SYSTEMS AND METHODS FOR IDENTIFYING UNCERTAINTY IN A RISK MODEL

SYSTEMS AND METHODS FOR IDENTIFYING UNCERTAINTY IN A RISK MODEL

Techniques for a modeling platform associated with simulating risk models. According to certain aspects, systems and methods include identifying sources of uncertainty within the risk model. The risk model may include a hierarchical tree formed of component assumption objects associated with distrib...

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Bibliographische Detailangaben
Hauptverfasser: Schwaitzberg, Scott Jeffrey, Agarwal, Dushyant, Chyczewski, Marcin, Roth, Erik Alexander, Banholzer, Matthew John
Format: Patent
Sprache:eng
Schlagworte:
CALCULATING
COMPUTING
COUNTING
DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FORADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORYOR FORECASTING PURPOSES
PHYSICS
SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE,COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTINGPURPOSES, NOT OTHERWISE PROVIDED FOR
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Beschreibung
Zusammenfassung:Techniques for a modeling platform associated with simulating risk models. According to certain aspects, systems and methods include identifying sources of uncertainty within the risk model. The risk model may include a hierarchical tree formed of component assumption objects associated with distribution functions. The systems and methods may include calculating an uncertainty contribution for assumption objects included in the risk model by setting the value for a particular assumption object to a constant value and executing an additional simulation of the risk model. The amount by which the uncertainty corresponding to the risk model changes between simulations may correspond to the uncertainty contribution for the particular assumption object.