JEL Classification C44
"Statistical Decision Theory; Operations Research"

These are all the papers that have a JEL assignment (not all authors have given JEL codes to their papers) and that include the C44 classification.     (sorted by date)

Bounds for Rating Override Rates
by Dirk Tasche of Financial Services Authority, UK
(495K PDF) -- 20 pages -- June 13, 2012

Wozabal, David, Ronald Hochreiter, "A Coupled Markov Chain Approach to Credit Risk Modeling", Journal of Economic Dynamics and Control, Vol. 36, No. 3, (March 2012), pp. 403-415.

Some Observations on Improving a Bank's Share Value with Credit Portfolio Management, Credit-transfer Pricing and Stress Testing
by Jeffrey R. Bohn of Solition Financial Analytics, Tokyo, and
Roger M. Stein of Moody's Research Labs, Inc.
(414K PDF) -- 30 pages -- June 30, 2011

Valuing CDOs of Bespoke Portfolios with Implied Multi-Factor Models
by Dan Rosen of the Fields Institute and R2 Financial Technologies, and
David Saunders of the University of Waterloo
(431K PDF) -- 29 pages -- December 10, 2008

Default Estimation for Low Default Portfolios
by Nicholas M. Kiefer of Cornell University
(219K PDF) -- 28 pages -- August 2006

Multi-period Bayesian Bankruptcy Prediction: Using financial ratios and the maturity schedule of long-term debt
by Leonid Philosophov of the Moscow Committee of Bankruptcy Affairs,
Jonathan Batten of Macquarie University, and
Vladimir Philosophov (Independent)
(1,208K PDF) -- 34 pages -- January 5, 2006

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