A brief reminder that papers are invited for a Special Issue of the Journal of the Royal Statistical Society (Series A) on Credit Risk Modelling. The closing date for submissions is 15 January 2018.
Papers may be submitted at https://mc.manuscriptcentral.com/jrss
and will be subject to the usual refereeing process.
Examples of subject areas that would fit into this area include, but are not restricted to: classifier methodologies, survival and longitudinal models, time series models, state-space models, and Markov models. Parametric and non-parametric models as well as frequentist and Bayesian approaches are all welcome. Application areas include probability of default, loss given default and exposure at default modelling, portfolio credit risk modelling, stress testing, loss prediction, collections modelling, affordability modelling, attrition models, models for IFRS9, reject inference, corporate default modelling, models for SMEs, profit modelling, measures of predictive accuracy, risk based pricing, fraud detection and use of novel data sources such as social media data in credit risk.
Further details at: https://www.business-school.ed.ac.uk/crc/call-for-papers-journal-of-the-royal-statistical-society-series-a-special-issue/
Jonathan Crook
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