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4. Selection Effects of Lender and Borrower Choices on Risk Measurement, Management and Prudential Regulation. (2020). Luong, Thi Mai.
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5. A classification tree approach for the modeling of competing risks in discrete time. (2019). Welchowski, Thomas ; Schmitz-Valckenberg, Steffen ; Berger, Moritz ; Schmid, Matthias.
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1. On the Convergence of Credit Risk in Current Consumer Automobile Loans. (2024). Pozdnyakov, Vladimir ; Yan, Jun ; Lautier, Jackson P.
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2. Application of the kNN-Based Method and Survival Approach in Estimating Loss Given Default for Unresolved Cases. (2023). Kopciuszewski, Pawe ; Matuszyk, Anna ; Ptak-Chmielewska, Aneta.
   In: Risks.
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3. The profitability of online loans: A competing risks analysis on default and prepayment. (2023). Li, Zhiyong ; Yao, Xiao ; Bellotti, Anthony.
   In: European Journal of Operational Research.
   RePEc:eee:ejores:v:306:y:2023:i:2:p:968-985.

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4. A hierarchical mixture cure model with unobserved heterogeneity for credit risk. (2022). Vasnev, Andrey ; Dirick, Lore ; Claeskens, Gerda ; Baesens, Bart.
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   RePEc:eee:ecosta:v:22:y:2022:i:c:p:39-55.

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5. Modelling dynamic lapse with survival analysis and machine learning in CPI. (2021). Aleandri, Marco ; Eletti, Alessia.
   In: Decisions in Economics and Finance.
   RePEc:spr:decfin:v:44:y:2021:i:1:d:10.1007_s10203-020-00285-9.

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6. Selection Effects of Lender and Borrower Choices on Risk Measurement, Management and Prudential Regulation. (2020). Luong, Thi Mai.
   In: PhD Thesis.
   RePEc:uts:finphd:3-2020.

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7. Accelerated Failure Time Models: An Application in Insurance Attrition. (2020). Majeed, Abdul-Fatawu.
   In: Post-Print.
   RePEc:hal:journl:hal-02953269.

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8. Measuring the Performance of Bank Loans under Basel II/III and IFRS 9/CECL. (2020). Pham, Ha ; Engelmann, Bernd.
   In: Risks.
   RePEc:gam:jrisks:v:8:y:2020:i:3:p:93-:d:407903.

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9. A Raroc Valuation Scheme for Loans and Its Application in Loan Origination. (2020). Pham, Ha ; Engelmann, Bernd.
   In: Risks.
   RePEc:gam:jrisks:v:8:y:2020:i:2:p:63-:d:369585.

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10. Spatial contagion in mortgage defaults: A spatial dynamic survival model with time and space varying coefficients. (2020). Calabrese, Raffaella ; Crook, Jonathan.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:287:y:2020:i:2:p:749-761.

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11. Competing Risk Models of Default in the Presence of Early Repayments. (2019). Ewa, Wycinka.
    In: Econometrics. Advances in Applied Data Analysis.
    RePEc:vrs:eaiada:v:23:y:2019:i:2:p:99-120:n:7.

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12. Risk Analysis for Large Pools of Loans. (2019). Giesecke, Kay ; Sirignano, Justin.
    In: Management Science.
    RePEc:inm:ormnsc:v:65:y:2019:i:1:p:107-121.

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13. A prediction-driven mixture cure model and its application in credit scoring. (2019). Wang, Zhao ; Zhao, Huimin ; Jiang, Cuiqing.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:277:y:2019:i:1:p:20-31.

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14. Dynamic survival models with varying coefficients for credit risks.. (2019). Djeundje, Viani Biatat ; Crook, Jonathan.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:275:y:2019:i:1:p:319-333.

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15. SURVIVAL ANALYSIS AS A TOOL FOR BETTER PROBABILITY OF DEFAULT PREDICTION. (2018). Rychnovsk, Michal.
    In: Acta Oeconomica Pragensia.
    RePEc:prg:jnlaop:v:2018:y:2018:i:1:id:594:p:34-46.

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16. Determinants of sovereign defaults. (2018). Ghulam, Yaseen ; Derber, Julian.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:69:y:2018:i:c:p:43-55.

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17. Incorporating heterogeneity and macroeconomic variables into multi-state delinquency models for credit cards. (2018). Djeundje, Viani Biatat ; Crook, Jonathan.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:271:y:2018:i:2:p:697-709.

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18. Wide and Deep Learning for Peer-to-Peer Lending. (2018). Bastani, Kaveh ; Namavari, Hamed ; Asgari, Elham.
    In: Papers.
    RePEc:arx:papers:1810.03466.

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19. Zastosowanie modeli zdarzen konkurujacych do badania ryzyka kredytowego. (2017). Wycinka, Ewa.
    In: Problemy Zarzadzania.
    RePEc:sgm:pzwzuw:v:15:i:66:y:2017:p:145-161.

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20. Time to default in credit scoring using survival analysis: a benchmark study. (2017). Dirick, Lore ; Claeskens, Gerda ; Baesens, Bart.
    In: Journal of the Operational Research Society.
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21. On the modelling of prognosis from delinquency to normal performance on retail consumer loans. (2016). Bravo, Jorge ; Chamboko, Richard.
    In: Risk Management.
    RePEc:pal:risman:v:18:y:2016:i:4:d:10.1057_s41283-016-0006-4.

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22. Measuring expected time to default under stress conditions for corporate loans. (2016). Serwa, Dobromił ; Górajski, Mariusz ; Woko, Zuzanna ; Gorajski, Mariusz.
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23. Large-Scale Loan Portfolio Selection. (2016). Giesecke, Kay ; Sirignano, Justin A ; Tsoukalas, Gerry.
    In: Operations Research.
    RePEc:inm:oropre:v:64:y:2016:i:6:p:1239-1255.

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24. Spline based survival model for credit risk modeling. (2016). Kong, Xiao ; Nie, Tingting ; Luo, Sirong.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:253:y:2016:i:3:p:869-879.

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25. “Time-to-profit scorecards for revolving credit”. (2016). Sanchez-Barrios, Luis Javier ; Ansell, Jake ; Andreeva, Galina.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:249:y:2016:i:2:p:397-406.

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26. Modelling Time to Default Or Early Repayment as Competing Risks (Modelowanie czasu do zaprzestania splat rat kredytu lub wczesniejszej splaty kredytu jako zdarzen konkurujacych ). (2015). Wycinka, Ewa.
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27. Stress test for a technology credit guarantee fund based on survival analysis. (2015). Ju, Yonghan ; Sohn, So Young.
    In: Journal of the Operational Research Society.
    RePEc:pal:jorsoc:v:66:y:2015:i:3:p:463-475.

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28. Dynamic Valuation of Delinquent Credit-Card Accounts. (2015). Weber, Thomas ; Chehrazi, Naveed.
    In: Management Science.
    RePEc:inm:ormnsc:v:61:y:2015:i:12:p:3077-3096.

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29. Identifying future defaulters: A hierarchical Bayesian method. (2015). Hua, Zhongsheng ; Liu, Fan ; Lim, Andrew.
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    RePEc:eee:ejores:v:241:y:2015:i:1:p:202-211.

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30. Intensity models and transition probabilities for credit card loan delinquencies. (2014). Leow, Mindy ; Crook, Jonathan.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:236:y:2014:i:2:p:685-694.

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31. Probability of default in collateralized credit operations. (2013). Divino, Jose Angelo ; Rocha, Lineke Clementino Sleegers, .
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32. Multiple Event Incidence and Duration Analysis for Credit Data Incorporating Non-Stochastic Loan Maturity. (2012). Gerlach, Richard ; John G. T. Watkins, ; Vasnev, Andrey L..
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33. Approximating correlated defaults. (2012). Rosenthal, Dale ; Rosenthal, Dale W. R., .
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34. Performance monitoring of credit portfolios using survival analysis. (2012). Gandy, Axel.
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    RePEc:eee:intfor:v:28:y:2012:i:1:p:139-144.

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35. Mixture cure models in credit scoring: If and when borrowers default. (2012). Tong, Edward N. C., ; Thomas, Lyn C. ; Mues, Christophe.
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36. Modelling take-up and profitability. (2010). Ma, P ; Crook, J ; Ansell, J.
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37. Modelling credit risk of portfolio of consumer loans. (2010). Malik, M ; Thomas, L C.
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38. Reject inference in survival analysis by augmentation. (2010). Crook, J ; Banasik, J.
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39. Consumer finance: challenges for operational research. (2010). Thomas, L C.
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40. Credit scoring with macroeconomic variables using survival analysis. (2009). Bellotti, T ; Crook, J.
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41. Credit risk drivers: Evaluating the contribution of firm level information and of macroeconomic dynamics. (2009). Bonfim, Diana.
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42. A dynamic scorecard for monitoring baseline performance with application to tracking a mortgage portfolio. (2007). Somers, M ; Whittaker, J ; Whitehead, C.
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43. Modelling profitability using survival combination scores. (2007). Crook, Jonathan ; Ansell, Jake ; Andreeva, Galina.
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44. Financial survival analysis of defaulted debtors. (2006). Rose, Lawrence ; Allen, L N.
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45. European generic scoring models using survival analysis. (2006). Andreeva, G.
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46. Neural network survival analysis for personal loan data. (2005). Van den Poel, Dirk ; Stepanova, M ; Vanthienen, J ; Baesens, B ; van Gestel, T.
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47. Modelling the purchase propensity: analysis of a revolving store card. (2005). Crook, J N ; Ansell, J ; Andreeva, G.
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48. Neural Network Survival Analysis for Personal Loan Data. (2004). van Gestel, Tony ; Van den Poel, Dirk ; STEPANOVA, M. ; Baesens, B..
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49. Behavioural models of credit card usage. (2003). Till, Robert ; Hand, David.
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50. Survival Analysis Methods for Personal Loan Data. (2002). Stepanova, Maria ; Thomas, Lyn.
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