Lyn C. Thomas

Orcid: 0000-0002-3727-4772

Affiliations:
  • University of Southampton, UK
  • University of Edinburgh, UK


According to our database1, Lyn C. Thomas authored at least 69 papers between 1980 and 2019.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

Legend:

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PhD thesis 
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Online presence:

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Bibliography

2019
Debtor level collection operations using Bayesian dynamic programming.
J. Oper. Res. Soc., 2019

2017
Credit Scoring and Its Applications, Second Edition.
Mathematics in industry 2, SIAM, ISBN: 978-1-611-97455-3, 2017

2016
Solutions to specification errors in stress testing models.
J. Oper. Res. Soc., 2016

Exposure at default models with and without the credit conversion factor.
Eur. J. Oper. Res., 2016

Modelling repayment patterns in the collections process for unsecured consumer debt: A case study.
Eur. J. Oper. Res., 2016

Lending decisions with limits on capital available: The polygamous marriage problem.
Eur. J. Oper. Res., 2016

Corrigendum to "Finding the nucleoli of large cooperative games" [European Journal of Operational Research 248 (2016) 1078-1092].
Eur. J. Oper. Res., 2016

Finding the nucleoli of large cooperative games.
Eur. J. Oper. Res., 2016

2015
When to rebuild or when to adjust scorecards.
J. Oper. Res. Soc., 2015

The impact of Basel Accords on the lender's profitability under different pricing decisions.
J. Oper. Res. Soc., 2015

Improving credit scoring by differentiating defaulter behaviour.
J. Oper. Res. Soc., 2015

Modelling LGD for unsecured retail loans using Bayesian methods.
J. Oper. Res. Soc., 2015

Managing inventory and production capacity in start-up firms.
J. Oper. Res. Soc., 2015

Benchmarking state-of-the-art classification algorithms for credit scoring: An update of research.
Eur. J. Oper. Res., 2015

2014
Stress testing credit card portfolios: an application in South Africa.
J. Oper. Res. Soc., 2014

The economy and loss given default: evidence from two UK retail lending data sets.
J. Oper. Res. Soc., 2014

Credit card pricing and impact of adverse selection.
J. Oper. Res. Soc., 2014

Assessing the impact of derived behavior information on customer attrition in the financial service industry.
Eur. J. Oper. Res., 2014

Using a transactor/revolver scorecard to make credit and pricing decisions.
Decis. Support Syst., 2014

2013
Time varying or static cut-offs for credit scorecards.
J. Oper. Res. Soc., 2013

Training and repair policies for stand-by systems.
Ann. Oper. Res., 2013

2012
Comparing reinforcement learning approaches for solving game theoretic models: a dynamic airline pricing game example.
J. Oper. Res. Soc., 2012

Does segmentation always improve model performance in credit scoring?
Expert Syst. Appl., 2012

Mixture cure models in credit scoring: If and when borrowers default.
Eur. J. Oper. Res., 2012

2011
Future trends in business analytics and optimization.
Intell. Data Anal., 2011

Modelling the profitability of credit cards by Markov decision processes.
Eur. J. Oper. Res., 2011

2010
Application of survival analysis to cash flow modelling for mortgage products.
OR Insight, 2010

Editorial.
J. Oper. Res. Soc., 2010

Consumer finance: challenges for operational research.
J. Oper. Res. Soc., 2010

Modelling LGD for unsecured personal loans: decision tree approach.
J. Oper. Res. Soc., 2010

Modelling credit risk of portfolio of consumer loans.
J. Oper. Res. Soc., 2010

2009
Modelling the credit risk for portfolios of consumer loans: Analogies with corporate loan models.
Math. Comput. Simul., 2009

Mining whole-sample mass spectrometry proteomics data for biomarkers - An overview.
Expert Syst. Appl., 2009

2008
A note on coarse classifying in acceptance scorecards.
J. Oper. Res. Soc., 2008

2007
To ask or not to ask, that is the question.
Eur. J. Oper. Res., 2007

Recent developments in consumer credit risk assessment.
Eur. J. Oper. Res., 2007

Keep or return? Managing ordering and return policies in start-up companies.
Eur. J. Oper. Res., 2007

Structural models in consumer credit.
Eur. J. Oper. Res., 2007

2006
Repair strategies in an uncertain environment: Markov decision process approach.
J. Oper. Res. Soc., 2006

Modeling consumer acceptance probabilities.
Expert Syst. Appl., 2006

Using adaptive learning in credit scoring to estimate take-up probability distribution.
Eur. J. Oper. Res., 2006

2005
An economic model for credit assessment problems using screening approaches.
J. Oper. Res. Soc., 2005

Impact of demographic and economic variables on financial policy purchase timing decisions.
J. Oper. Res. Soc., 2005

A survey of the issues in consumer credit modelling research.
J. Oper. Res. Soc., 2005

Credit Scoring.
J. Oper. Res. Soc., 2005

Core, least core and nucleolus for multiple scenario cooperative games.
Eur. J. Oper. Res., 2005

2003
The best banking strategy when playing The Weakest Link.
J. Oper. Res. Soc., 2003

Loans, ordering and shortage costs in start-ups: a dynamic stochastic decision approach.
J. Oper. Res. Soc., 2003

Sample selection bias in credit scoring models.
J. Oper. Res. Soc., 2003

Analysing maintenance data to gain insight into systems performance.
J. Oper. Res. Soc., 2003

2002
Should Start-up Companies Be Cautious? Inventory Policies Which Maximise Survival Probabilities.
Manag. Sci., 2002

Survival Analysis Methods for Personal Loan Data.
Oper. Res., 2002

The duration derby: a comparison of duration based strategies in asset liability management.
Proceedings of the 41st IEEE Conference on Decision and Control, 2002

Credit Scoring and Its Applications.
SIAM monographs on mathematical modeling and computation 6, SIAM, ISBN: 978-0-89871-483-8, 2002

2001
Recalibrating scorecards.
J. Oper. Res. Soc., 2001

PHAB scores: proportional hazards analysis behavioural scores.
J. Oper. Res. Soc., 2001

Editorial overview.
J. Oper. Res. Soc., 2001

Scoring by usage.
J. Oper. Res. Soc., 2001

Controlling multi-reservoir systems.
Eur. J. Oper. Res., 2001

2000
Estimating means when sampling gives probabilities as well as values or "Looking a gift horse in the mouth".
Stat. Comput., 2000

1999
Not if but when will borrowers default.
J. Oper. Res. Soc., 1999

Nested Benders decomposition and dynamic programming for reservoir optimisation.
J. Oper. Res. Soc., 1999

1995
Performance Issues for the Iterative Solution of Markov Decision Processes on Parallel Computers.
INFORMS J. Comput., 1995

1994
A Distributed Scheduling Framework.
Proceedings of the Sixth International Conference on Tools with Artificial Intelligence, 1994

1991
Dynamic Search Games.
Oper. Res., 1991

1986
Computational comparison of policy iteration algorithms for discounted markov decision processes.
Comput. Oper. Res., 1986

1985
Reward Revision for Discounted Markov Decision Problems.
Oper. Res., 1985

Replacement of Systems and Components in Renewal Decision Problems.
Oper. Res., 1985

1980
On optimal performance in self-organizing paging algorithms.
Acta Cybern., 1980


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