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Journal of the Operational Research Society Volume 65, 2014 - Issue 3: Special Issue: Credit Risk Modelling
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Special Issue Paper

Modelling credit risk with scarce default data: on the suitability of cooperative bootstrapped strategies for small low-default portfolios

Raquel Florez-LopezUniversity Pablo Olavide of SevilleSevilleSpainCorrespondence[email protected]
&
Juan Manuel Ramon-JeronimoUniversity Pablo Olavide of SevilleSevilleSpain
Pages 416-434 | Received 17 Jan 2012, Accepted 21 Aug 2013, Published online: 21 Dec 2017

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Haomin Wang, Gang Kou & Yi Peng. (2021) Multi-class misclassification cost matrix for credit ratings in peer-to-peer lending. Journal of the Operational Research Society 72:4, pages 923-934.
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Jonathan Crook & David Edelman. (2014) Special issue credit risk modelling. Journal of the Operational Research Society 65:3, pages 321-322.
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Articles from other publishers (8)

Zhiyong Li, Aimin Li, Anthony Bellotti & Xiao Yao. (2023) The profitability of online loans: A competing risks analysis on default and prepayment. European Journal of Operational Research 306:2, pages 968-985.
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Rainer Jobst, Ralf Kellner & Daniel Rösch. (2020) Bayesian loss given default estimation for European sovereign bonds. International Journal of Forecasting 36:3, pages 1073-1091.
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Salvatore Carta, Anselmo Ferreira, Diego Reforgiato Recupero, Marco Saia & Roberto Saia. (2020) A combined entropy-based approach for a proactive credit scoring. Engineering Applications of Artificial Intelligence 87, pages 103292.
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Salvatore Carta, Gianni Fenu, Anselmo Ferreira, Diego Reforgiato Recupero & Roberto Saia. 2020. Knowledge Discovery, Knowledge Engineering and Knowledge Management. Knowledge Discovery, Knowledge Engineering and Knowledge Management 134 157 .
Alexander M. Karminsky & Ella Khromova. (2018) Increase of banks’ credit risks forecasting power by the usage of the set of alternative models. Russian Journal of Economics 4:2, pages 155-174.
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Emma M. Sánchez, Julio B. Clempner & Alexander S. Poznyak. (2015) Solving the mean–variance customer portfolio in Markov chains using iterated quadratic/Lagrange programming: A credit-card customer limits approach. Expert Systems with Applications 42:12, pages 5315-5327.
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Raul Valverde. (2015) AN INSURANCE MODEL FOR THE PROTECTION OF CORPORATIONS AGAINST THE BANKRUPTCY OF SUPPLIERS BY USING THE BLACK-SCHOLES-MERTON MODEL. IFAC-PapersOnLine 48:3, pages 513-520.
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Raul Valverde. (2014) A Supply Chain Financial Management Insurance Model for the Protection of Corporations Against the Bankruptcy of Suppliers by Using the Black-Scholes-Merton Model. SSRN Electronic Journal.
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