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The Journal of Risk Model Validation focuses on the implementation and validation of risk models, and aims to provide a greater understanding of key issues including the empirical evaluation of existing models, pitfalls in model validation and the development of new methods. We also publish papers on back-testing.
3 Σεπ 2022 · Volume 16, Number 3 (September 2022) The authors investigate the influence of model risk on pricing life products and demonstrate that classical Lee-Carter-type models can be less accurate than the proposed model. Read Now Download PDF.
The Journal of Risk Model Validation focuses on the implementation and validation of risk models, and aims to provide a greater understanding of key issues including the empirical evaluation of existing models, pitfalls in model validation and the development of new methods.
The Journal of Risk Model Validation is a bimonthly peer-reviewed academic journal focusing on the implementation and validation of risk models. It was established in 2007 and is published by Infopro Digital Services. The editor-in-chief is Stephen Satchell, (Cambridge University).
Journal of Risk Model Validation. Published by. Print ISSN: 1753-9579. Recent articles. Bayesian backtesting for counterparty risk models. New. Article. June 2023. Mante Zelvyte. ·....
The Journal of Risk Model Validation. Published by Infopro Digital Services Limited. Online ISSN: 1753-9587. ·. Print ISSN: 1753-9579. Articles. Rating philosophy and dynamic...
Postal: The Journal of Risk Model Validation. InfoPro Digital.
