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The total cost of misclassification in credit scoring: A comparison of generalized linear models and generalized additive models

Lohmann, Christian; Ohliger, Thorsten - In: Journal of Forecasting 38 (2018) 5, pp. 375-389

Persistent link: https://www.econbiz.de/10012082006

Using accounting‐based information on young firms to predict bankruptcy

Lohmann, Christian; Ohliger, Thorsten - In: Journal of Forecasting 38 (2019) 8, pp. 803-819

Persistent link: https://www.econbiz.de/10012082047

Using accounting‐based and loan‐related information to estimate the cure probability of a defaulted company

Lohmann, Christian; Ohliger, Thorsten - In: European Financial Management 27 (2021) 4, pp. 620-640

The cure of a defaulted company has important implications for the estimation of the loss given default. In this study, we estimate the probability of a defaulted company being cured using data on a large international sample of defaulted companies. More specifically, we examine whether historic...

Persistent link: https://www.econbiz.de/10012509525

Nonlinear relationships in a logistic model of default for a high-default installment portfolio

Lohmann, Christian; Ohliger, Thorsten - In: The journal of credit risk : published quarterly by … 14 (2018) 1, pp. 45-68

Persistent link: https://www.econbiz.de/10011885465

Der Einfluss von Rückstellungen auf die Beurteilung von Investitionsprojekten : Analyse und Vergleich von ausgewählten Methoden der Rückstellungsbildung

Lohmann, Christian; Ohliger, Thorsten - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 47 (2018) 2/3, pp. 12-18

Persistent link: https://www.econbiz.de/10011977255

Die Berücksichtigung von nichtlinearen Effekten bei der Bestimmung der Insolvenzwahrscheinlichkeit : methodische Vorgehensweise am Beispiel der Eigenkapitalquote als Einflussfaktor...

Lohmann, Christian; Ohliger, Thorsten - In: Corporate finance : Finanzierung, Kapitalmarkt, … 9 (2018) 3/4, pp. 87-92

Persistent link: https://www.econbiz.de/10011900882

Predicting the Cure of a Defaulted Company : Nonlinear Relationships between Loan-Related Variables And the Cure Probability

Lohmann, Christian; Ohliger, Thorsten - 2023

This study estimates the probability of a defaulted company being cured on the basis of data from a large international sample of defaulted companies. In particular, this study examines which of the characteristics of a defaulted company and its loan might help predict whether that company is...

Persistent link: https://www.econbiz.de/10014355735

Predicting the Cure of a Defaulted Company : Nonlinear Relationships between Loan-Related Variables And the Cure Probability

Lohmann, Christian; Ohliger, Thorsten - 2023

The potential cure of a defaulted company affects the estimation of the loss given default (LGD), as specific LGD values are associated with defaulted and subsequently cured companies. This study estimates the probability of defaulted company being cured on the basis of data from a large...

Persistent link: https://www.econbiz.de/10014352848

Nonlinear relationships in bankruptcy prediction and their effect on the profitability of bankruptcy prediction models

Lohmann, Christian; Möllenhoff, Steffen; Ohliger, Thorsten - In: Journal of business economics : JBE 93 (2023) 9, pp. 1661-1690

Persistent link: https://www.econbiz.de/10014422251

Predicting the cure of a defaulted company : nonlinear relationships between loan-related variables and the cure probability

Lohmann, Christian; Ohliger, Thorsten - In: Research in international business and finance 70 (2024) 2, pp. 1-15

Persistent link: https://www.econbiz.de/10015056829