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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://www.econbiz.de/10010487508
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Underperforming performance measures? : a review of measures for loss given default models
Bijak, Katarzyna; Thomas, Lyn C. - In: The journal of risk model validation 12 (2018) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10011869725
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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://www.econbiz.de/10009501056
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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://www.econbiz.de/10010212473
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Optimizing the collections process in consumer credit
Almeida-Filho, Adiel T. de; Mues, Christophe; Thomas, Lyn C. - In: Production and operations management : an international … 19 (2010) 6, pp. 698-708
Persistent link: https://www.econbiz.de/10008796715
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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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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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A survey of credit and behavioural scoring : forecasting financial risk of lending to consumers
Thomas, Lyn C. - In: International journal of forecasting 16 (2000) 2, pp. 149-172
Persistent link: https://www.econbiz.de/10001476878
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Stripping coupons with linear programming
Allen, David E.; Thomas, Lyn C.; Zheng, Harry - In: The journal of fixed income 10 (2000) 2, pp. 80-87
Persistent link: https://www.econbiz.de/10001530350
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The duration derby : a comparison of duration based strategies in asset liability management
Zheng, Harry (contributor); Thomas, Lyn C. (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001599248