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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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Modelling credit card exposure at default using vine copula quantile regression
Wattanawongwan, Suttisak; Mues, Christophe; Okhrati, Ramin - In: European journal of operational research : EJOR 311 (2023) 1, pp. 387-399
Persistent link: https://www.econbiz.de/10014336533
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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
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Modelling the profitability of credit cards by Markov decision processes
So, Meko M. C.; Thomas, Lyn C. - In: European journal of operational research : EJOR 212 (2011) 1, pp. 123-130
Persistent link: https://www.econbiz.de/10008990549
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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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Optimizing credit limit policies to maximize customer lifetime value
So, Meko Mc.; Thomas, Lyn C. - 2007
Persistent link: https://www.econbiz.de/10003625605
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When to rebuild or when to adjust scorecards
Jung, Ki Mun; Thomas, Lyn C.; So, Mee Chi - In: Journal of the Operational Research Society : OR 66 (2015) 10, pp. 1656-1668
Persistent link: https://www.econbiz.de/10011418006