Special Issue "Application of Stochastic Processes in Insurance"
A special issue of Risks (ISSN 2227-9091).
Deadline for manuscript submissions: closed (1 November 2013)
Stochastic methods have been intensively used in insurance for a very long time, making the application of stochastic processes in this domain a well-established field both for asset and liability modeling. For example, several kinds of stochastic processes generalizing the classical Cramér-Lundberg model have been successful in the modeling of both the timing and the size of losses. These include dynamics incorporating returns on investments, reinsurance, dividends and taxes as well as stochastic dependence structure between claims amounts and/or arrival times. On the other hand, the management of both pension funds and sophisticated savings products has recently required the use of stochastic processes for modeling several type of risks such as longevity, mortality and policyholders behaviors risks. This volume aim to highlight these diverse applications of stochastic processes in insurance.
Prof. Dr. Pierre Patie
Dr. Angelos Dassios
Prof. Dr. Erhan Bayraktar
Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. Papers will be published continuously (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.
Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are refereed through a peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Risks is an international peer-reviewed Open Access quarterly journal published by MDPI.
Please visit the Instructions for Authors page before submitting a manuscript. For the first couple of issues the Article Processing Charge (APC) will be waived for well-prepared manuscripts. English correction and/or formatting fees of 250 CHF (Swiss Francs) will be charged in certain cases for those articles accepted for publication that require extensive additional formatting and/or English corrections.