SCIESCOPUSQ3
Statistics & Risk Modeling
WALTER DE GRUYTER GMBH, Germany
Statistics & Risk Modeling is an academic journal published by WALTER DE GRUYTER GMBH (Germany). Identifiers: ISSN 2193-1402, eISSN 2196-7040. Indexed in SCIE, SCOPUS. Metrics: JIF 0.9, CiteScore 2.8, SJR 0.411, SNIP 1.34. Subject areas: STATISTICS & PROBABILITY. tlooto lists 453 papers from this journal.
CiteScore
2.80
Scopus citation metric
SJR
0.411
SCImago rank
SNIP
1.34
Source normalized impact
Percentage rank
-
JIF percentile rank
Journal profile
- ISSN
- 2193-1402
- eISSN
- 2196-7040
- Abbreviation
- STATIST RISK MODEL
- Publisher
- WALTER DE GRUYTER GMBH
- Country
- Germany
Web of Science categories
No Web of Science category data available.
Scopus ASJC categories
1804 Statistics2611 Modeling and Simulation2613 Statistics and Probability
Papers in this journal
Recent papers
- Hedging in Lévy models and the time step equivalent of jumps
2026
- On the 𝕃 p -solution for BSDELs with continuous or left continuous coefficient
2026
- Prediction-based inference for integrated diffusions with high-frequency data
2026
- Convergence rates for backward SDEs driven by Lévy processes
2026
- Insurance products with guarantees in an affine setting
2026
Most cited papers
- On dependence consistency of CoVaR and some other systemic risk measures
2012 · 227 citations
- Convex risk measures and the dynamics of their penalty functions
2006 · 219 citations
- Risk management with high-dimensional vine copulas: An analysis of the Euro Stoxx 50
2013 · 172 citations
- Input-dependent estimation of generalization error under covariate shift
2005 · 157 citations
- Central clearing of OTC derivatives: Bilateral vs multilateral netting
2013 · 133 citations