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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

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

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

Persistent link: https://www.econbiz.de/10010251704

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

Optimizing credit limit policies to maximize customer lifetime value

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

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

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

Impacts of drought on loan repayment

Breeden, Joseph L. - In: Journal of risk and financial management : JRFM 16 (2023) 2, pp. 1-14

In order to stress test loan portfolios for the impacts of climate change, historical events need to be analyzed to create templates to stress test for future events. Using the 2012 Midwestern US drought as an example, this work creates a stress-testing template for future droughts. The analysis...

Persistent link: https://www.econbiz.de/10014306201

The optimal regulation of a risky monopoly

Hiriart, Yolande; Thomas, Lionel - In: International journal of industrial organization 51 (2016), pp. 111-136

Persistent link: https://www.econbiz.de/10011747009