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2. MODELING LIFETIME EXPECTED CREDIT LOSSES ON BANK LOANS;International Journal of Theoretical and Applied Finance;2021-12
3. Modelling the loss given default distribution via a family of zero‐and‐one inflated mixture models;Journal of the Royal Statistical Society: Series A (Statistics in Society);2019-04-29
4. Scenario Analysis and Expected Credit Losses;IFRS 9 and CECL Credit Risk Modelling and Validation;2019