Risks — Editors

Journal Contact

Risks Editorial Office
MDPI AG, Klybeckstrasse 64, 4057 Basel, Switzerland
E-Mail: risks@mdpi.com
Tel. +41 61 683 77 34; Fax: +41 61 302 89 18

Editorial Office

Editor-in-Chief
Prof. Dr. Mogens Steffensen
Department of Mathematical Sciences, University of Copenhagen, Universitetsparken 5, DK-2100 Copenhagen Ø, Denmark
Website: http://www.math.ku.dk/~mogens/
E-Mail: mogens@math.ku.dk
Interests: life insurance mathematics; asset-liability management; optimal asset allocation; personal finance and insurance; stochastic control theory

Managing Editor
Ms. Chao Xiao
MDPI Haidian Office, Aerospace Cooperation Building, 8th Floor, No.99 Zhongguancun East Road, Beijing 100190, China
Tel. +86 10 62800830
E-Mail: chao.xiao@mdpi.com

Production Editor
Dr. Martyn Rittman
MDPI AG, Klybeckstrasse 64, CH-4057 Basel, Switzerland
E-Mail: rittman@mdpi.com

Editorial Board

Prof. Dr. Tim R. Adam
School of Business and Economics Humboldt University of Berlin Dorotheenstr. 1 10119 Berlin, Germany
Tel. +49 30 2093-564; Fax: +49 30 2093-5643
Website: http://enim.wiwi.hu-berlin.de/cofi/staff/cv_tadam
Interests: corporate risk management; gold mining industry; mutual funds; syndicated loans

Dr. S. Nuray Akin
University of Southern California, Marshall School of Business, FBE, Bridge Hall 308, 3670 Trousdale Pkwy, Los Angeles, CA 90089, USA
Website: http://www.nurayakin.com/
Interests: macroeconomics; social insurance; risk management

Prof. Dr. Gurdip Bakshi
Department of Finance, Robert H. Smith School of Business, 4413 Van Munching Hall, University of Maryland, College Park, MD 20742-1815, USA
Website: http://www.smith.umd.edu/faculty/gbakshi
Interests: stock valuation; option valuation; term structure of interest rates; asset pricing; capital and currency markets; crashes; default risk; density approximations; aging; heterogeneity in beliefs; volatility; international finance

Prof. Dr. Alejandro Balbás
Department of Business Administration, University Carlos III of Madrid, C/ Madrid, 126, 28903 Getafe, Madrid, Spain
Website: http://www.uc3m.es/portal/page/portal/dpto_economia_empresa/home/faculty/alejandrobalbas
Interests: risk management; asset pricing; fixed income
Contribution: Special Issue: Risk Management Techniques for Catastrophic and Heavy-Tailed Risks

Dr. Francesca Barigozzi
Department of Economics, University of Bologna, P.zza Scaravilli 2, 40126 Bologna, Italy
Website: http://www2.dse.unibo.it/barigozz/home.htm
Interests: health insurance; insurance contracts (moral hazard and adverse selection); behavioral decision theory; information economics; health economics; industrial organization

Dr. Daniel Bauer
Department of Risk Management and Insurance, J. Mack Robinson College of Business, Georgia State University, 35 Broad Street, 11th Floor, Atlanta, GA 30303
Tel. +1 (404) 413-7490; Fax: +1 (404) 413-7499
Website: http://www.rmi.gsu.edu/faculty/bauer.shtml
Interests: actuarial science; life insurance mathematics; financial mathematics; risk management

Prof. Dr. Enrico Biffis
Finance Group, Imperial College Business School, Imperial College London, South Kensington Campus, London SW7 2AZ, UK
Website: http://www.imperial.ac.uk/people/e.biffis
Interests: risk management; insurance; asset-liability management; valuation of insurance assets and liabilities; alternative risk transfers; catastrophe risk

Prof. Dr. M. Martin Boyer
Department of Finance, HEC Montréal, Université de Montréal 3000, Chemin de la Côte-Sainte-Catherine Montréal (Québec), Canada H3T 2A7
Website: http://www.hec.ca/profs/martin.boyer.html
Interests: insurance economics; corporate risk management; contract theory; financial risk management; property and casualty insurance markets

Prof. Dr. Carolyn Chang
Department of Finance, Mihaylo College of Business and Economics, Califonia State University Fullerton, Fullerton, CA 92834, USA
Website: http://business.fullerton.edu/finance/faculty-profile.aspx?ID=ChanCarol
Interests: catastrophe risk management and modeling; insurance and weather derivatives; forecasting VIX and pricing of VIX products; Asia-Pacific financial market

Dr. Hua Chen
Department of Risk, Insurance and Healthcare Management, Fox School of Business, Temple University, Philadelphia, PA 19122, USA
Website: http://www.fox.temple.edu/mcm_people/dr-hua-chen/
Interests: insurance economics; corporate risk management; systemic risk; catastrophic risk modeling and pricing; alternative risk transfer

Prof. Dr. Andrea Consiglio
Department of Statistics and Mathematics "Silvio Vianelli", Faculty of Economics,
University of Palermo, Avenue of Science, Building 13, 90128 Palermo, Italy
Website: http://www.unipa.it/consiglio/
Interests: financial and insurance modeling; portfolio optimization; numerical methods for risk management; computational finance; simulation models

Prof. Dr. J. David Cummins
Department of Risk, Insurance, and Healthcare Management, Fox School of Business, Temple University, Philadelphia, PA 19122, USA
Website: http://fox.temple.edu/mcm_people/dr-j-david-cummins
Interests: insurance economics; efficiency; data envelopment analysis; systemic risk; securitization; organizational form; economies of scope

Dr. Angelos Dassios
Department of Statistics, London School of Economics, Houghton Street, London WC2A 2AE, UK
Tel. +44 207 9557 749; Fax: +44 207 9557 416
Website: http://stats.lse.ac.uk/angelos/
Interests: insurance mathematics; ruin theory; path dependent options; point processes
Contribution: Special Issue: Application of Stochastic Processes in Insurance

Prof. Dr. Georges Dionne
Department of Finance, HEC Montréal, 3000, Chemin de la Côte-Sainte-Catherine Montréal (Québec), Canada
Website: http://neumann.hec.ca/gestiondesrisques/director.html
Interests: risk management for private and social risks; microeconomic theory under uncertainty (financial contracts, insurance contracts); asymmetric information (moral hazard and adverse selection); economics of health services; regulation in transportation and the environment

Prof. Dr. José Garrido
Department of Mathematics and Statistics, Concordia University, 1455 de Maisonneuve Blvd West, LB-921.21, Montreal, Quebec, H3G 1M8, Canada
Website: http://www.mathstat.concordia.ca/people/faculty/full-time-faculty/GarridoJ.php
Interests: risk theory; insurance statistics; credibility theory; risk measures; actuarial and financial mathematics
Contribution: Special Issue: Risk Management Techniques for Catastrophic and Heavy-Tailed Risks

Prof. Dr. Nadine Gatzert
Institute of Insurance Economics and Risk Management, Friedrich-Alexander-University Erlangen-Nürnberg, Lange Gasse 20, D-90403 Nürnberg, Germany
Tel. +0049 911 5302 884; Fax: +0049 911 5302 888
Website: http://www.vwrm.rw.fau.de/team/prof.-dr.-nadine-gatzert.shtml
Interests: life insurance mathematics; alternative risk transfer; valuation and management of financial guarantees; enterprise risk management; modeling and management of mortality and longevity risk; regulation and solvency assessment
Contribution: Special Issue: Life Insurance and Pensions

Prof. Dr. Montserrat Guillén
Department of Econometrics, Riskcenter-IREA Universitat de Barcelona Av. Diagonal, 690 08034 Barcelona, Spain
Website: http://www.ub.edu/riskcenter/mge.html
Interests: actuarial statistics; quantitative risk management; long-term care; rating; fraud; pensions

Prof. Dr. Jens Hagendorff
Business School, The University of Edinburgh, 29 Buccleuch Place, Edinburgh, EH8 9JS, UK
Website: http://www.business-school.ed.ac.uk/about/people/732/Jens/Hagendorff
Interests: the factors behind bank risk-taking and systemic risk; corporate governance in banking; bank regulation, especially capital adequacy under Basel; the performance and risk implications of bank mergers; insurance securitization via insurance-linked securities such as catastrophe bonds

Dr. Dayon Huang
University of North Carolina Greensboro, Department of Accounting and Finance, Bryan School of Business and Economics, Greensboro, NC 27412, USA
Website: http://www.uncg.edu/bae/people/huang/
Interests: investments; macroeconomics; asset pricing

Prof. Dr. Sebastian Jaimungal
Department of Statistics & Mathematical Finance Program, University of Toronto, 100 St. George Street, Toronto, Ontario, M5S 3G3, Canada
Website: http://www.utstat.utoronto.ca/sjaimung
Interests: applied stochastic control; algorithmic and high frequency trading; ambiguity aversion; financial engineering; financial insurance

Prof. Dr. Rüdiger Kiesel
Chair for Energy Trading and Finance, University Duisburg-Essen, Universitätsstraße 12, 45141 Essen, Germany
Website: http://www.lef.wiwi.uni-due.de/team/ruediger-kiesel/
Interests: energy derivatives; quantitative climate finance; financial risk management; financial derivatives

Dr. Andre Liebenberg
335 Holman Hall, School of Business Administration, The University of Mississippi, Oxford, MS 38677, USA
Tel. +1 662 915 5475
Website: http://www.olemissbusiness.com/finance/documents/Liebenberg,%20Andre.pdf
Interests: property and casualty insurance markets; corporate risk management; insurance economics; life insurance

Prof. Dr. Stéphane Loisel
ISFA, Université Lyon 1, 50 avenue Tony Garnier, F-69007 Lyon, France
Website: http://isfaserveur.univ-lyon1.fr/~stephane.loisel/
Interests: risk management; insurance; ruin theory; Solvency II; economic capital; entreprise risk management; longevity risk; customer behaviour in insurance

Prof. Dr. Brenda López-Cabrera
C.A.S.E. Centre for Applied Statistics and Economics, School of Economics and Business Administration, Humbolt Universität zu Berlin, Unter den Linden 6, 10099 Berlin, Germany
Tel. +49 (0) 30 2093-5807; Fax: +49 (0) 30 2093-5649
Website: http://www.wiwi.hu-berlin.de/professuren/quantitativ/statistik/members/personalpages/bl/Publications/home
Interests: electricity, energy, weather, agricultural markets; quantitative climate finance; insurance and finance; financial derivatives; financial risk management; empirical and computational finance; dimension reduction techniques; extreme value modeling

Prof. Dr. Elisa Luciano
Department of Economics and Statistics, University of Torino, Corso Unione Sovietica 218 bis, I-10134, Torino, Italy
Tel. +39 011 6705230; Fax: +39 011 6705784
Website: http://www.carloalberto.org/people/faculty/fellows/luciano/
Interests: risk management; credit risk; dependence in financial markets; markets with frictions; non-normal returns

Dr. Pierre Patie
Operations Research and Information Engineering, Cornell University, 220 Rhodes Hall, Ithaca, NY 14853, USA
Website: http://www.orie.cornell.edu/people/profile.cfm?netid=pp396
Interests: insurance mathematics; ruin theory; path dependent options; point processes
Contribution: Special Issue: Application of Stochastic Processes in Insurance

Prof. Dr. Michael R. Powers
Risk and Insurance Mathematics, School of Economics and Management Tsinghua University, Room 386G, Weilun Building, Beijing, 100084 China
Website: http://www.sem.tsinghua.edu.cn/portalweb/appmanager/portal/semEN?_nfpb=true&_pageLabel=P12602036201288346835972&crmurl=http://crm.sem.tsinghua.edu.cn/psc/CRMPRD_newwin/EMPLOYEE/CRM/s/WEBLIB_SPE_ISCT.TZ_SETSPE_ISCRIPT.FieldFormula.IScript_SpecialPages?TZ_S
Interests: government regulation and public policy; game theory in risk and insurance; mathematical models in enterprise risk management; tax treatment of risk transfers

Prof. Dr. Alexander Szimayer
Department of Business Administration, University Hamburg, Von-Melle-Park 5, 20146 Hamburg, Germany
Tel. +49 40 42838 9118
Website: http://www.wiso.uni-hamburg.de/derivate
Interests: stochastic modeling; option pricing; stochastic control

Prof. Dr. Qihe Tang
Department of Statistics and Actuarial Science, University of Iowa, 241 Schaeffer Hall, Iowa City, IA 52242-1409, United States
Website: http://homepage.stat.uiowa.edu/~qtang/
Interests: extreme value theory for insurance and finance; quantitative risk management; multivariate heavy-tailed distributions

Prof. Dr. Weidong Tian
Department of Finance, University of North Carolina at Charlotte, 9201 University City Blvd., Charlotte, NC 28223-0001, USA
Website: http://belkcollegeofbusiness.uncc.edu/wtian1/
Interests: asset pricing; risk management; Knightian uncertainty; derivative and insurance market
Contribution: Topical Collection: Systemic Risk and Reinsurance

Prof. Dr. Emiliano A. Valdez
Department of Mathematics, Michigan State University, East Lansing, MI 48824, USA
Website: http://www.math.msu.edu/~valdezea/
Interests: copula models and dependencies; elliptical distributions and their applications; managing post- retirement assets; longevity risks and annuitization; risk measures and capital requirements; applications of financial economics in actuarial science; competing risks models; survival analysis
Contribution: Special Issue: Selected Papers from American Mathematical Society (AMS) Sectional Meeting on New Developments in Actuarial Mathematics

Risks EISSN 2227-9091 Published by MDPI AG, Basel, Switzerland RSS E-Mail Table of Contents Alert