Publications

Journals and books

  • T. Bellotti.  A simulation study of Basel II expected loss distributions for a portfolio of credit cards.  Journal of Financial Services Marketing, special issue “In the grip of the credit crunch: challenges of confronting a changing environment”, accepted for publication, to appear.
  • J. Crook, T. Bellotti.  Time varying and dynamic models for default risk in consumer loans.  Journal of the Royal statistical Society series A (Statistics in Society), accepted for publication, to appear 2009.

Presentations and conferences

Working papers and reports

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