Concepedia

Model Risk Quantification

Model Risk Quantification is a methodological framework within model risk management that systematically measures the potential financial impact of errors, assumptions, and uncertainties inherent in a model's design, implementation, or application.

235

Publications

9.1K

Citations

1K

Authors

516

Institutions

Publications per year

2017–2026

83

Parents

Publications

235

The Thoracic Surgery Scoring System (Thoracoscore): Risk model for in-hospital death in 15,183 patients requiring thoracic surgery

Pierre‐Emmanuel Falcoz, Massimo Conti, L. Brouchet et al. · Journal of Thoracic and Cardiovascular Surgery · 2007 · 304 citations · Full text

, , +14

ICRAM-1: Model for International Construction Risk Assessment

Makarand Hastak, Aury Shaked · Journal of Management in Engineering · 2000 · 289 citations

, , +16

Mortality density forecasts: An analysis of six stochastic mortality models

Andrew J. G. Cairns, David Blake, Kevin Dowd et al. · Insurance Mathematics and Economics · 2011 · 279 citations · Full text

, , +16

Models and model uncertainty in the context of risk analysis

Thomas R. Nilsen, Terje Aven · Reliability Engineering & System Safety · 2003 · 218 citations

, , +13

Robust risk measurement and model risk

Paul Glasserman, Xingbo Xu · Quantitative Finance · 2013 · 217 citations

, , +17

1–5 of 235

Authors

1K

  1. CA
    Carol Alexander

    University of Sussex, United Kingdom

    5 publications · 208 citations

    5

    h-index

  2. RP
    Rolf Poulsen

    University of Copenhagen, Denmark

    3 publications · 141 citations

    3

    h-index

  3. DE
    David Epstein

    JPMorgan Chase & Co (United States), United States

    2 publications · 368 citations

    2

    h-index

  4. RA
    Robert A. Jarrow

    Cornell University, United States

    2 publications · 68 citations

    2

    h-index

  5. GS
    Gerhard Stahl

    University of Duisburg-Essen, Germany

    2 publications · 37 citations

    2

    h-index

1–5 of 1K

Institutions

516

  1. Columbia University

    New York, United States

    6 h-index

    16 publications

    916 citations

  2. University of Toronto

    Toronto, Canada

    4 h-index

    10 publications

    1K citations

  3. ETH Zurich

    Zurich, Switzerland

    4 h-index

    7 publications

    196 citations

  4. Cornell University

    Ithaca, United States

    4 h-index

    7 publications

    204 citations

  5. New York University

    New York, United States

    4 h-index

    10 publications

    259 citations

  6. Brigham and Women's Hospital

    Boston, United States

    4 h-index

    10 publications

    397 citations

  7. City, University of London

    London, United Kingdom

    3 h-index

    3 publications

    133 citations

  8. The University of Tokyo

    Tokyo, Japan

    3 h-index

    8 publications

    512 citations

1–8 of 516

Venues

  1. SSRN Electronic Journal

    Repository · 15 publications · 441 citations

    13

    h-index

  2. Quantitative Finance

    7 publications · 382 citations

    7

    h-index

  3. Reliability Engineering & System Safety

    6 publications · 501 citations

    6

    h-index

  4. Risk Analysis

    6 publications · 274 citations

    6

    h-index

  5. Journal of Banking & Finance

    5 publications · 279 citations

    5

    h-index

1–5