Scholar
Arno Botha
Google Scholar ID: 46OYy4YAAAAJ
Ph.D, University of Pretoria; North-West University
Credit risk modelling
Machine learning
Mathematical finance
Risk management
Data science
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Citations & Impact
All-time
Citations
40
H-index
4
i10-index
1
Publications
10
Co-authors
5
list available
Publications
7 items
Comparing two approaches for modelling the loss given default of credit cards: Run-off triangles vs regression
2026
Cited
0
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
Co-authors
3 total
Conrad Beyers
University of Pretoria, Absa Chair in Actuarial Science
J. Pieter de Villiers
Professor, University of Pretoria, Pretoria, South Africa
Tanja Verster
Professor at Centre for BMI Research, Potchefstroom campus, NWU, South Africa
