Journal: Journal of the Operational Research Society

Found 4035 papers in total
Evolution of innovation and its strategies: from ecological niche models of supply chain clusters
Evolution of innovation and its strategies: from ecological niche models of supply chain clusters
2014,
Generally, supply chain cluster (SCC) evolution follows innovation and its selection...
Exploring the role of supplier relationship management for sustainable operations: an OR perspective
Exploring the role of supplier relationship management for sustainable operations: an OR perspective
2014,
This paper provides a systems‐based approach to the exploration of the...
Bayesian corporate bond pricing and credit default swap premium models for deriving default probabilities and recovery rates
Bayesian corporate bond pricing and credit default swap premium models for deriving default probabilities and recovery rates
2014,
This paper develops a Bayesian method by jointly formulating a corporate bond (CB)...
Selection bias in credit scorecard evaluation
Selection bias in credit scorecard evaluation
2014,
Selection bias is a perennial problem when constructing and evaluating scorecards. It...
The economy and loss given default: evidence from two UK retail lending data sets
The economy and loss given default: evidence from two UK retail lending data sets
2014,
Loss given default (LGD) models predict losses as a proportion of the outstanding...
On reduced-form intensity-based model with ‘trigger’ events
On reduced-form intensity-based model with ‘trigger’ events
2014,
Corporate defaults may be triggered by some major market news or events such as...
Creditworthiness dynamics and Hidden Markov Models
Creditworthiness dynamics and Hidden Markov Models
2014,
A dynamic monitoring of credit risky portfolios is described. In the first section, it...
Stress testing credit card portfolios: an application in South Africa
Stress testing credit card portfolios: an application in South Africa
2014,
Motivated by a real problem, this study aims to develop models to conduct stress...
Modelling credit risk with scarce default data: on the suitability of cooperative bootstrapped strategies for small low-default portfolios
Modelling credit risk with scarce default data: on the suitability of cooperative bootstrapped strategies for small low-default portfolios
2014,
Credit risk models are commonly based on large internal data sets to produce reliable...
Chinese companies distress prediction: an application of data envelopment analysis
Chinese companies distress prediction: an application of data envelopment analysis
2014,
Bankruptcy prediction is a key part in corporate credit risk management. Traditional...
Retail credit stress testing using a discrete hazard model with macroeconomic factors
Retail credit stress testing using a discrete hazard model with macroeconomic factors
2014,
Retail credit models are implemented using discrete survival analysis, enabling...
Forecasting probabilities of default and loss rates given default in the presence of selection
Forecasting probabilities of default and loss rates given default in the presence of selection
2014,
This paper offers a joint estimation approach for forecasting probabilities of default...
Monetary and relative scorecards to assess profits in consumer revolving credit
Monetary and relative scorecards to assess profits in consumer revolving credit
2014,
This paper presents for the first time a relative profit measure for scoring purposes...
Forecasting Loss Given Default models: impact of account characteristics and the macroeconomic state
Forecasting Loss Given Default models: impact of account characteristics and the macroeconomic state
2014,
On the basis of two data sets containing Loss Given Default (LGD) observations of home...
Optimal ROE loan pricing with or without adverse selection
Optimal ROE loan pricing with or without adverse selection
2014,
The authors describe the structural solution of the loan rate as a function of default...
Priority dispatching strategies for EMS systems
Priority dispatching strategies for EMS systems
2014,
Emergency medical service (EMS) systems provide urgent medical care and transport. In...
Single‐machine scheduling with common due‐window assignment for deteriorating jobs
Single‐machine scheduling with common due‐window assignment for deteriorating jobs
2014,
In this paper, we consider a single‐machine common due‐window assignment...
Company failure prediction with limited information: newly incorporated companies
Company failure prediction with limited information: newly incorporated companies
2014,
Developing ‘Internal Rating Systems’ (IRB) for corporate risk management...
Universiti Malaysia Pahang examination timetabling problem: scheduling invigilators
Universiti Malaysia Pahang examination timetabling problem: scheduling invigilators
2014,
This paper presents a real‐world examination timetabling problem from...
A participative and facilitative conceptual modelling framework for discrete event simulation studies in healthcare
A participative and facilitative conceptual modelling framework for discrete event simulation studies in healthcare
2014,
Existing approaches to conceptual modelling (CM) in discrete‐event simulation...
Use of modelling to inform public health policy: a case study on the blood‐borne transmission of variant‐CJD
Use of modelling to inform public health policy: a case study on the blood‐borne transmission of variant‐CJD
2014,
Since the identification of variant Creutzfeldt–Jacob Disease in the late 1980s,...
Efficient wafer sorting scheduling using a hybrid artificial immune system
Efficient wafer sorting scheduling using a hybrid artificial immune system
2014,
The efficiency of wafer sorting scheduling is of particular importance in...
The co‐production approach to service: a theoretical background
The co‐production approach to service: a theoretical background
2014,
The paper develops a theoretical background on the co‐production approach as an...
Multi‐period empty container repositioning with stochastic demand and lost sales
Multi‐period empty container repositioning with stochastic demand and lost sales
2014,
This paper considers repositioning empty containers between multi‐ports over...
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