Concepedia

Simulation-based Risk Aggregation

Simulation-Based Risk Aggregation is a quantitative risk assessment methodology that belongs to the class of risk aggregation techniques, distinguished by its reliance on stochastic simulation methods to integrate individual risk components into an overall risk profile while accounting for dependencies and uncertainties across risk sources.

8

Publications

340

Citations

19

Authors

13

Institutions

Publications per year

2017–2026

0

Parents

Publications

8

AGGREGATION OF CORRELATED RISK PORTFOLIOS: MODELS AND ALGORITHMS

Shaun S. Wang, Ken Seng Tan · 1999 · 140 citations

, , +17

Computational simulation and risk analysis: An introduction of state of the art research

Desheng Wu, David L. Olson · Mathematical and Computer Modelling · 2013 · 60 citations

, , +16

Coherent risk measures under filtered historical simulation

Kostas Giannopoulos, Radu Tunaru · Journal of Banking & Finance · 2004 · 57 citations

, , +13

Hierarchical structures in the aggregation of premium risk for insurance underwriting

Nino Savelli, Gian Paolo Clemente · Scandinavian Actuarial Journal · 2010 · 28 citations

, , +17

The effect of aggregation and defuzzification method selection on the risk level calculation

Edit Tóth-Laufer, Márta Takács · 2012 · 19 citations

, , +16

1–5 of 8

Authors

19

  1. GP
    Gian Paolo Clemente

    University of Milano-Bicocca, Italy

    1 publications · 28 citations

    1

    h-index

  2. MM
    Matthias Meyer

    Hamburg University of Technology, Germany

    1 publications · 13 citations

    1

    h-index

  3. KB
    Krzysztof Burnecki

    Wrocław University of Science and Technology, Poland

    1 publications · 12 citations

    1

    h-index

  4. NF
    Norman Fenton

    Queen Mary University of London, United Kingdom

    1 publications · 11 citations

    1

    h-index

  5. RT
    Radu Tunaru

    University of Kent, United Kingdom

    1 publications · 57 citations

    1

    h-index

1–5 of 19

Institutions

13

  1. Universität Hamburg

    Hamburg, Germany

    1 h-index

    2 publications

    26 citations

  2. London Metropolitan University

    London, United Kingdom

    1 h-index

    1 publications

    57 citations

  3. Wrocław University of Science and Technology

    Wroclaw, Poland

    1 h-index

    2 publications

    24 citations

  4. United Arab Emirates University

    Al Ain, United Arab Emirates

    1 h-index

    1 publications

    57 citations

  5. University of Nebraska–Lincoln

    Lincoln, United States

    1 h-index

    1 publications

    60 citations

  6. Queen Mary University of London

    London, United Kingdom

    1 h-index

    3 publications

    33 citations

  7. Humboldt-Universität zu Berlin

    Berlin, Germany

    1 h-index

    1 publications

    12 citations

  8. University of Toronto

    Toronto, Canada

    1 h-index

    1 publications

    60 citations

1–8 of 13

Venues

  1. Wiley StatsRef: Statistics Reference Online

    1 publications · 12 citations

    1

    h-index

  2. Journal of Banking & Finance

    1 publications · 57 citations

    1

    h-index

  3. Mathematical and Computer Modelling

    1 publications · 60 citations

    1

    h-index

  4. Annals of Actuarial Science

    1 publications · 11 citations

    1

    h-index

  5. Journal of Management Control

    1 publications · 13 citations

    1

    h-index

1–5