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Predicting default of a small business using different definitions of financial distress
TLDR
The paper introduces a number of risk-rating models for UK small businesses applying an accounting-based approach, which uses financial ratios to predict corporate bankruptcy. Expand
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Modelling profitability using survival combination scores
TLDR
This paper presents the first empirical investigation of the relationship between present value of net revenue from a revolving credit account and times to default and to second purchase. Expand
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An approach for the identification of cross-sell and up-sell opportunities using a financial services customer database
The collection, management and manipulation of customer data are key to the successful operation of many relationship marketing and customer relationship management endeavours. To make effective useExpand
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Practical aspects of modelling of repairable systems data using proportional hazards models
Abstract Cox's Proportional Hazards Model (PHM) has been widely applied in the analysis of lifetime data. The model is semi-parametric, so that weak assumptions are made about form of the hazardExpand
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Does benchmarking help
In this paper we examine benchmarking as it is used in fund management and especially asset allocation. We explore the concept of benchmarking in fund management, and selection of the appropriateExpand
  • 13
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Measuring retail company performance using credit scoring techniques
TLDR
This paper discusses models for evaluating credit risk in relation to the retailing industry, using a sample of 195 healthy companies and 51 distressed firms over five time periods. Expand
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  • PDF
Modelling the reliability of sodium sulphur cells
Abstract One of the main influences on the reliability of sodium sulphur cells has been identified to be the cracking of beta alumina ceramic. Several ceramic degradation mechanisms have beenExpand
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Modelling take-up and profitability
TLDR
We use response data collected by a lender to estimate the probabilities of loan offers being accepted by the applicants and the survival probabilities of default and of paying back early. Expand
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"Time-to-profit scorecards for revolving credit"
TLDR
This paper defines and models time-to-profit for the first time for credit acceptance decisions within the context of revolving credit. Expand
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