A Practical Approach to Quantitative Model Risk Assessment

Carole Bernard; Rodrigue Kazzi; Steven Vanduffel

A Practical Approach to Quantitative Model Risk Assessment

Carole Bernard, Rodrigue Kazzi, Steven Vanduffel

Research output: Contribution to journal › Article › peer-review

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Original language	English
Pages (from-to)	1-19
Number of pages	19
Journal	Variance (Arlington, Va. Online)
Volume	16
Issue number	1
Publication status	Published - 2023

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Bernard Kazzi Vanduffel Variance 2021 - pdf accepted-a-practical-approach-to-quantitative-model-risk-assessmentAccepted author manuscript, 576 KB

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title = "A Practical Approach to Quantitative Model Risk Assessment",

author = "Carole Bernard and Rodrigue Kazzi and Steven Vanduffel",

year = "2023",

language = "English",

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journal = "Variance (Arlington, Va. Online)",

issn = "1940-6452",

publisher = "Casualty Actuarial Society",

number = "1",

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T1 - A Practical Approach to Quantitative Model Risk Assessment

AU - Bernard, Carole

AU - Kazzi, Rodrigue

AU - Vanduffel, Steven

PY - 2023

Y1 - 2023

UR - https://variancejournal.org/article/72722-a-practical-approach-to-quantitative-model-risk-assessment

M3 - Article

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EP - 19

JO - Variance (Arlington, Va. Online)

JF - Variance (Arlington, Va. Online)

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A Practical Approach to Quantitative Model Risk Assessment

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Other files and links

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FWOSB73: New Quantitative Methods for Model Risk Assessment in the Banking and Insurance Industry

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Cite this

A Practical Approach to Quantitative Model Risk Assessment

Access to Document

Other files and links

Projects

FWOAL942: Option Implied Dependence

FWOSB73: New Quantitative Methods for Model Risk Assessment in the Banking and Insurance Industry

FWOODYS11: Quantitative Risk Management under Scenario Constraints: Risk aggregation, Dependence, and Systemic risk

Cite this