Journal of Risk Model Validation

Risk.net

Response to the comment by L. R. Forest Jr., G. Chawla and S. D. Aguais

Magnus Carlehed and Alexander Petrov

ABSTRACT

Here we have a comment piece in reply to L. R. Forest Jr., G. Chawla and S. D. Aguais' comment in this issue, from authors Magnus Carlehed and Alexander Petrov. This kind of lively, informed and robust debate is something we encourage at The Journal of Risk Model Validation: we aim to inspire vigorous discussion in the risk model validation field.