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Classical and quantum computing methods for estimating loan-level risk distributions

Breeden, Joseph L.; Leonova, Yevgeniya - In: Journal of the Operational Research Society 74 (2023) 7, pp. 1800-1814

Persistent link: https://www.econbiz.de/10014336324

Multihorizon discrete time survival models

Breeden, Joseph L.; Crook, Jonathan N. - In: Journal of the Operational Research Society 73 (2022) 1, pp. 56-69

Persistent link: https://www.econbiz.de/10012872885

The economy and loss given default: evidence from two UK retail lending data sets

Leow, Mindy; Mues, Christophe; Thomas, Lyn - In: Journal of the Operational Research Society 65 (2014) 3, pp. 363-375

Loss given default (LGD) models predict losses as a proportion of the outstanding loan, in the event a debtor goes into default. The literature on corporate sector LGD models suggests LGD is correlated to the economy and so changes in the economy could translate into different predictions of...

Persistent link: https://www.econbiz.de/10010741257

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