Jonathan Crook

According to our database, Jonathan Crook authored at least 46 papers between 1999 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

<i>Journal of the Operational Research Society</i> (JORS): The last 40 years.

Saïd Salhi, Graham Rand, John Hough, John C. Ranyard, Terry Williams, John Wilson, Thomas W. Archibald, Jonathan Crook, John E. Boylan, Martin H. Kunc, Zhe George Zhang

J. Oper. Res. Soc., February, 2024

A new ordinal mixed-data sampling model with an application to corporate credit rating levels.

Leonie Goldmann, Jonathan Crook, Raffaella Calabrese

Eur. J. Oper. Res., 2024

2023

Joint models of multivariate longitudinal outcomes and discrete survival data with INLA: An application to credit repayment behaviour.

Victor Medina-Olivares, Finn Lindgren, Raffaella Calabrese, Jonathan Crook

Eur. J. Oper. Res., October, 2023

Sensitivity of stress testing metrics to estimation risk, account behaviour and volatility for credit defaults.

Viani Biatat Djeundje, Jonathan Crook

J. Oper. Res. Soc., July, 2023

Joint models for longitudinal and discrete survival data in credit scoring.

Victor Medina-Olivares, Raffaella Calabrese, Jonathan Crook, Finn Lindgren

Eur. J. Oper. Res., June, 2023

The role of web browsing in credit risk prediction.

Betty Johanna Garzon Rozo, Jonathan Crook, Galina Andreeva

Decis. Support Syst., 2023

Joint model for longitudinal and spatio-temporal survival data.

Victor Medina-Olivares, Finn Lindgren, Raffaella Calabrese, Jonathan Crook

CoRR, 2023

2022

Editorial.

Jonathan Crook, Tony Bellotti, Christophe Mues, Galina Andreeva

J. Oper. Res. Soc., 2022

Multihorizon discrete time survival models.

Joseph L. Breeden, Jonathan Crook

J. Oper. Res. Soc., 2022

2021

Enhancing credit scoring with alternative data.

Viani Biatat Djeundje, Jonathan Crook, Raffaella Calabrese, Mona Hamid

Expert Syst. Appl., 2021

2020

Reducing estimation risk using a Bayesian posterior distribution approach: Application to stress testing mortgage loan default.

Zheqi Wang, Jonathan Crook, Galina Andreeva

Eur. J. Oper. Res., 2020

Spatial contagion in mortgage defaults: A spatial dynamic survival model with time and space varying coefficients.

Raffaella Calabrese, Jonathan Crook

Eur. J. Oper. Res., 2020

2019

Special issue on credit risk modelling.

Jonathan Crook, Christophe Mues, Tony Bellotti, Galina Andreeva

J. Oper. Res. Soc., 2019

Identifying hidden patterns in credit risk survival data using Generalised Additive Models.

Viani Biatat Djeundje, Jonathan Crook

Eur. J. Oper. Res., 2019

Dynamic survival models with varying coefficients for credit risks.

Viani Biatat Djeundje, Jonathan Crook

Eur. J. Oper. Res., 2019

2018

Incorporating heterogeneity and macroeconomic variables into multi-state delinquency models for credit cards.

Viani Biatat Djeundje, Jonathan Crook

Eur. J. Oper. Res., 2018

2017

Dynamic prediction of financial distress using Malmquist DEA.

Zhiyong Li, Jonathan Crook, Galina Andreeva

Expert Syst. Appl., 2017

Enhancing two-stage modelling methodology for loss given default with support vector machines.

Xiao Yao, Jonathan Crook, Galina Andreeva

Eur. J. Oper. Res., 2017

Credit Scoring and Its Applications, Second Edition.

Lyn C. Thomas, Jonathan N. Crook, David B. Edelman

Mathematics in industry 2, SIAM, ISBN: 978-1-611-97455-3, 2017

2016

A new Mixture model for the estimation of credit card Exposure at Default.

Mindy Leow, Jonathan Crook

Eur. J. Oper. Res., 2016

The stability of survival model parameter estimates for predicting the probability of default: Empirical evidence over the credit crisis.

Mindy Leow, Jonathan Crook

Eur. J. Oper. Res., 2016

Editorial.

Jonathan Crook, Tony Bellotti, Christophe Mues

Eur. J. Oper. Res., 2016

2015

Support vector regression for loss given default modelling.

Xiao Yao, Jonathan Crook, Galina Andreeva

Eur. J. Oper. Res., 2015

2014

Chinese companies distress prediction: an application of data envelopment analysis.

Zhiyong Li, Jonathan Crook, Galina Andreeva

J. Oper. Res. Soc., 2014

Special issue credit risk modelling.

Jonathan N. Crook, David E. Edelman

J. Oper. Res. Soc., 2014

Retail credit stress testing using a discrete hazard model with macroeconomic factors.

Tony Bellotti, Jonathan Crook

J. Oper. Res. Soc., 2014

Intensity models and transition probabilities for credit card loan delinquencies.

Mindy Leow, Jonathan Crook

Eur. J. Oper. Res., 2014

2011

Editorial.

Thomas W. Archibald, Jonathan Crook

J. Oper. Res. Soc., 2011

2010

Editorial.

Lyn C. Thomas, Jonathan N. Crook, David E. Edelman

J. Oper. Res. Soc., 2010

Modelling take-up and profitability.

P. Ma, Jonathan Crook, Jake Ansell

J. Oper. Res. Soc., 2010

Reject inference in survival analysis by augmentation.

John Banasik, Jonathan Crook

J. Oper. Res. Soc., 2010

2009

Credit scoring with macroeconomic variables using survival analysis.

Tony Bellotti, Jonathan Crook

J. Oper. Res. Soc., 2009

Support vector machines for credit scoring and discovery of significant features.

Tony Bellotti, Jonathan Crook

Expert Syst. Appl., 2009

2007

Recent developments in consumer credit risk assessment.

Jonathan N. Crook, David E. Edelman, Lyn C. Thomas

Eur. J. Oper. Res., 2007

Reject inference, augmentation, and sample selection.

John Banasik, Jonathan Crook

Eur. J. Oper. Res., 2007

Modelling profitability using survival combination scores.

Galina Andreeva, Jake Ansell, Jonathan Crook

Eur. J. Oper. Res., 2007

2005

Credit Scoring.

Jonathan N. Crook, David E. Edelman, Lyn C. Thomas

J. Oper. Res. Soc., 2005

Credit scoring, augmentation and lean models.

John Banasik, Jonathan N. Crook

J. Oper. Res. Soc., 2005

Modelling the purchase propensity: analysis of a revolving store card.

Galina Andreeva, Jake Ansell, Jonathan N. Crook

J. Oper. Res. Soc., 2005

2003

Sample selection bias in credit scoring models.

John Banasik, Jonathan Crook, Lyn C. Thomas

J. Oper. Res. Soc., 2003

2002

Credit Scoring and Its Applications.

Lyn C. Thomas, David B. Edelman, Jonathan N. Crook

SIAM monographs on mathematical modeling and computation 6, SIAM, ISBN: 978-0-89871-483-8, 2002

2001

Recalibrating scorecards.

Lyn C. Thomas, John Banasik, Jonathan N. Crook

J. Oper. Res. Soc., 2001

The power to borrow and lend: investigating the cultural context as part of the lending decision.

Martha L. Maznevski, R. S. Kemp, George A. Overstreet Jr., Jonathan N. Crook

J. Oper. Res. Soc., 2001

Editorial overview.

Jonathan N. Crook, David B. Edelman, Lyn C. Thomas

J. Oper. Res. Soc., 2001

Scoring by usage.

John Banasik, Jonathan Crook, Lyn Thomas

J. Oper. Res. Soc., 2001

1999

Not if but when will borrowers default.

John Banasik, Jonathan N. Crook, Lyn C. Thomas

J. Oper. Res. Soc., 1999