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~person:"Mues, Christophe"
~subject:"Credit cards"
~subject:"Dynamische Wirtschaftstheorie"
~type_genre:"Article in journal"
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Credit cards
Dynamische Wirtschaftstheorie
Credit risk
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Kreditrisiko
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6
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Mues, Christophe
Choudhry, Taufiq
2
Okhrati, Ramin
2
So, Mee Chi
2
Thomas, Lyn C.
2
Wattanawongwan, Suttisak
2
Bijak, Katarzyna
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European journal of operational research : EJOR
2
International journal of forecasting
1
The journal of credit risk : published quarterly by Incisive Media
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ECONIS (ZBW)
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Modelling credit card exposure at default using vine copula quantile regression
Wattanawongwan, Suttisak
;
Mues, Christophe
;
Okhrati, Ramin
- In:
European journal of operational research : EJOR
311
(
2023
)
1
,
pp. 387-399
Persistent link: https://www.econbiz.de/10014336533
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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://www.econbiz.de/10010373359
Saved in:
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