Jonathan Crook
Orcid: 0000-0003-2198-4224
According to our database1,
Jonathan Crook
authored at least 46 papers
between 1999 and 2024.
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Bibliography
2024
J. Oper. Res. Soc., February, 2024
A new ordinal mixed-data sampling model with an application to corporate credit rating levels.
Eur. J. Oper. Res., 2024
2023
Joint models of multivariate longitudinal outcomes and discrete survival data with INLA: An application to credit repayment behaviour.
Eur. J. Oper. Res., October, 2023
Sensitivity of stress testing metrics to estimation risk, account behaviour and volatility for credit defaults.
J. Oper. Res. Soc., July, 2023
Eur. J. Oper. Res., June, 2023
2022
2021
2020
Reducing estimation risk using a Bayesian posterior distribution approach: Application to stress testing mortgage loan default.
Eur. J. Oper. Res., 2020
Spatial contagion in mortgage defaults: A spatial dynamic survival model with time and space varying coefficients.
Eur. J. Oper. Res., 2020
2019
Identifying hidden patterns in credit risk survival data using Generalised Additive Models.
Eur. J. Oper. Res., 2019
Eur. J. Oper. Res., 2019
2018
Incorporating heterogeneity and macroeconomic variables into multi-state delinquency models for credit cards.
Eur. J. Oper. Res., 2018
2017
Expert Syst. Appl., 2017
Enhancing two-stage modelling methodology for loss given default with support vector machines.
Eur. J. Oper. Res., 2017
Credit Scoring and Its Applications, Second Edition.
Mathematics in industry 2, SIAM, ISBN: 978-1-611-97455-3, 2017
2016
Eur. J. Oper. Res., 2016
The stability of survival model parameter estimates for predicting the probability of default: Empirical evidence over the credit crisis.
Eur. J. Oper. Res., 2016
2015
2014
J. Oper. Res. Soc., 2014
Retail credit stress testing using a discrete hazard model with macroeconomic factors.
J. Oper. Res. Soc., 2014
Eur. J. Oper. Res., 2014
2011
2010
2009
J. Oper. Res. Soc., 2009
Expert Syst. Appl., 2009
2007
2005
J. Oper. Res. Soc., 2005
2003
2002
Credit Scoring and Its Applications.
SIAM monographs on mathematical modeling and computation 6, SIAM, ISBN: 978-0-89871-483-8, 2002
2001
The power to borrow and lend: investigating the cultural context as part of the lending decision.
J. Oper. Res. Soc., 2001
1999