Correlation Sensitivity Analysis

Correlation Sensitivity Analysis is a methodological framework within risk aggregation that systematically evaluates the impact of varying interdependencies among risk factors on aggregate risk outcomes, distinguishing itself by quantifying how changes in correlation assumptions affect overall risk metrics.

24

Publications

1.7K

Citations

55

Authors

37

Institutions

Publications per year

2017–2026

7

Authors

55

  1. JR
    Johan René van Dorp

    George Washington University, United States

    1 publications · 25 citations

    1

    h-index

  2. YL
    Ying Luo

    South China University of Technology, China

    1 publications · 397 citations

    1

    h-index

  3. FT
    F. T. S. Yu

    Pennsylvania State University, United States

    1 publications · 14 citations

    1

    h-index

  4. CZ
    Changcong Zhou

    Northwestern Polytechnical University, China

    1 publications · 25 citations

    1

    h-index

  5. KI
    Kristin Isaacs

    Environmental Protection Agency, United States

    1 publications · 151 citations

    1

    h-index

1–5 of 55

Venues

  1. Environmental Modelling & Software

    2 publications · 288 citations

    2

    h-index

  2. Econstor (Econstor)

    Repository · 1 publications · 15 citations

    1

    h-index

  3. Psychological Methods

    1 publications · 13 citations

    1

    h-index

  4. Financial markets and portfolio management

    FMPM · 1 publications · 29 citations

    1

    h-index

  5. Accreditation and Quality Assurance

    1 publications · 29 citations

    1

    h-index

1–5