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Browsing Research Articles (Electrical, Electronic and Computer Engineering) by Author "39e8c502-8ddf-4422-8daf-ff2d18efff58"

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Simulation-based optimisation of the timing of loan recovery across different portfolios

Botha, Arno; Beyers, Conrad F.J.; De Villiers, Johan Pieter (Elsevier, 2021-09)

A novel procedure is presented for the objective comparison and evaluation of a bank’s decision rules in optimising the timing of loan recovery. This procedure is based on finding a delinquency threshold at which the ...

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