Arno Botha
Scholar

Arno Botha

Google Scholar ID: 46OYy4YAAAAJ
Ph.D, University of Pretoria; North-West University
Credit risk modellingMachine learningMathematical financeRisk managementData science
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Citations & Impact
All-time
Citations
40
 
H-index
4
 
i10-index
1
 
Publications
10
 
Co-authors
5
list available
Contact
No contact links provided.
Publications
6 items
An extendable, integrated, and dynamic approach to forecasting and stress-testing credit risk
2026
Cited
0
Deriving the term-structure of loan write-off risk under IFRS 9 by using survival analysis: A benchmark study
2026
Cited
0
Approaches for modelling the term-structure of default risk under IFRS 9: A tutorial using discrete-time survival analysis
2025
Cited
0
Towards modelling lifetime default risk: Exploring different subtypes of recurrent event Cox-regression models
2025
Cited
0
Modelling the term-structure of default risk under IFRS 9 within a multistate regression framework
2025
Cited
1
The TruEnd-procedure: Treating trailing zero-valued balances in credit data
2024
Cited
1
Resume (English only)
Co-authors
5 total
Conrad Beyers
Conrad Beyers
University of Pretoria, Absa Chair in Actuarial Science
J. Pieter de Villiers
J. Pieter de Villiers
Professor, University of Pretoria, Pretoria, South Africa
Tanja Verster
Tanja Verster
Professor at Centre for BMI Research, Potchefstroom campus, NWU, South Africa
Co-author 4
Co-author 4
Co-author 5
Co-author 5