Relevant bibliographies by topics / Risk modelling

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Risk modelling'

Author: Grafiati
Published: 4 June 2021
Last updated: 25 July 2025

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Journal articles on the topic "Risk modelling"

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Agyemang, Boakye, Bashiru I I Saeed, Albert Luguterah, and Samuel Baffoe. "Modelling Adversarial Risk in Big Data." International Journal of Science and Research (IJSR) 10, no. 11 (2021): 585–89. https://doi.org/10.21275/sr211030025426.

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Niklis, Dimitrios, Michalis Doumpos, and Constantin Zopounidis. "Credit Risk Modelling." International Journal of Sustainable Economies Management 7, no. 3 (2018): 50–64. http://dx.doi.org/10.4018/ijsem.2018070105.

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The assessment of businesses' credit risk is a difficult and important process in the area of financial risk management. In a classical multivariate model, financial ratios are combined in order to achieve a credit risk score, which signals if a loan application is approved or discarded. Despite their good performance, the developed multivariate models using statistical methods have been widely criticized. They are based on models that use accounting data, which have the disadvantage of being static and so often fail to follow the changes in the economic and business environment. In recent yea
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Dimakos, Xeni K., and Kjersti Aas. "Integrated risk modelling." Statistical Modelling: An International Journal 4, no. 4 (2004): 265–77. http://dx.doi.org/10.1191/1471082x04st079oa.

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Skerratt, L. C. L., and A. Woodhead. "Modelling audit risk." British Accounting Review 24, no. 2 (1992): 119–37. http://dx.doi.org/10.1016/s0890-8389(05)80003-4.

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Hoti, Suhejla, Michael McAleer, and Laurent L. Pauwels. "Modelling environmental risk." Environmental Modelling & Software 20, no. 10 (2005): 1289–98. http://dx.doi.org/10.1016/j.envsoft.2004.08.010.

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Parbat, Tejas. "Credit Risk Modelling." International Journal for Research in Applied Science and Engineering Technology 12, no. 2 (2024): 595–98. http://dx.doi.org/10.22214/ijraset.2024.58397.

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Abstract: Modern society recognizes the significance of Identity and Access Management. It's the method through which information is controlled in terms of who gets access to what and when. Creation of user and system identities is an IAM activity. Data and information sharing relies heavily on safe user access. In addition, most businesses are realizing the growing value of electronic data. Strong authentication is a common solution to this problem and is becoming more and more necessary as the standards for access protection rise. The two most critical IAM concepts that must be handled by th
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Vishwakarma, Saketh Kumar. "AI-Driven Predictive Risk Modelling for Aerospace Supply Chains." International Interdisciplinary Business Economics Advancement Journal 6, no. 5 (2025): 102–34. https://doi.org/10.55640/business/volume06issue05-06.

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In the aerospace supply chain, a complex, high-stakes ecosystem is at risk of multiple risk categories such as component shortage, cyber threats, and noncompliance with regulations. Traditional risk mitigation strategies are not enough. They are now offered as measures reactive to risks and static contingency plans. This paper investigates how AI-driven predictive risk modeling can break these limitations of the current risk management practices and allow risk management to change from reactionary to proactive across the aerospace supply chain. These models leverage the power of machine learni
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Kountzakis, Christos E., and Maria P. Koutsouraki. "On Quantum Risk Modelling." Journal of Mathematical Finance 06, no. 01 (2016): 43–47. http://dx.doi.org/10.4236/jmf.2016.61005.

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Klein, Jonathan H. "Modelling Risk Trade-Off." Journal of the Operational Research Society 44, no. 5 (1993): 445. http://dx.doi.org/10.2307/2583911.

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Klein, Jonathan H. "Modelling Risk Trade-Off." Journal of the Operational Research Society 44, no. 5 (1993): 445–60. http://dx.doi.org/10.1038/sj/jors/0440503.

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Dissertations / Theses on the topic "Risk modelling"

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Gilbert, Emmeleen Ulita. "Risk-return portfolio modelling." Master's thesis, University of Cape Town, 2007. http://hdl.handle.net/11427/19030.

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Markowitz introduced the concept of modelling the risk associated with a given security as the variance of the expected return and showed how under certain conditions an investors portfolio can be managed by balancing the expected return of the portfolio and its variance. Building on Markowitz original framework, William Sharpe, extended these ideas by connecting a portfolio to a risky asset. This extension became known as the Sharpe Index Model. There are number of assumptions governing the residuals of the Sharpe index model, one being that the error terms of the stocks are uncorrelated. The
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Shao, Jia. "Modelling catastrophe risk bonds." Thesis, University of Liverpool, 2015. http://livrepository.liverpool.ac.uk/2033679/.

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Insurance companies are seeking more adequate liquidity funds to cover the insured property losses related to nature and man-made disasters. Past experience shows that the losses caused by catastrophic events, such as earthquakes, tsunamis, floods or hurricanes, are extremely large. One of the alternative methods of covering these extreme losses is to transfer part of the risk to the financial markets, by issuing catastrophe-linked bonds. This thesis focuses on model and value Catastrophe (CAT) risk bonds. The findings of this thesis is twofold. First, we study the pricing process for CAT bond
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Aas, Kjersti. "Statistical Modelling of Financial Risk." Doctoral thesis, Norwegian University of Science and Technology, Department of Mathematical Sciences, 2007. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-1780.

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Esparragoza, Rodriguez Juan Carlos. "Large portfolio credit risk modelling." Thesis, Imperial College London, 2008. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.486274.

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A model for large portfolio credit risk is developed by using results on the asymptotic behaviour of stochastic networks. We analyse some of the charac- teristics of the model by studying the infinitesimal generator of the portfolio default process using some results of the theory of Piecewise Deterministic processes (PDPs). An efficient pricing technique is proposed using a newly- 1ntroduced quadrature algorithm using a decomposition of the sample space similar to the canonical Poisson space decomposition. Accurate calibration to iTraxx spreads is demonstrated.
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Scarrott, Carl John. "Reactor modelling and risk assessment." Thesis, Lancaster University, 2003. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.414910.

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Anastassopoulou, Nikolitsa. "Credit risk measurement and modelling." Thesis, City University London, 2006. http://openaccess.city.ac.uk/8497/.

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This thesis aims to make a contribution to the understanding of the key economic and company specific components of credit spreads in the investment and non-investment grade US bond market for different maturing bond indices. It calls for the full integration of different market andfirm specific variables into a unique framework, in order to predict credit spread changes. Key determinants of default risk are employed to determine credit migration risk. Particularly, this thesis provides evidence as to the relation between different macroeconomic factors and credit spread changes in all differe
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Zheng, Teng. "Model risk in financial modelling." Thesis, University of Kent, 2017. https://kar.kent.ac.uk/66707/.

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Motivated by current post-crisis discussions and the corresponding shift in regulatory requirements, this thesis is dedicated to the study of model risk in financial modelling. It is well-known that the majority of finance quantities that are involved in asset pricing, trading, and risk management activities are dependent on the chosen financial models. This gives rise to model risk in all financial activities. Even when the chosen model form is appropriate, model outputs are still subject to parameter estimation uncertainty. Therefore, among different sources of model risk, we mainly focused
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Kratz, Gutstav. "Risk Modelling in Payment Guarantees." Thesis, KTH, Matematisk statistik, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-229418.

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The Swedish Export Credit Agency (EKN) issues payment guarantees to Swedish companies who face the risk of non-payments in export transactions. Commitments are typically correlated, as defaults of companies are driven by other factors than factors specific to that company, such as the economic cycle or the regional conditions. In deciding upon how much capital to be reserved to remain solvent even in an unlikely scenario, this has to be accounted for in order to not underestimate financial risks.By studying models for credit risk and the research available in the area, the popular CreditRisk+
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Kasprowicz, Tomasz. "Threshold Theory--modelling risk attitude /." Available to subscribers only, 2008. http://proquest.umi.com/pqdweb?did=1650506301&sid=11&Fmt=2&clientId=1509&RQT=309&VName=PQD.

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Tran, Cao Son. "Structures in credit risk modelling." Thesis, Queensland University of Technology, 2021. https://eprints.qut.edu.au/207989/1/Cao%20Son_Tran_Thesis.pdf.

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The thesis is concerned with the design of conceptual structures in credit risk modelling. The focus is on designing mathematical constructs that serve as a unified framework for reasoning about credit risk modelling. Three contributions are made to this area of research: category theory, providing a powerful tool to study the relations of common structures underlying credit risk modelling; stacking model, to address issues of inconsistent and biased performance measurement; and the Kelly criterion, shifting the focus from dichotomous classification to optimal credit risk allocation.
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Books on the topic "Risk modelling"

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Bolder, David Jamieson. Credit-Risk Modelling. Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-94688-7.

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de Rocquigny, Etienne. Modelling Under Risk and Uncertainty. John Wiley & Sons, Ltd, 2012. http://dx.doi.org/10.1002/9781119969495.

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Zioło, Magdalena. Environmental Risk Modelling in Banking. Routledge, 2022. http://dx.doi.org/10.4324/9781003310099.

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Kitsos, Christos P., Teresa A. Oliveira, Francesca Pierri, and Marialuisa Restaino, eds. Statistical Modelling and Risk Analysis. Springer International Publishing, 2023. http://dx.doi.org/10.1007/978-3-031-39864-3.

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Foote, Matthew, John Hillier, Kirsten Mitchell-Wallace, and Matthew Jones. Natural catastrophe risk management and modelling. John Wiley & Sons, Ltd, 2017. http://dx.doi.org/10.1002/9781118906057.

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Shevchenko, Pavel V. Modelling Operational Risk Using Bayesian Inference. Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-15923-7.

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Zhang, Jian-Min, Limin Zhang, and Rui Wang, eds. Dam Breach Modelling and Risk Disposal. Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-46351-9.

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Marthinsen, O. K. Financial risk modelling of boot projects. UMIST, 1993.

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Michael, McAleer, ed. Modelling the riskiness in country risk ratings. Elsevier, 2005.

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Rees, Michael, ed. Business Risk and Simulation Modelling in Practice. John Wiley & Sons, Ltd, 2015. http://dx.doi.org/10.1002/9781118904022.

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Book chapters on the topic "Risk modelling"

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Cowell, Frances. "Risk Modelling." In Risk-Based Investment Management in Practice. Palgrave Macmillan UK, 2013. http://dx.doi.org/10.1057/9781137346407_5.

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Emberchts, Paul, Claudia Klüppelberg, and Thomas Mikosch. "Risk Theory." In Modelling Extremal Events. Springer Berlin Heidelberg, 1997. http://dx.doi.org/10.1007/978-3-642-33483-2_2.

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Bolder, David Jamieson. "Risk Attribution." In Credit-Risk Modelling. Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-94688-7_7.

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Knobloch, Martin. "Thread Risk Modelling." In Web Application Security. Springer Berlin Heidelberg, 2010. http://dx.doi.org/10.1007/978-3-642-16120-9_12.

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Vinnem, Jan-Erik, and Willy Røed. "Fire Risk Modelling." In Springer Series in Reliability Engineering. Springer London, 2019. http://dx.doi.org/10.1007/978-1-4471-7444-8_7.

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Vinnem, Jan-Erik, and Willy Røed. "Explosion Risk Modelling." In Springer Series in Reliability Engineering. Springer London, 2019. http://dx.doi.org/10.1007/978-1-4471-7444-8_8.

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Vinnem, Jan-Erik, and Willy Røed. "Collision Risk Modelling." In Springer Series in Reliability Engineering. Springer London, 2019. http://dx.doi.org/10.1007/978-1-4471-7444-8_9.

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Vinnem, Jan Erik. "Collision Risk Modelling." In Offshore Risk Assessment. Springer Netherlands, 1999. http://dx.doi.org/10.1007/978-94-017-2471-5_10.

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Vinnem, Jan Erik. "Fire Risk Modelling." In Offshore Risk Assessment. Springer Netherlands, 1999. http://dx.doi.org/10.1007/978-94-017-2471-5_8.

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Vinnem, Jan Erik. "Explosion Risk Modelling." In Offshore Risk Assessment. Springer Netherlands, 1999. http://dx.doi.org/10.1007/978-94-017-2471-5_9.

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Conference papers on the topic "Risk modelling"

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Shivadhanush, B. R., N. J. Laycock, M. Geeta, F. Samie, P. Panchami, and J. Hartog. "Corrosion and Risk Modelling Analytics." In CONFERENCE 2024. AMPP, 2024. https://doi.org/10.5006/c2024-20833.

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Abstract The CARMA (Corrosion and Risk Modelling Analytics) project aims to provide improved corrosion prediction capability by using Machine Learning techniques. For the selected system, the initial CARMA model is trained by using a combination of online process monitoring data as the input, combined with online corrosion monitoring data as the output. Once trained and validated, the resulting model can then be used to predict corrosion rates in similar systems or in other parts of the same system, without the need to install corrosion monitoring devices or carry out routine physical inspecti
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Tiedemann, K. H. "Landslide Risk Management and Risk Assessment: Modelling Mobility in Rockslides and Rock Falls." In Modelling and Simulation. ACTAPRESS, 2010. http://dx.doi.org/10.2316/p.2010.699-049.

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Deshani, Sarala, and Niranga Amarasingha. "Modelling the Risk of Pedestrians in Walkways." In The SLIIT International Conference on Engineering and Technology 2022. Faculty of Engineering, SLIIT, 2022. http://dx.doi.org/10.54389/gdos6613.

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Pedestrians engaged crashes were increased day by day in the world. There is a high risk of accidents for pedestrians when crossing the road than walking on the road. To minimize the crash rate on pedestrians it is important to know about the risks faced by pedestrians on the road. This study aimed to report pedestrians’ perceptions of risks while walking and crossing the road. A questionnaire survey was carried out to get the data about pedestrians’ perceptions of risks while walking and crossing the road in Matara district. Data were collected with questions with a five-point scale during Au
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Popov, V., R. Gospavic, J. Kreyenschmidt, and S. Bruckner. "Microbial growth modelling under variable temperature conditions." In ENVIRONMENTAL HEALTH RISK 2009. WIT Press, 2009. http://dx.doi.org/10.2495/ehr090311.

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Baker, C. "Dependency modelling: risk mapping." In IEE Symposium on Systems Engineering in Business. IEE, 2000. http://dx.doi.org/10.1049/ic:20000380.

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De Souza, E. "Designing safe and stable tailings dam structures with centrifuge modelling." In RISK ANALYSIS 2010. WIT Press, 2010. http://dx.doi.org/10.2495/risk100511.

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Žutautaitė-Šeputienė, I., J. Augutis, and E. Ušpuras. "Modelling of the node immunity change process in a network system." In RISK ANALYSIS 2008. WIT Press, 2008. http://dx.doi.org/10.2495/risk080351.

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GAUR, AYUSHI, ABHISHEK GAUR, and SLOBODAN P. SIMONOVIC. "MODELLING OF FUTURE FLOOD RISK ACROSS CANADA DUE TO CLIMATE CHANGE." In RISK ANALYSIS 2018. WIT Press, 2018. http://dx.doi.org/10.2495/risk180131.

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"Combining risk forecasts." In 25th International Congress on Modelling and Simulation. Modelling and Simulation Society of Australia and New Zealand, 2023. http://dx.doi.org/10.36334/modsim.2023.soltyk.

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Marchetti, D., G. D’Amato Avanzi, N. Sciarra, and M. Calista. "Slope stability modelling of a sandstone cliff south of Livorno (Tuscany, Italy)." In RISK ANALYSIS 2008. WIT Press, 2008. http://dx.doi.org/10.2495/risk080321.

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Reports on the topic "Risk modelling"

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Chang, S. E., R. P. Reynolds, and J. Kim. Risk dynamics modelling in metro Vancouver. Natural Resources Canada/CMSS/Information Management, 2022. http://dx.doi.org/10.4095/330542.

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Arts, G. H. P., J. D. M. Belgers, and S. M. Hennekens. Scientific data analysis to support modelling for aquatic risk assessment : Aquatic macrophyte data for risk assessment. Wageningen Environmental Research, 2024. http://dx.doi.org/10.18174/652968.

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Juhola, Sirkku, Jukka Käyhkö, Markku Ollikainen, et al. Developing Finland’s adaptation policy using risk modelling and effectiveness monitoring of adaptation measures. Suomen ilmastopaneeli, 2023. https://doi.org/10.31885/9789527457290.

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Weldon, James. Modelling the risks of Nymphoides peltata spread in Swedish lakes. Department of Aquatic Resources, Swedish University of Agricultural Sciences, 2024. http://dx.doi.org/10.54612/a.nmtj4tgmer.

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Species distribution modelling is a valuable tool for identifying areas most at risk of the spread of potentially harmful species. Here we model the environmental factors governing the distribution of a harmful species of concern that is currently found in Sweden at only a limited number of locations: the aquatic macrophyte N. peltata (sjögull). The most important factors determining risk of establishment are water chemistry (sufficient amounts of calcium is required), temperature (the species is partly limited by colder temperatures in Sweden) and connectivity to other water bodies. The resul
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Daudelin, Francois, Lina Taing, Lucy Chen, Claudia Abreu Lopes, Adeniyi Francis Fagbamigbe, and Hamid Mehmood. Mapping WASH-related disease risk: A review of risk concepts and methods. United Nations University Institute for Water, Environment and Health, 2021. http://dx.doi.org/10.53328/uxuo4751.

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The report provides a review of how risk is conceived of, modelled, and mapped in studies of infectious water, sanitation, and hygiene (WASH) related diseases. It focuses on spatial epidemiology of cholera, malaria and dengue to offer recommendations for the field of WASH-related disease risk mapping. The report notes a lack of consensus on the definition of disease risk in the literature, which limits the interpretability of the resulting analyses and could affect the quality of the design and direction of public health interventions. In addition, existing risk frameworks that consider diseas
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Weldon, James, and Carlotta Meriggi. Modelling the risks of invasive aquatic species spread in Swedish lakes. Department of Aquatic Sciences and Assessment, Swedish University of Agricultural Sciences, 2023. http://dx.doi.org/10.54612/a.r68r25qcb1.

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Species distribution modelling is a valuable tool for identifying areas most at risk of the spread of invasive species. Here we model the environmental factors governing the distributions of two invasive species of concern that are currently found in Sweden at only a limited number of locations: the aquatic macrophyte Elodea nuttallii (Nuttall’s waterweed / smal vattenpest) and the bivalve Dreissena polymorpha (Zebra mussel / vandrarmussla). For E.nuttallii, the greatest risk factors are connectivity with other water bodies (facilitating dispersion), human population density and length of grow
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Hobbs, T. E., J. M. Journeay, A. S. Rao, et al. Scientific basis of Canada's first public national seismic risk model. Natural Resources Canada/CMSS/Information Management, 2022. http://dx.doi.org/10.4095/330927.

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Natural Resources Canada, in partnership with the Global Earthquake Model Foundation, has prepared a public Canadian Seismic Risk Model to support disaster risk reduction efforts across industry and all levels of government, and to aid in Canada's adoption of the Sendai Framework for Disaster Risk Reduction. Developing this model has involved the creation of a national exposure inventory, Canadian specific fragility and vulnerability curves, and adjustment of the Canadian Seismic Hazard Model which forms the basis for the seismic provisions of the National Building Code of Canada. Using the Gl
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Gamboa-Estrada, Fredy, and Jose Vicente Romero. Modelling CDS Volatility at Different Tenures: An Application for Latin-American Countries. Banco de la República de Colombia, 2022. http://dx.doi.org/10.32468/be.1199.

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Assessing the dynamics of risk premium measures and its relationship with macroeconomic fundamentals is important for both macroeconomic policymakers and market practitioners. This paper analyzes the main determinants of CDS in Latin-America at different tenures, focusing on their volatility. Using a component GARCH model, we decompose volatility between permanent and transitory components. We find that the permanent component of CDS volatility in all tenors was higher and more persistent in the global financial crisis than during the recent COVID-19 shock. JEL Classification: C22, C58, G01, G
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Faverjon, Céline, Angus Cameron, and Marco De Nardi. Modelling framework to quantify the risk of AMR exposure via food products - example of chicken and lettuce. Food Standards Agency, 2022. http://dx.doi.org/10.46756/sci.fsa.qum110.

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Antimicrobial resistance (AMR) is a complex issue where microorganisms survive antimicrobial treatments, making such infections more difficult to treat. It is a global threat to public health. To increase the evidence base for AMR in the food chain, the FSA has funded several projects to collect data to monitor the trends, prevalence, emergence, spread and decline of AMR bacteria in a range of retail foods in the UK. However, this data and information from the wider literature was yet to be used to create tools to aid in the production of quantitative risk assessment to determine the risk to c
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Nechaev, V., Володимир Миколайович Соловйов, and A. Nagibas. Complex economic systems structural organization modelling. Politecnico di Torino, 2006. http://dx.doi.org/10.31812/0564/1118.

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One of the well-known results of the theory of management is the fact, that multi-stage hierarchical organization of management is unstable. Hence, the ideas expressed in a number of works by Don Tapscott on advantages of network organization of businesses over vertically integrated ones is clear. While studying the basic tendencies of business organization in the conditions of globalization, computerization and internetization of the society and the results of the financial activities of the well-known companies, the authors arrive at the conclusion, that such companies, as IBM, Boeing, Merced
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