Mues Christophe

Christophe Mues

Information about the author Christophe Mues will soon be added to the site.
Found 7 papers in total
Modelling repayment patterns in the collections process for unsecured consumer debt: A case study
Modelling repayment patterns in the collections process for unsecured consumer debt: A case study
2016
One approach to modelling Loss Given Default (LGD), the percentage of the defaulted...
An empirical comparison of classification algorithms for mortgage default prediction: evidence from a distressed mortgage market
An empirical comparison of classification algorithms for mortgage default prediction: evidence from a distressed mortgage market
2016
This paper evaluates the performance of a number of modelling approaches for future...
Using a transactor/revolver scorecard to make credit and pricing decisions
Using a transactor/revolver scorecard to make credit and pricing decisions
2014
We develop an approach to estimate credit customers' profitability and default risk....
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...
Predicting loss given default (LGD) for residential mortgage loans: A two‐stage model and empirical evidence for UK bank data
Predicting loss given default (LGD) for residential mortgage loans: A two‐stage model and empirical evidence for UK bank data
2012
With the implementation of the Basel II regulatory framework, it became increasingly...
An empirical evaluation of the comprehensibility of decision table, tree and rule based predictive models
An empirical evaluation of the comprehensibility of decision table, tree and rule based predictive models
2011
An important objective of data mining is the development of predictive models. Based...
Using neural network rule extraction and decision tables for credit-risk evaluation
Using neural network rule extraction and decision tables for credit-risk evaluation
2003
Credit-risk evaluation is a very challenging and important management science problem...
Papers per page: