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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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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
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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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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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Moedelling LGD for unsecured personal loans : decision tree approach
Thomas, Lyn C.; Mues, Christopher; Matuszyk, Anna - 2007
Persistent link: https://www.econbiz.de/10003625608
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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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Lending decisions with limits on capital available : the polygamous marriage problem
So, Mee Chi; Thomas, Lyn C.; Huang, Bo - In: European journal of operational research : EJOR 249 (2016) 2, pp. 407-416
Persistent link: https://www.econbiz.de/10011436692
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The impact of Basel Accords on the lender's profitability under different pricing decisions
Huang, Bo; Thomas, Lyn C. - In: Journal of the Operational Research Society : OR 66 (2015) 11, pp. 1826-1839
Persistent link: https://www.econbiz.de/10011418540
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Improving credit scoring by differentiating defaulter behaviour
Bravo, Cristián; Thomas, Lyn C.; Weber, Richard - In: Journal of the Operational Research Society : OR 66 (2015) 5, pp. 771-781
Persistent link: https://www.econbiz.de/10011302298
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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