Thomas L.C.

L.C. Thomas

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Found 40 papers in total
A note on coarse classifying in acceptance scorecards
A note on coarse classifying in acceptance scorecards
2008
Traditionally, in credit and behavioural scoring one assumes that as all consumers...
Modeling the operation of multireservoir systems using decomposition and stochastic dynamic programming
Modeling the operation of multireservoir systems using decomposition and stochastic dynamic programming
2006
Stochastic dynamic programming models are attractive for multireservoir control...
Repair strategies in an uncertain environment: Markov decision process approach
Repair strategies in an uncertain environment: Markov decision process approach
2006
This paper deals with repair strategies that maximize the time until a catastrophic...
A multi-objective model for bank ATM networks
A multi-objective model for bank ATM networks
2005
In this paper we present an application of the core solution concepts for...
An economic model for credit assessment problems using screening approaches
An economic model for credit assessment problems using screening approaches
2005
How to combine varying credit information collected from various sources at difference...
A survey of the issues in consumer credit modelling research
A survey of the issues in consumer credit modelling research
2005
Methods for assessing the credit risk when lending to consumers have been in operation...
Impact of demographic and economic variables on financial policy purchase timing decisions
Impact of demographic and economic variables on financial policy purchase timing decisions
2005
This paper investigates the extent to which consumers' demographic factors influence...
How useful is commonality? Inventory and production decisions to maximize survival probability in start-ups
How useful is commonality? Inventory and production decisions to maximize survival probability in start-ups
2003
This paper deals with component commonality in start-up manufacturing firms. We...
Core, least core and nucleolus for multiple scenario cooperative games
Core, least core and nucleolus for multiple scenario cooperative games
2005
Multiple scenario cooperative games model situations where the worth of the coalitions...
Sample selection bias in credit scoring models
Sample selection bias in credit scoring models
2003
One of the aims of credit scoring models is to predict the probability of repayment of...
The best banking strategy when playing ‘The Weakest Link’
The best banking strategy when playing ‘The Weakest Link’
2003
The paper uses dynamic programming to investigate when contestants should bank their...
Analysing maintenance data to gain insight into systems performance
Analysing maintenance data to gain insight into systems performance
2003
The high cost of maintenance in the processing industry implies the need for optimal...
Loans, ordering and shortage costs in start-ups: A dynamic stochastic decision approach
Loans, ordering and shortage costs in start-ups: A dynamic stochastic decision approach
2003
Start-up companies are a vital ingredient in the success of a globalised networked...
Should start-up companies be cautious? Inventory policies which maximise survival probabilities
Should start-up companies be cautious? Inventory policies which maximise survival probabilities
2002
New start-up companies, which are considered to be a vital ingredient in a successful...
Time will tell: Behavioural scoring and the dynamics of consumer credit assessment
Time will tell: Behavioural scoring and the dynamics of consumer credit assessment
2001
This paper discusses the use of dynamic modelling in consumer credit risk assessment....
Many-player rendezvous search: Stick together or split and meet?
Many-player rendezvous search: Stick together or split and meet?
2001
Rendezvous search finds the strategies that players should use in order to find one...
Recalibrating scorecards
Recalibrating scorecards
2001
Many credit scoring systems depend on scorecards which order applicants by credit...
Scoring by usage
Scoring by usage
2001
This paper aims to discover whether the predictive accuracy of a new applicant scoring...
PHAB scores: Proportional hazards analysis behavioural scores
PHAB scores: Proportional hazards analysis behavioural scores
2001
Credit scoring is one of the most widely used applications of quantitative analysis in...
Dividing credit-card costs fairly
Dividing credit-card costs fairly
1992
Major changes have occurred in the UK in the distribution of the costs associated with...
The degradation of the scorecard over the business cycle
The degradation of the scorecard over the business cycle
1992
The published literature on credit scoring has not compared the characteristics of...
Controlling multi-reservoir systems
Controlling multi-reservoir systems
2001
The paper extends the results of the form of the optimal policy for a hydroelectric...
Experts' estimates of task duration in software development projects
Experts' estimates of task duration in software development projects
2000
This paper reports a case study of how accurate were experts' subjective estimates of...
Not if but when will borrowers default
Not if but when will borrowers default
1999
Credit scoring systems are based on Operational Research and statistical models which...
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