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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
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Stress testing credit card portfolios : an application in South Africa
Yixing, Seah; So, Mee Chi; Thomas, Lyn C. - In: Journal of the Operational Research Society : OR 65 (2014) 3, pp. 351-362
Persistent link: https://www.econbiz.de/10010251706
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Lending decisions with limits on capital available : the polygamous marriage problem
So, Mee Chi; Thomas, Lyn C.; Huang, Bo - In: European journal of operational research : EJOR 249 (2016) 2, pp. 407-416
Persistent link: https://www.econbiz.de/10011436692
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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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DEA production games and Owen allocations
Borrero, D. V.; Hinojosa, M. A.; Mármol Conde, Amparo … - In: European journal of operational research : EJOR 252 (2016) 3, pp. 921-930
Persistent link: https://www.econbiz.de/10011472998
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Solutions to specification errors in stress testing models
Breeden, Joseph L.; Thomas, Lyn C. - In: Journal of the Operational Research Society : OR 67 (2016) 6, pp. 830-840
Persistent link: https://www.econbiz.de/10011517475
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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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Transition matrix models of consumer credit ratings
Malik, Madhur; Thomas, Lyn C. - In: International journal of forecasting 28 (2012) 1, pp. 261-272
Persistent link: https://www.econbiz.de/10009581940
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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. 204-215
Persistent link: https://www.econbiz.de/10009581963