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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 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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Hedging the risk of delayed data in defaultable markets
Okhrati, Ramin - In: Applied mathematical finance 26 (2019) 2, pp. 101-130
Persistent link: https://www.econbiz.de/10012210262
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Local risk minimization of contingent claims simultaneously exposed to endogenous and exogenous default times
Okhrati, Ramin; Karpathopoulos, Nikolaos - In: International journal of theoretical and applied finance 24 (2021) 6/7, pp. 1-41
Persistent link: https://www.econbiz.de/10012807897
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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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An empirical comparison of classification algorithms for mortgage default prediction : evidence from a distressed mortgage market
Fitzpatrick, Trevor; Mues, Christophe - In: European journal of operational research : EJOR 249 (2016) 2, pp. 427-439
Persistent link: https://www.econbiz.de/10011436704
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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