Thomas Lyn

Lyn Thomas

Information about the author Lyn Thomas will soon be added to the site.
Found 5 papers in total
Solutions to specification errors in stress testing models
Solutions to specification errors in stress testing models
2016
The regulatory and business need to expand the use of...
The economy and loss given default: evidence from two UK retail lending data sets
The economy and loss given default: evidence from two UK retail lending data sets
2014
Loss given default (LGD) models predict losses as a proportion of the outstanding...
Learning competitive dynamic airline pricing under different customer models
Learning competitive dynamic airline pricing under different customer models
2013
There is a tendency to focus on the overly simplistic dynamic airline pricing games or...
Survival analysis methods for personal loan data
Survival analysis methods for personal loan data
2002
Credit scoring is one of the most successful applications of quantitative analysis in...
Assessing the maintenance in a process using a semi-parametric approach
Assessing the maintenance in a process using a semi-parametric approach
2001
In developing any successful maintenance strategy it is important to be able to...
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