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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

Debtor level collection operations using Bayesian dynamic programming

So, Mee Chi; Mues, Christophe; Almeida-Filho, Adiel T. de; … - In: Journal of the Operational Research Society 70 (2019) 8, pp. 1332-1348

Persistent link: https://www.econbiz.de/10012214217

Transition matrix models of consumer credit ratings

Malik, Madhur; Thomas, Lyn C. - In: International Journal of Forecasting 28 (2012) 1, pp. 261-272

Although the corporate credit risk literature includes many studies modelling the change in the credit risk of corporate bonds over time, there has been far less analysis of the credit risk for portfolios of consumer loans. However, behavioural scores, which are calculated on a monthly basis by...

Persistent link: https://www.econbiz.de/10011051410

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://www.econbiz.de/10001455847

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://www.econbiz.de/10001715978

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

Optimizing credit limit policies to maximize customer lifetime value

So, Meko Mc.; Thomas, Lyn C. - 2007

Persistent link: https://www.econbiz.de/10003625605

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

Managing inventory and production capacity in start-up firms

Archibald, Thomas W.; Possani, Edgar; Thomas, Lyn C. - In: Journal of the Operational Research Society : OR 66 (2015) 10, pp. 1624-1634

Persistent link: https://www.econbiz.de/10011417680