Lucas, A., Spreij, P., Straetmans, S. and Klaassen, P. (2001). An analytical approach to credit risk of large corporate bond and loan portfolios Journal of Banking and Finance, 25(9):1635--1664.
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Bleichrodt, H., Pinto, J. and Wakker, P. (2001). Making Descriptive Use of Prospect Theory to Improve the Prescriptive Use of Expected Utility Management Science, 47(11):1498--1514. -
van der Klaauw, B. and van den Berg, G.J. (2001). Combining Micro and Macro Unemployment Duration Data Journal of Econometrics, 102(2):271--309.