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~subject:"Credit risk"
~subject:"Interest rate"
~person:"So, Mee Chi"
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Credit risk
Interest rate
Credit card
4
Kreditkarte
4
Kreditrisiko
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2
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2
Exposure at default
2
Insolvency
2
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consumer credit risk
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Generalised additive model
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application in banking
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So, Mee Chi
Agarwal, Sumit
12
Mester, Loretta J.
12
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10
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9
Alan, Sule
8
Chomsisengphet, Souphala
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6
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5
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Lo, Andrew W.
5
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4
Das, Sanmay
4
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4
Tertilt, Michele
4
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3
Chen, Qingqing
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Gordy, Michael B.
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Hong, Suting
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Luengo-Prado, Maria José
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Mues, Christophe
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Seira, Enrique
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Serfes, Konstantinos
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Siddique, Akhtar R.
3
Stango, Victor
3
Thomas, Lyn C.
3
Athreya, Kartik B.
2
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2
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Journal of the Operational Research Society : OR
2
European journal of operational research : EJOR
1
International journal of forecasting
1
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ECONIS (ZBW)
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Modelling credit card exposure at default using vine copula quantile regression
Wattanawongwan, Suttisak
;
Mues, Christophe
;
Okhrati, Ramin
- In:
European journal of operational research : EJOR
311
(
2023
)
1
,
pp. 387-399
Persistent link: https://www.econbiz.de/10014336533
Saved in:
2
A mixture model for credit card exposure at default using the GAMLSS framework
Wattanawongwan, Suttisak
;
Mues, Christophe
;
Okhrati, Ramin
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 503-518
Persistent link: https://www.econbiz.de/10014462794
Saved in:
3
When to rebuild or when to adjust scorecards
Jung, Ki Mun
;
Thomas, Lyn C.
;
So, Mee Chi
- In:
Journal of the Operational Research Society : OR
66
(
2015
)
10
,
pp. 1656-1668
Persistent link: https://www.econbiz.de/10011418006
Saved in:
4
Stress testing credit card portfolios : an application in South Africa
Yixing, Seah
;
So, Mee Chi
;
Thomas, Lyn C.
- In:
Journal of the Operational Research Society : OR
65
(
2014
)
3
,
pp. 351-362
Persistent link: https://www.econbiz.de/10010251706
Saved in:
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