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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. 311-330
Persistent link: https://www.econbiz.de/10007165519
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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
Persistent link: https://www.econbiz.de/10007177501
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Using adaptive learning in credit scoring to estimate take-up probability distribution
Seow, Hsin-Vonn; Thomas, Lyn C. - In: European journal of operational research : EJOR 173 (2006) 3, pp. 880-892
Persistent link: https://www.econbiz.de/10007267056
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Keep or return? Managing ordering and return policies in start-up companies
Archibald, Thomas W.; Thomas, Lyn C.; Possani, Edgar - In: European journal of operational research : EJOR 179 (2007) 1, pp. 97-113
Persistent link: https://www.econbiz.de/10007391322
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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/10006980898
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Editorial
Crook, J.; Thomas, L.; Edelman, D. - In: International journal of forecasting 28 (2012) 1, pp. 128-133
Persistent link: https://www.econbiz.de/10009818682
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Comparisons of linear regression and survival analysis using single and mixture distributions approaches in modelling LGD
Zhang, Jie; Thomas, Lyn C. - In: International journal of forecasting 28 (2012) 1, pp. 204-216
Persistent link: https://www.econbiz.de/10009818690
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Transition matrix models of consumer credit ratings
Malik, Madhur; Thomas, Lyn C. - In: International journal of forecasting 28 (2012) 1, pp. 261-273
Persistent link: https://www.econbiz.de/10009818695
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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. 123-131
Persistent link: https://www.econbiz.de/10008884628
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Non-linear pricing with budget constraint
Thomas, Lionel - In: Economics letters 75 (2002) 2, pp. 257-263
Persistent link: https://www.econbiz.de/10001651029