Results 221 to 230 of about 3,206,451 (267)
Some of the next articles are maybe not open access.
COPING WITH LONG TERM MODEL RISK IN MARKET RISK MODELS
Proceedings of the 1st International Conference on Operations Research and Enterprise Systems, 2012The recent financial crisis has shown that most market risk models – even if they deliver sufficiently accurate risk figures over short time horizons – are not able to provide reliable forecasts for risk figures over longer time horizons like three, twelve or 36 months, which are the basis for both limit management and economic capital planning.
Spangler, Manuela, Werner, Ralf
openaire +3 more sources
The Journal of Risk Model Validation, 2008 Model risk as part of the operational risk is a serious problem for financial institutions. As the pricing of derivatives as well as the computation of the market or credit risk of an institution depend on statistical models the application of a wrong model can lead to a serious overor underestimation of the institution’s risk.
Sibbertsen, Philipp +2 more
openaire +2 more sources
Robust risk measurement and model risk
Quantitative Finance, 2012Financial risk measurement relies on models of prices and other market variables, but models inevitably rely on imperfect assumptions and estimates, creating model risk. Moreover, optimization decisions, such as portfolio selection, amplify the effect of model error. In this work, we develop a framework for quantifying the impact of model error and for
Paul Glasserman, Xingbo Xu
openaire +1 more source
The Risk of Determining Risk with Multivariable Models
Annals of Internal Medicine, 1993To review the principles of multivariable analysis and to examine the application of multivariable statistical methods in general medical literature.A computer-assisted search of articles in The Lancet and The New England Journal of Medicine identified 451 publications containing multivariable methods from 1985 through 1989.
J, Concato, A R, Feinstein, T R, Holford
openaire +2 more sources
Model Risk in Physical Risk Models
Working paper (Federal Reserve Bank of Philadelphia)Model risk is the uncertainty in model-derived point estimates of unobserved risks. This paper studies model risk in the setting of residential physical risk assessment by analyzing the outputs of two prominent risk modelers. We document five facts about model risk in physical risk models, defined as the absolute difference in the two modelers ...
Natee Amornsiripanitch +2 more
openaire +2 more sources
Journal of Acquired Immune Deficiency Syndromes, 1999
To provide HIV risk estimates for specific local population subgroups using an HIV risk index combining HIV risk behaviors, prevalence rates, and transmission probabilities.A sample of 270 individuals was studied. Respondents described sexual and injection risk behaviors and partners in the previous 30 days.
D C, Bell, R A, Trevino
openaire +2 more sources
To provide HIV risk estimates for specific local population subgroups using an HIV risk index combining HIV risk behaviors, prevalence rates, and transmission probabilities.A sample of 270 individuals was studied. Respondents described sexual and injection risk behaviors and partners in the previous 30 days.
D C, Bell, R A, Trevino
openaire +2 more sources
European Journal of Preventive Cardiology, 2012
An individual's overall cardiovascular risk should guide appropriate therapy and patient management. Several risk assessment scores are available; however, further development of risk algorithms is necessary to account for changes in available treatments and patient lifestyles, to make use of emerging risk factors and more accurate methods for ...
David, Prieto-Merino, Stuart J, Pocock
openaire +2 more sources
An individual's overall cardiovascular risk should guide appropriate therapy and patient management. Several risk assessment scores are available; however, further development of risk algorithms is necessary to account for changes in available treatments and patient lifestyles, to make use of emerging risk factors and more accurate methods for ...
David, Prieto-Merino, Stuart J, Pocock
openaire +2 more sources
Conceptual Model of Risk: Towards a Risk Modelling Language
2007Nowadays organisations are subjects to frequent changes requiring continuous strategic alignment of business processes subject to increasing compliance requirements. We suggest a holistic integration of process management and risk management supporting a robust management of business processes while improving organisation's resilience.
Amadou Sienou +3 more
openaire +1 more source
An Economic Evaluation of the Model Risk for Risk Models
SSRN Electronic Journal, 2011The recent experience from the global financial crisis has raised serious doubts about the accuracy of standard risk measures as a tool to quantify extreme downward risks. Standard risk measures are subject to a “model risk” due to the specification and estimation uncertainty.
Bertrand B. Maillet +2 more
openaire +1 more source
Neonatal Risk Modeling and Prediction
2023 IEEE 19th International Conference on Body Sensor Networks (BSN), 2023Electronic fetal monitoring (EFM) is designed for the early detection of fetal risks and the prevention of serious neurological impairment but suffers from high false positive rates. The Fetal Reserve Index (FRI) is an expert-based system that combines EFM with maternal, obstetrical, and fetal risk factors and displays superior performance in risk ...
Abdullah Mamun +6 more
openaire +4 more sources