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Browsing Research Articles (Actuarial Science) by UP Author "Botha, Arno"
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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 ...