Volume 61; Issue 3

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Journal of the Operational Research Society
Volume 61; Issue 3

Journal of the Operational Research Society

Volume 61; Issue 3

1

Cyclical adjustment of point-in-time PD

Ingolfsson, S, Elvarsson, B T

Journal:

Journal of the Operational Research Society

Year:

2010

Language:

english

File:

PDF, 120 KB

english, 2010

2

Scoring decisions in the context of economic uncertainty

Rajaratnam, K, Beling, P, Overstreet, G

Journal:

Journal of the Operational Research Society

Year:

2010

Language:

english

File:

PDF, 232 KB

english, 2010

3

Minimizing greenhouse gas emissions in intermodal freight transport: an application to rail service design

Bauer, J, Bektaş, T, Crainic, T G

Journal:

Journal of the Operational Research Society

Year:

2010

Language:

english

File:

PDF, 169 KB

english, 2010

4

Consumer Credit Risk Modelling; Transportation, Logistics and the Environment || Modelling LGD for Unsecured Personal Loans: Decision Tree Approach

A. Matuszyk, C. Mues and L. C. Thomas

Journal:

Journal of the Operational Research Society

Year:

2010

Language:

english

File:

PDF, 961 KB

english, 2010

5

Consumer Credit Risk Modelling; Transportation, Logistics and the Environment || Monte Carlo Scenario Generation for Retail Loan Portfolios

J. L. Breeden and D. Ingram

Journal:

Journal of the Operational Research Society

Year:

2010

Language:

english

File:

PDF, 1.95 MB

english, 2010

6

Consumer Credit Risk Modelling; Transportation, Logistics and the Environment || Scoring Decisions in the Context of Economic Uncertainty

K. Rajaratnam, P. Beling and G. Overstreet

Journal:

Journal of the Operational Research Society

Year:

2010

Language:

english

File:

PDF, 1.28 MB

english, 2010

7

Consumer Credit Risk Modelling; Transportation, Logistics and the Environment || Question Selection Responding to Information on Customers from Heterogeneous Populations to Select Offers That Maximize Expected Profit

Journal:

Journal of the Operational Research Society

Year:

2010

Language:

english

File:

PDF, 1.11 MB

english, 2010

8

Vehicle routing and scheduling with time-varying data: A case study

Maden, W, Eglese, R, Black, D

Journal:

Journal of the Operational Research Society

Year:

2010

Language:

english

File:

PDF, 160 KB

english, 2010

9

Reducing fuel emissions by optimizing speed on shipping routes

Fagerholt, K, Laporte, G, Norstad, I

Journal:

Journal of the Operational Research Society

Year:

2010

Language:

english

File:

PDF, 207 KB

english, 2010

10

Modelling credit risk of portfolio of consumer loans

Malik, M, Thomas, L C

Journal:

Journal of the Operational Research Society

Year:

2010

Language:

english

File:

PDF, 224 KB

english, 2010

11

Reject inference in survival analysis by augmentation

Banasik, J, Crook, J

Journal:

Journal of the Operational Research Society

Year:

2010

Language:

english

File:

PDF, 251 KB

english, 2010

12

Consumer Credit Risk Modelling; Transportation, Logistics and the Environment || Back Matter

Journal:

Journal of the Operational Research Society

Year:

2010

Language:

english

File:

PDF, 1.86 MB

english, 2010

13

Consumer Credit Risk Modelling; Transportation, Logistics and the Environment || Cyclical Adjustment of Point-in-Time PD

S. Ingolfsson and B. T. Elvarsson

Journal:

Journal of the Operational Research Society

Year:

2010

Language:

english

File:

PDF, 1.07 MB

english, 2010

14

Consumer Credit Risk Modelling; Transportation, Logistics and the Environment || Modelling Credit Risk of Portfolio of Consumer Loans

M. Malik and L. C. Thomas

Journal:

Journal of the Operational Research Society

Year:

2010

Language:

english

File:

PDF, 1.29 MB

english, 2010

15

Consumer Credit Risk Modelling; Transportation, Logistics and the Environment || Modelling Take-Up and Profitability

P. Ma, J. Crook and J. Ansell

Journal:

Journal of the Operational Research Society

Year:

2010

Language:

english

File:

PDF, 2.62 MB

english, 2010

16

Consumer Credit Risk Modelling; Transportation, Logistics and the Environment || Reducing Fuel Emissions by Optimizing Speed on Shipping Routes

K. Fagerholt, G. Laporte and I. Norstad

Journal:

Journal of the Operational Research Society

Year:

2010

Language:

english

File:

PDF, 966 KB

english, 2010

17

Consumer Credit Risk Modelling; Transportation, Logistics and the Environment || Front Matter

Journal:

Journal of the Operational Research Society

Year:

2010

Language:

english

File:

PDF, 1.84 MB

english, 2010

18

Consumer Credit Risk Modelling; Transportation, Logistics and the Environment || Reject Inference in Survival Analysis by Augmentation

J. Banasik and J. Crook

Journal:

Journal of the Operational Research Society

Year:

2010

Language:

english

File:

PDF, 1.44 MB

english, 2010

19

Consumer Credit Risk Modelling; Transportation, Logistics and the Environment || An Overview and Framework for PD Backtesting and Benchmarking

G. Castermans, D. Martens, T. Van Gestel, B. Hamers and B. Baesens

Journal:

Journal of the Operational Research Society

Year:

2010

Language:

english

File:

PDF, 3.02 MB

english, 2010

20

Consumer Credit Risk Modelling; Transportation, Logistics and the Environment || A New Index of Creditworthiness for Retail Credit Products

L. Quirini and L. Vannucci

Journal:

Journal of the Operational Research Society

Year:

2010

Language:

english

File:

PDF, 799 KB

english, 2010

21

Consumer Credit Risk Modelling; Transportation, Logistics and the Environment || Estimation Error in Regulatory Capital Requirements: Theoretical Implications for Consumer Bank Profitability

P. Beling, G. Overstreet and K. Rajaratnam

Journal:

Journal of the Operational Research Society

Year:

2010

Language:

english

File:

PDF, 1.83 MB

english, 2010

22

Consumer Credit Risk Modelling; Transportation, Logistics and the Environment || Vehicle Routing and Scheduling with Time-Varying Data: A Case Study

W. Maden, R. Eglese and D. Black

Journal:

Journal of the Operational Research Society

Year:

2010

Language:

english

File:

PDF, 1.03 MB

english, 2010

23

Consumer Credit Risk Modelling; Transportation, Logistics and the Environment || Effects of Missing Data in Credit Risk Scoring. A Comparative Analysis of Methods to Achieve Robustness in the Absence of Sufficient Data

R. Florez-Lopez

Journal:

Journal of the Operational Research Society

Year:

2010

Language:

english

File:

PDF, 1.79 MB

english, 2010

24

Modelling LGD for unsecured personal loans: decision tree approach

Matuszyk, A, Mues, C, Thomas, L C

Journal:

Journal of the Operational Research Society

Year:

2010

Language:

english

File:

PDF, 173 KB

english, 2010

25

Consumer Credit Risk Modelling; Transportation, Logistics and the Environment || Minimizing Greenhouse Gas Emissions in Intermodal Freight Transport: An Application to Rail Service Design

J. Bauer, T. Bektaş and T. G. Crainic

Journal:

Journal of the Operational Research Society

Year:

2010

Language:

english

File:

PDF, 1.70 MB

english, 2010

26

Consumer Credit Risk Modelling; Transportation, Logistics and the Environment || Likelihood-Ratio Changepoint Features for Consumer-Behaviour Models

A. R. Brentnall, M. J. Crowder and D. J. Hand

Journal:

Journal of the Operational Research Society

Year:

2010

Language:

english

File:

PDF, 1.46 MB

english, 2010

27

A novel maximum dispersion territory design model arising in the implementation of the WEEE-directive

Fernández, E, Kalcsics, J, Nickel, S, Ríos-Mercado, R Z

Journal:

Journal of the Operational Research Society

Year:

2010

Language:

english

File:

PDF, 680 KB

english, 2010

28

Monte Carlo scenario generation for retail loan portfolios

Breeden, J L, Ingram, D

Journal:

Journal of the Operational Research Society

Year:

2010

Language:

english

File:

PDF, 548 KB

english, 2010

29

Editorial

Thomas, L, Crook, J, Edelman, D

Journal:

Journal of the Operational Research Society

Year:

2010

Language:

english

File:

PDF, 68 KB

english, 2010

30

Effects of missing data in credit risk scoring. A comparative analysis of methods to achieve robustness in the absence of sufficient data

Florez-Lopez, R

Journal:

Journal of the Operational Research Society

Year:

2010

Language:

english

File:

PDF, 182 KB

english, 2010

31

Modelling take-up and profitability

Ma, P, Crook, J, Ansell, J

Journal:

Journal of the Operational Research Society

Year:

2010

Language:

english

File:

PDF, 996 KB

english, 2010

32

An overview and framework for PD backtesting and benchmarking

Castermans, G, Martens, D, Gestel, T Van, Hamers, B, Baesens, B

Journal:

Journal of the Operational Research Society

Year:

2010

Language:

english

File:

PDF, 1.31 MB

english, 2010

33

Estimation error in regulatory capital requirements: theoretical implications for consumer bank profitability

P Beling,G Overstreet,K Rajaratnam

Journal:

Journal of the Operational Research Society

Year:

2010

Language:

english

File:

PDF, 375 KB

english, 2010

34

Editorial

Tolga Bektas,Gilbert Laporte

Journal:

Journal of the Operational Research Society

Year:

2010

Language:

english

File:

PDF, 54 KB

english, 2010

35

Likelihood-ratio changepoint features for consumer-behaviour models

A R Brentnall,M J Crowder,D J Hand

Journal:

Journal of the Operational Research Society

Year:

2010

Language:

english

File:

PDF, 263 KB

english, 2010

36

Question selection responding to information on customers from heterogeneous populations to select offers that maximize expected profit

Journal:

Journal of the Operational Research Society

Year:

2010

Language:

english

File:

PDF, 227 KB

english, 2010

37

A new index of creditworthiness for retail credit products

L Quirini,L Vannucci

Journal:

Journal of the Operational Research Society

Year:

2010

Language:

english

File:

PDF, 138 KB

english, 2010