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URL:/statistics-and-actuarial-science/events/david-spro
 tt-distinguished-lecture-dr-pauline-barrieu-london
SUMMARY:David Sprott Distinguished Lecture by Dr. Pauline Barrieu\, London\
 nSchool of Economics and Political Science
CLASS:PUBLIC
DESCRIPTION:Summary \n\nASSESSING FINANCIAL MODEL RISK\n\n-----------------
 --------\n\nModel risk has a huge impact on any financial or insurance ris
 k\nmeasurement procedure and its quantification is therefore a crucial\nst
 ep. In this talk\, we introduce three quantitative measures of model\nrisk
  when choosing a particular reference model within a given class:\nthe abs
 olute measure of model risk\, the relative measure of model risk\nand the 
 local measure of model risk. Each of the measures has a\nspecific purpose 
 and so allows for flexibility. We illustrate the\nvarious notions by study
 ing some relevant examples\, so as to emphasize\nthe practicability and tr
 actability of our approach.\n 
DTSTAMP:20250517T125617Z
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