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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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2
Underperforming performance measures? : a review of measures for loss given default models
Bijak, Katarzyna
;
Thomas, Lyn C.
- In:
The journal of risk model validation
12
(
2018
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011869725
Saved in:
3
Mixture cure models in credit scoring : if and when borrowers default
Tong, Edward N. C.
;
Mues, Christophe
;
Thomas, Lyn C.
- In:
European journal of operational research : EJOR
218
(
2012
)
1
,
pp. 132-139
Persistent link: https://www.econbiz.de/10009501056
Saved in:
4
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
Saved in:
5
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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6
Optimizing the collections process in consumer credit
Almeida-Filho, Adiel T. de
;
Mues, Christophe
;
Thomas, Lyn C.
- In:
Production and operations management : an international …
19
(
2010
)
6
,
pp. 698-708
Persistent link: https://www.econbiz.de/10008796715
Saved in:
7
Modelling repayment patterns in the collections process for unsecured consumer debt : a case study
Thomas, Lyn C.
;
Matuszyk, Anna
;
So, Mee Chi
;
Mues, …
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 476-486
Persistent link: https://www.econbiz.de/10011436716
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8
Exposure at default models with and without the credit conversion factor
Tong, Edward N. C.
;
Mues, Christophe
;
Brown, Iain
; …
- In:
European journal of operational research : EJOR
252
(
2016
)
3
,
pp. 910-920
Persistent link: https://www.econbiz.de/10011472989
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9
Replacement of systems and components in renewal decision problems
Thomas, Lyn C.
- In:
Operations research
33
(
1985
)
2
,
pp. 404-411
Persistent link: https://www.econbiz.de/10001019510
Saved in:
10
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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