This entry provides a brief introduction to the statistical methodology called change point analysis, which is oft used in risk assessment. The goal of change point analysis is to model changes in the characteristics of a response variable over a range of a predictor variable. The discussion below is framed by two simple examples from the risk assessment literature where the response characteristic of interest is the mean response. The examples illustrate two simple change point methods for detecting the location of the change point in terms of the predictor variable and the nature of the change in the mean response before and after the change point. More complicated change point methods are also discussed briefly.