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Modelling LGD for unsecured retail loans using Bayesian methods
Bijak, Katarzyna; Thomas, Lyn C. - In: Journal of the Operational Research Society : OR 66 (2015) 2, pp. 342-352
Persistent link: https://www.econbiz.de/10010487508
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The economy and loss given default : evidence from two UK retail lending data sets
Leow, Mindy; Mues, Christophe; Thomas, Lyn C. - In: Journal of the Operational Research Society : OR 65 (2014) 3, pp. 363-375
Persistent link: https://www.econbiz.de/10010251704
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Consumer finance : challenges for operational research
Thomas, Lyn C. - In: Journal of the Operational Research Society : OR 61 (2010) 1, pp. 41-52
Persistent link: https://www.econbiz.de/10003948109
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Time varying or static cut-offs for credit scorecards
Jung, K. M.; Thomas, Lyn C.; So, M. M.-C. - In: Journal of the Operational Research Society : OR 64 (2013) 9, pp. 1299-1306
Persistent link: https://www.econbiz.de/10009788644
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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
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Credit card pricing and impact of adverse selection
Huang, B.; Thomas, Lyn C. - In: Journal of the Operational Research Society : OR 65 (2014) 8, pp. 1193-1201
Persistent link: https://www.econbiz.de/10010386711
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Comparing reinforcement learning approaches for solving game theoretic models : a dynamic airline pricing game example
Collins, Andrew J.; Thomas, Lyn C. - In: Journal of the Operational Research Society : OR 63 (2012) 8, pp. 1165-1173
Persistent link: https://www.econbiz.de/10009576940
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Modelling LGD for unsecured personal loans: decision tree approach
Matuszyk, A.; Mues, C.; Thomas, Lyn C. - In: Journal of the Operational Research Society : OR 61 (2010) 3, pp. 393-398
Persistent link: https://www.econbiz.de/10003945455
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Modelling credit risk of portfolio of consumer loans
Malik, M.; Thomas, Lyn C. - In: Journal of the Operational Research Society : OR 61 (2010) 3, pp. 411-420
Persistent link: https://www.econbiz.de/10003945457
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Special issue, part 1: Consumer credit risk modelling
Thomas, Lyn C. (contributor) - In: Journal of the Operational Research Society : OR 61 (2010) 3, pp. 359-501
Persistent link: https://www.econbiz.de/10003946125