Concepedia

Risk Decomposition

Risk Decomposition is a methodological framework within risk modeling that systematically partitions aggregate risk into constituent components attributable to individual sources, factors, or exposures, enabling granular analysis and attribution while preserving the mathematical coherence of the overall risk measure.

49

Publications

2.6K

Citations

122

Authors

86

Institutions

Publications per year

2017–2026

12

Parents

Publications

49

An overview of quantitative risk measures for loss of life and economic damage

Sebastiaan N. Jonkman, Pieter van Gelder, J.K. Vrijling · Journal of Hazardous Materials · 2003 · 440 citations

, , +14

An Axiomatic Approach to Systemic Risk

Chen Chen, Garud Iyengar, Ciamac C. Moallemi · Management Science · 2013 · 194 citations

, , +16

Internal audit reporting lines, fraud risk decomposition, and assessments of fraud risk

Carolyn Strand Norman, Anna M. Rose, Jacob M. Rose · Accounting Organizations and Society · 2010 · 180 citations

, , +16

Neural Correlates of Expected Risks and Returns in Risky Choice across Development

Anna C. K. van Duijvenvoorde, Hilde M. Huizenga, Leah H. Somerville et al. · Journal of Neuroscience · 2015 · 147 citations · Full text

, , +17

Tail Variance Premium with Applications for Elliptical Portfolio of Risks

Edward Furman, Zinoviy Landsman · Astin Bulletin · 2006 · 111 citations · Full text

, , +17

1–5 of 49

Authors

122

  1. SC
    Son‐Nan Chen

    University of Maryland, College Park, United States

    3 publications · 72 citations

    3

    h-index

  2. ZL
    Zinoviy Landsman

    University of Haifa, Israel

    3 publications · 324 citations

    3

    h-index

  3. EF
    Edward Furman

    York University, Canada

    3 publications · 324 citations

    3

    h-index

  4. GL
    Geesun Lee

    Korea University, South Korea

    2 publications · 49 citations

    2

    h-index

  5. JS
    Jeremy Staum

    Northwestern University, United States

    2 publications · 38 citations

    2

    h-index

1–5 of 122

Institutions

86

  1. University of Haifa

    Haifa, Israel

    3 h-index

    6 publications

    648 citations

  2. KU Leuven

    Leuven, Belgium

    2 h-index

    3 publications

    161 citations

  3. University of Amsterdam

    Amsterdam, The Netherlands

    2 h-index

    7 publications

    717 citations

  4. Rutgers, The State University of New Jersey

    New Brunswick, United States

    2 h-index

    2 publications

    212 citations

  5. Korea University

    Seoul, South Korea

    2 h-index

    3 publications

    71 citations

  6. Columbia University

    New York, United States

    2 h-index

    4 publications

    729 citations

  7. Université de Montpellier

    Montpellier, France

    1 h-index

    1 publications

    27 citations

  8. Friedrich-Alexander-Universität Erlangen-Nürnberg

    Erlangen, Germany

    1 h-index

    3 publications

    45 citations

1–8 of 86

Venues

  1. Insurance Mathematics and Economics

    5 publications · 316 citations

    5

    h-index

  2. SSRN Electronic Journal

    Repository · 3 publications · 42 citations

    3

    h-index

  3. Annals of Operations Research

    2 publications · 69 citations

    2

    h-index

  4. The Journal of Finance

    2 publications · 55 citations

    2

    h-index

  5. Management Science

    2 publications · 204 citations

    2

    h-index

1–5