| A proposed benchmark model using a modularised approach to calculate IFRS 9 expected credit loss WD Schutte, T Verster, D Doody, H Raubenheimer, PJ Coetzee Cogent Economics & Finance 8 (1), 1735681, 2020 | 31 | 2020 |
| Implementing the countercyclical capital buffer in South Africa: Practical considerations P Burra, PJ De Jongh, H Raubenheimer, G Van Vuuren, H Wiid South African Journal of Economic and Management Sciences 18 (1), 105-127, 2015 | 16 | 2015 |
| Combining scenario and historical data in the loss distribution approach: a new procedure that incorporates measures of agreement between scenarios and historical data R de Jongh, T De Wet, H Raubenheimer, JH Venter Journal of Operational Risk 10 (1), 2015 | 15 | 2015 |
| Making use of survival analysis to indirectly model loss given default M Joubert, T Verster, H Raubenheimer ORiON 34 (2), 107-132, 2018 | 13 | 2018 |
| A Critical Review Of The Basel Margin Of Conservatism Requirement In A Retail Credit Context PJ de Jongh, T Venter, E Reynolds, M Joubert, H Raubenheimer International Business & Economics Research Journal 16 (4), 257-274, 2017 | 9 | 2017 |
| Default weighted survival analysis to directly model loss given default M Joubert, T Verster, H Raubenheimer South African Statistical Journal 52 (2), 173-202, 2018 | 8 | 2018 |
| Adapting the default weighted survival analysis modelling approach to model ifrs 9 lgd M Joubert, T Verster, H Raubenheimer, WD Schutte Risks 9 (6), 103, 2021 | 6 | 2021 |
| A simulation comparison of quantile approximation techniques for compound distributions popular in operational risk PJ de Jongh, T deWet, K Panman, H Raubenheimer Journal of Operational Risk 11 (1), 23-48, 2016 | 6 | 2016 |
| Stochastic approach to dividend equalization fund modelling and solvency MA Petersen, H Raubenheimer, M Van Der Walt Mathematical Models and Methods in Applied Sciences 15 (12), 1795-1810, 2005 | 5 | 2005 |
| Stochastic approach to dividend equalization fund modelling and solvency MA Petersen, H Raubenheimer, M Van Der Walt Mathematical Models and Methods in Applied Sciences 15 (12), 1795-1810, 2005 | 5 | 2005 |
| Stochastic controllability of linear interest rate models MA Petersen, H Raubenheimer, FC van der Walt, HF van Rooy Current Trends in Operator Theory and its Applications, 493-515, 2004 | 4 | 2004 |
| A stochastic programming approach to managing liquid asset portfolios H Raubenheimer, MF Kruger Kybernetika 46 (3), 536-547, 2010 | 3 | 2010 |
| A Forward-Looking IFRS 9 Methodology, Focussing on the Incorporation of Macroeconomic and Macroprudential Information into Expected Credit Loss Calculation DG Breed, J Hurter, M Marimo, M Raletjene, H Raubenheimer, V Tomar, ... Risks 11 (3), 59, 2023 | 2 | 2023 |
| Adapting the Default Weighted Survival Analysis Modelling Approach to Model IFRS 9 LGD. Risks 9: 103 M Joubert, T Verster, H Raubenheimer, WD Schutte s Note: MDPI stays neutral with regard to jurisdictional claims in published …, 2021 | 2 | 2021 |
| A stochastic-programming approach to integrated asset and liability management of insurance products with guarantees H Raubenheimer, MF Kruger South African Actuarial Journal 10 (1), 43-70, 2010 | 2 | 2010 |
| A stochastic-programming approach to integrated asset and liability management of insurance products with guarantees H Raubenheimer, MF Kruger South African Actuarial Journal 10 (1), 43-70, 2010 | 2 | 2010 |
| Generating interest-rate scenarios for fixed-income portfolio optimisation H Raubenheimer, MF Kruger South African Actuarial Journal 10 (1), 1-42, 2010 | 2 | 2010 |
| Development of an Impairment Point in Time Probability of Default Model for Revolving Retail Credit Products: South African Case Study DG Breed, N van Jaarsveld, C Gerken, T Verster, H Raubenheimer Risks 9 (11), 208, 2021 | 1 | 2021 |
| Shapley values as an interpretability technique in credit scoring H Du Toit, WD Schutte, H Raubenheimer Journal of Risk Model Validation 17 (4), 2023 | | 2023 |
| Models in risk management: wrong but useful H Raubenheimer North-West University (South Africa). Potchefstroom Campus, 2021 | | 2021 |
Riaan (PJ) de JonghCentre for BMI; North-West UniversityVerified email at nwu.ac.za
