Narrow search
Showing 1 - 9 of 9
Cover Image
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
Cover Image
Forecasting Loss Given Default models : impact of account characteristics and macroeconomic state
Tobback, Ellen; Martens, David; Van Gestel, Tony; … - In: Journal of the Operational Research Society : OR 65 (2014) 3, pp. 376-392
Persistent link: https://www.econbiz.de/10010251701
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
A transformer-based model for default prediction in mid-cap corporate markets
Korangi, Kamesh; Mues, Christophe; Bravo, Cristián - In: European journal of operational research : EJOR 308 (2023) 1, pp. 306-320
Persistent link: https://www.econbiz.de/10014283041
Cover Image
Credit risk management : basic concepts ; financial risk components, rating analysis, models, economic and regulatory capital
Van Gestel, Tony; Baesens, Bart - 2009
Persistent link: https://www.econbiz.de/10003688827
Cover Image
Bank capital : a myth resolved
Van Laere, Elisabeth; Baesens, Bart; Thibeault, André - In: Revue bancaire et financière 72 (2008) 1, pp. 46-54
Persistent link: https://www.econbiz.de/10003663265