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A zero-adjusted gamma model for mortgage loan loss given default
Tong, Edward N. C.; Mues, Christophe; Thomas, Lyn C. - In: International journal of forecasting 29 (2013) 4, pp. 548-562
Persistent link: https://www.econbiz.de/10010212473
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A survey of credit and behavioural scoring : forecasting financial risk of lending to consumers
Thomas, Lyn C. - In: International journal of forecasting 16 (2000) 2, pp. 149-172
Persistent link: https://www.econbiz.de/10001476878
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Transition matrix models of consumer credit ratings
Malik, Madhur; Thomas, Lyn C. - In: International journal of forecasting 28 (2012) 1, pp. 261-272
Persistent link: https://www.econbiz.de/10009581940
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Comparisons of linear regression and survival analysis using single and mixture distributions approaches in modelling LGD
Zhang, Jie; Thomas, Lyn C. - In: International journal of forecasting 28 (2012) 1, pp. 204-215
Persistent link: https://www.econbiz.de/10009581963
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Comparing debt characteristics and LGD models for different collections policies
Thomas, Lyn C.; Matuszyk, A.; Moore, A. - In: International journal of forecasting 28 (2012) 1, pp. 196-203
Persistent link: https://www.econbiz.de/10009581988
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Benchmarking regression algorithms for loss given default modeling
Loterman, Gert; Brown, Iain; Martens, David; Mues, … - In: International journal of forecasting 28 (2012) 1, pp. 161-171
Persistent link: https://www.econbiz.de/10009818686
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Predicting loss given default (LGD) for residential mortgage loans: A two-stage model and empirical evidence for UK bank data
Leow, Mindy; Mues, Christophe - In: International journal of forecasting 28 (2012) 1, pp. 183-196
Persistent link: https://www.econbiz.de/10009818688
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Predicting loss given default (LGD) for residential mortgage loans : a two-stage model and empirical evidence for UK bank data
Leow, Mindy; Mues, Christophe - In: International journal of forecasting 28 (2012) 1, pp. 183-195
Persistent link: https://www.econbiz.de/10009581989
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Benchmarking regression algorithms for loss given default modeling
Loterman, Gert; Brown, Iain; Martens, David; Mues, … - In: International journal of forecasting 28 (2012) 1, pp. 161-170
Persistent link: https://www.econbiz.de/10009581995
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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