Results 221 to 230 of about 31,329,977 (262)

Risk bounds for factor models

Finance and Stochastics, 2015
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Carole Bernard, Ludger Rüschendorf, Steven Vanduffel, Ruodu Wang   +3 more
openaire   +2 more sources

Risk logical and probabilistic models in business and identification of risk models

Informatica (Slovenia), 2001
Summary: The apparatus of logical and probabilistic (LP) simulation, not very popular among mathematicians and economists, is developed and used to study risk in business. The logical operations (AND, OR, NOT) are applied to the initiating events (instead of the traditional arithmetical addition of values).
E. D. Solojentsev, V. V. Karasev
openaire   +1 more source

Principles and methods of model validation for model risk reduction

Environment Systems and Decisions, 2019
Zachary A. Collier, J. Lambert
semanticscholar   +1 more source

Model Risk in Cryptocurrency Governance Reliability Assessments

, 2018
P. Østbye
semanticscholar   +1 more source

Input Model Risk

, 2017
Eunhye Song, B. Nelson
semanticscholar   +1 more source

An investigation of model risk in a market with jumps and stochastic volatility

European Journal of Operational Research, 2016
Guillaume Coqueret, B. Tavin
semanticscholar   +1 more source

Beyond “Model Risk”

, 2018
A. Tsanakas, Laure Cabantous
semanticscholar   +1 more source

Quantifying market risk with Value-at-Risk or Expected Shortfall? – Consequences for capital requirements and model risk

, 2016
Ralf Kellner, Daniel Rösch
semanticscholar   +1 more source

Managing model risk

Journal of Risk Management in Financial Institutions, 2016

semanticscholar   +1 more source

American Joint Committee on Cancer acceptance criteria for inclusion of risk models for individualized prognosis in the practice of precision medicine

Ca-A Cancer Journal for Clinicians, 2016
Daniel Sargent, Michael W Kattan, Alexander Lazar   +2 more
exaly