper. Res. Soc.
Jonathan Crook, Tony Bellotti, Christophe Mues, Galina Andreeva
2022 J jnl
Multihorizon discrete time survival models.
J. Oper. Res. Soc.
Joseph L. Breeden, Jonathan Crook
2021 J jnl
Enhancing credit scoring with alternative data.
Expert Syst. Appl.
Viani Biatat Djeundje, Jonathan Crook, Raffaella Calabrese, Mona Hamid
2020 J jnl
Reducing estimation risk using a Bayesian posterior distribution approach: Application to stress testing mortgage loan default.
Eur. J. Oper. Res.
Zheqi Wang, Jonathan Crook, Galina Andreeva
2020 J jnl
Spatial contagion in mortgage defaults: A spatial dynamic survival model with time and space varying coefficients.
Eur. J. Oper. Res.
Raffaella Calabrese, Jonathan Crook
2019 J jnl
Dynamic survival models with varying coefficients for credit risks.
Eur. J. Oper. Res.
Viani Biatat Djeundje, Jonathan Crook
2019 J jnl
Identifying hidden patterns in credit risk survival data using Generalised Additive Models.
Eur. J. Oper. Res.
Viani Biatat Djeundje, Jonathan Crook
2019 J jnl
Special issue on credit risk modelling.
J. Oper. Res. Soc.
Jonathan Crook, Christophe Mues, Tony Bellotti, Galina Andreeva
2018 J jnl
Incorporating heterogeneity and macroeconomic variables into multi-state delinquency models for credit cards.
Eur. J. Oper. Res.
Viani Biatat Djeundje, Jonathan Crook
2017 J jnl
Dynamic prediction of financial distress using Malmquist DEA.
Expert Syst. Appl.
Zhiyong Li, Jonathan Crook, Galina Andreeva
2017 J jnl
Enhancing two-stage modelling methodology for loss given default with support vector machines.
Eur. J. Oper. Res.
Xiao Yao, Jonathan Crook, Galina Andreeva
2016 J jnl
A new Mixture model for the estimation of credit card Exposure at Default.
Eur. J. Oper. Res.
Mindy Leow, Jonathan Crook
2016 J jnl
Editorial.
Eur. J. Oper. Res.
Jonathan Crook, Tony Bellotti, Christophe Mues
2016 J jnl
The stability of survival model parameter estimates for predicting the probability of default: Empirical evidence over the credit crisis.
Eur. J. Oper. Res.
Mindy Leow, Jonathan Crook
2015 J jnl
Support vector regression for loss given default modelling.
Eur. J. Oper. Res.
Xiao Yao, Jonathan Crook, Galina Andreeva
2014 J jnl
Chinese companies distress prediction: an application of data envelopment analysis.
J. Oper. Res. Soc.
Zhiyong Li, Jonathan Crook, Galina Andreeva
2014 J jnl
Intensity models and transition probabilities for credit card loan delinquencies.
Eur. J. Oper. Res.
Mindy Leow, Jonathan Crook
2014 J jnl
Retail credit stress testing using a discrete hazard model with macroeconomic factors.
J. Oper. Res. Soc.
Tony Bellotti, Jonathan Crook
2012 J jnl
Editorial.
J. Oper. Res. Soc.
Jonathan Crook, Thomas W. Archibald
2011 J jnl
Editorial.
J. Oper. Res. Soc.
Thomas W. Archibald, Jonathan Crook
2010 J jnl
Modelling take-up and profitability.
J. Oper. Res. Soc.
P. Ma, Jonathan Crook, Jake Ansell
2010 J jnl
Reject inference in survival analysis by augmentation.
J. Oper. Res. Soc.
John Banasik, Jonathan Crook
2009 J jnl
Credit scoring with macroeconomic variables using survival analysis.
J. Oper. Res. Soc.
Tony Bellotti, Jonathan Crook
2009 J jnl
Support vector machines for credit scoring and discovery of significant features.
Expert Syst. Appl.
Tony Bellotti, Jonathan Crook
2007 J jnl
Modelling profitability using survival combination scores.
Eur. J. Oper. Res.
Galina Andreeva, Jake Ansell, Jonathan Crook
2007 J jnl
Reject inference, augmentation, and sample selection.
Eur. J. Oper. Res.
John Banasik, Jonathan Crook
2003 J jnl
Sample selection bias in credit scoring models.
J. Oper. Res. Soc.
John Banasik, Jonathan Crook, Lyn C. Thomas
2001 J jnl
Scoring by usage.
J. Oper. Res. Soc.
John Banasik, Jonathan Crook, Lyn Thomas