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2025
[j7]
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Viani Biatat Djeundje, Jonathan Crook, Galina Andreeva:
The devil in the details: Dynamic Prediction of loan portfolio profitability with macroeconomic drivers through multi-state modelling. Eur. J. Oper. Res. 327(2): 703-715 (2025)
[j6]
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Viani Biatat Djeundje, Jonathan Crook:
A new method to predict economic capital for the credit risk of a lending portfolio. J. Oper. Res. Soc. 76(7): 1432-1448 (2025)
2023
[j5]
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Viani Biatat Djeundje, Jonathan Crook:
Sensitivity of stress testing metrics to estimation risk, account behaviour and volatility for credit defaults. J. Oper. Res. Soc. 74(7): 1763-1774 (2023)
2021
[j4]
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Viani Biatat Djeundje, Jonathan Crook, Raffaella Calabrese, Mona Hamid:
Enhancing credit scoring with alternative data. Expert Syst. Appl. 163: 113766 (2021)
2019
[j3]
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  - journals/eor/DjeundjeC19
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Viani Biatat Djeundje, Jonathan Crook:
Dynamic survival models with varying coefficients for credit risks. Eur. J. Oper. Res. 275(1): 319-333 (2019)
[j2]
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  - journals/eor/DjeundjeC19a
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Viani Biatat Djeundje, Jonathan Crook:
Identifying hidden patterns in credit risk survival data using Generalised Additive Models. Eur. J. Oper. Res. 277(1): 366-376 (2019)
2018
[j1]
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Viani Biatat Djeundje, Jonathan Crook:
Incorporating heterogeneity and macroeconomic variables into multi-state delinquency models for credit cards. Eur. J. Oper. Res. 271(2): 697-709 (2018)

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