Statistics and Risk Modeling

Aims & Scope

Statistics & Risk Modeling (STRM) aims at covering modern methods of statistics and probabilistic modeling, and their applications to risk management in finance, insurance and related areas.

The journal also welcomes articles related to nonparametric statistical methods and stochastic processes.

Papers on innovative applications of statistical modeling and inference in risk management are also encouraged.

Topics Statistical analysis for models in finance and insurance Credit-, market- and operational risk models Models for systemic risk Risk management Nonparametric statistical inference Statistical analysis of stochastic processes Stochastics in finance and insurance Decision making under uncertainty.

View Aims & Scope

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Metrics & Ranking

Impact Factor

Year	Value
2025	0.9
2024	1.30

SJR (SCImago Journal Rank)

Year	Value
2024	0.411

Quartile

Year	Value
2024	Q3

h-index

Year	Value
2024	22

Journal Rank

Year	Value
2024	13545

Journal Citation Indicator

Year	Value
2024	28

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Abstracting & Indexing

Journal is indexed in leading academic databases, ensuring global visibility and accessibility of our peer-reviewed research.

• Scopus
• Google Scholar
• Web of Science

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Subjects & Keywords

Journal’s research areas, covering key disciplines and specialized sub-topics in Decision Sciences and Mathematics, designed to support cutting-edge academic discovery.

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Most Cited Articles

The Most Cited Articles section features the journal's most impactful research, based on citation counts. These articles have been referenced frequently by other researchers, indicating their significant contribution to their respective fields.

• On dependence consistency of CoVaRand some other systemic risk measures

  Citation: 147

  Authors: Georg, Eric

• Risk management with high-dimensional vine copulas: An analysis of the Euro Stoxx 50

  Citation: 115

  Authors: Eike Christain, Claudia

• Central clearing of OTC derivatives: Bilateral vs multilateral netting

  Citation: 99

  Authors: Rama, Thomas

• Convex risk measures and the dynamics of their penalty functions

  Citation: 69

  Authors: Hans, Irina

• Leveraging the network: A stress-test framework based on DebtRank

  Citation: 61

  Authors: Stefano, Guido, Marco, Stefano

• Risk measurement with equivalent utility principles

  Citation: 41

  Authors: Michel, Jan, Marc, Rob, Roger

• Loss-based risk measures

  Citation: 40

  Authors: Rama, Romain, Xue Dong

• Properties of hierarchical Archimedean copulas

  Citation: 39

  Authors: Ostap, Yarema, Wolfgang

• Bounds for joint portfolios of dependent risks

  Citation: 39

  Authors: Giovanni, Ludger

• Law invariant concave utility functions and optimization problems with monotonicity and comonotonicity constraints

  Citation: 33

  Authors: Guillaume, Rose-Anne

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