‪Arno Botha‬ - ‪Google Scholar‬

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	All	Since 2019
Citations	16	16
h-index	2	2
i10-index	1	1

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20202021202220231 3 5 7

Co-authors

Conrad BeyersUniversity of Pretoria, Absa Chair in Actuarial ScienceVerified email at up.ac.za
J. Pieter de VilliersProfessor, University of Pretoria, Pretoria, South AfricaVerified email at up.ac.za
Riaan (PJ) de JonghCentre for BMI; North-West UniversityVerified email at nwu.ac.za

Arno Botha

Arno Botha

PhD, University of Pretoria

Verified email at tuks.co.za - Homepage

Credit risk modelling Machine learning Mathematical finance Risk management Data science


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Simulation-based optimisation of the timing of loan recovery across different portfolios A Botha, C Beyers, P De Villiers Expert Systems with Applications 177, 114878, 2021	11	2021
The loss optimisation of loan recovery decision times using forecast cash flows A Botha, C Beyers, P De Villiers arXiv preprint arXiv:2010.05601, 2020	3	2020
A procedure for loss-optimising the timing of loan recovery under uncertainty A Botha PQDT-Global, 2021	1	2021
A procedure for loss-optimising default definitions across simulated credit risk scenarios A Botha, C Beyers, P de Villiers arXiv preprint arXiv:1907.12615, 2019	1	2019
Defining and comparing SICR-events for classifying impaired loans under IFRS 9 A Botha, E Oberholzer, J Larney, R de Jongh arXiv preprint arXiv:2303.03080, 2023		2023

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