@article{aprocedureforlossoptimisingdefault,
  title = {A procedure for loss-optimising default definitions across simulated credit risk scenarios},
  author = {Arno Botha and Conrad Beyers and Pieter de Villiers},
  year = {2019},
  eprint = {1907.12615},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1907.12615v2},
}