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Financial risk modeling
Known as:
Risk model
, Risk modeling
, Risk models
Financial risk modeling refers to the use of formal econometric techniques to determine the aggregate risk in a financial portfolio. Risk modeling is…
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Related topics
Related topics
3 relations
Extreme value theory
Financial modeling
Value at risk
Papers overview
Semantic Scholar uses AI to extract papers important to this topic.
Highly Cited
2012
Highly Cited
2012
Eliciting fuzzy distributions from experts for ranking conceptual risk model components
T. Page
,
A. Heathwaite
,
L. J. Thompson
,
Linda Pope
,
Robert I. Willows
Environmental Modelling & Software
2012
Corpus ID: 5449475
2011
2011
Towards a Service Lifecycle Based Methodology for Risk Assessment in Cloud Computing
M. Kiran
,
Ming Jiang
,
Django Armstrong
,
K. Djemame
IEEE Ninth International Conference on Dependable…
2011
Corpus ID: 10391227
The principles of risk management have been introduced in grid computing to help document and anticipate certain risks and manage…
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2011
2011
Planning for demand failure: A dynamic lot size model for clinical trial supply chains
Adam J. Fleischhacker
,
Yao Zhao
European Journal of Operational Research
2011
Corpus ID: 17331949
2010
2010
Effective modeling of wrong way risk, counterparty credit risk capital, and alpha in Basel II
Juan Carlos
,
G. Céspedes
,
Juan A De
,
Juan Antonio de Juan Herrero
,
D. Rosen
,
D. Saunders
2010
Corpus ID: 54717890
One of the critical issues in the Basel II internal ratings based method for counterparty credit risk (CCR) is the calculation of…
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2007
2007
Combinatorics, Algorithms, Probabilistic and Experimental Methodologies, First International Symposium, ESCAPE 2007, Hangzhou, China, April 7-9, 2007, Revised Selected Papers
Bo Chen
,
M. Paterson
,
Guochuan Zhang
Combinatorics, Algorithms, Probabilistic and…
2007
Corpus ID: 39548728
The Tight Bound of First Fit Decreasing Bin-Packing Algorithm Is FFD(I)???11/9OPT(I)?+?6/9.- Sequential Vector Packing.- A…
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Highly Cited
2006
Highly Cited
2006
The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion
Shuanming Li
2006
Corpus ID: 18541068
We consider a diffusion perturbed classical compound Poisson risk model in the presence of a constant dividend barrier. An…
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2005
2005
Prognostic personal credit risk model considering censored information
H. Noh
,
T. Roh
,
Ingoo Han
Expert systems with applications
2005
Corpus ID: 44948668
2003
2003
Benchmarking Asset Correlations
A. Hamerle
,
Thilo Liebig
,
D. Roesch
2003
Corpus ID: 15366569
Among the most crucial input parameters for credit portfolio risk models are the co-movements of default risks. Due to limited…
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Highly Cited
2002
Highly Cited
2002
Cross-Industry, Cross-Country Allocation
S. Cavaglia
,
V. Moroz
2002
Corpus ID: 35206468
Recent empirical evidence has demonstrated that both global industry factors and country factors are important determinants of…
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Highly Cited
1991
Highly Cited
1991
Recursive Calculation of Survival Probabilities
David C. M. Dickson
,
H. Waters
ASTIN Bulletin: The Journal of the International…
1991
Corpus ID: 55535733
Abstract In this paper we present an algorithm for the approximate calculation of finite time survival probabilities for the…
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