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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.
19 Μαρ 2019 · In this paper, we discuss how model validation principles and methods developed in systems engineering research are applicable across a variety of modeling methodologies and domain areas for the reduction of model risk.
1 Μαρ 2022 · The QR IM model is subjected to extensive risk model validation by means of backtesting, using both coverage tests and loss functions. Thus, this paper is relevant for both risk modeling and risk model validation in the context of FX risk.
12 Νοε 2016 · Risk-based testing is a frequently used testing approach which utilizes identified risks of a software system to provide decision support in all phases of the testing process. Risk assessment, which is a core activity of every risk-based testing process, is often done in an ad hoc manual way.
1 Αυγ 2020 · The objective of this paper is to carry out a systematic literature review (SLR) in the field of software risk, in an attempt to characterize and present the state of the art of this field, identifying gaps and opportunities for further research.
6 Αυγ 2021 · Model-based Software Engineering (MBSwE) and the use of automatic code generation has become popular for safety-critical aerospace applications. For these applications, verification and validation (V&V) is of utmost importance.
