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A hidden Markov chain model for the term structure of bond credit risk spreads
Thomas, Lyn C. (contributor); Allen, David E. (contributor);  … - 1999 - [Elektronische Ressource]
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001455847
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A hidden Markov chain model for the term structure of bond credit risk spreads
Thomas, Lyn C.; Allen, David E.; Morkel-Kingsbury, Nigel - In: International review of financial analysis 11 (2002) 3, pp. 311-329
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001715978
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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://ebvufind01.dmz1.zbw.eu/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://ebvufind01.dmz1.zbw.eu/10010251704
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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://ebvufind01.dmz1.zbw.eu/10010251706
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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://ebvufind01.dmz1.zbw.eu/10010212473
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Dynamic affordability assessment : predicting an applicant's ability to repay over the life of the loan
Bijak, Katarzyna; Thomas, Lyn C.; Mues, Christophe - In: The journal of credit risk : published quarterly by … 10 (2014) 1, pp. 3-32
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010373359
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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://ebvufind01.dmz1.zbw.eu/10010487508
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Moedelling LGD for unsecured personal loans : decision tree approach
Thomas, Lyn C.; Mues, Christopher; Matuszyk, Anna - 2007
Persistent link: https://ebvufind01.dmz1.zbw.eu/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://ebvufind01.dmz1.zbw.eu/10003945455