Special Issue "Application of Stochastic Processes in Insurance"

Quicklinks

A special issue of Risks (ISSN 2227-9091).

Deadline for manuscript submissions: closed (1 November 2013)

Special Issue Editors

Guest Editor
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
E-Mail: pp396@cornell.edu
Interests: insurance mathematics; ruin theory; path dependent options; point processes

Guest Editor
Dr. Angelos Dassios
Department of Statistics, London School of Economics, Houghton Street, London WC2A 2AE, UK
Website: http://stats.lse.ac.uk/angelos/
E-Mail: A.Dassios@lse.ac.uk
Phone: +44 207 9557 749
Fax: +44 207 9557 416
Interests: insurance mathematics; ruin theory; path dependent options; point processes

Guest Editor
Prof. Dr. Erhan Bayraktar
Department of Mathematics, University of Michigan, 530 Church Street, Ann Arbor, MI 48109-1043, USA
Website: http://www.math.lsa.umich.edu/~erhan
E-Mail: erhan@umich.edu
Interests: mathematical finance; applied probability; stochastic analysis; stochastic control; optimal stopping

Special Issue Information

Dear Colleagues,

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
Guest Editors

Submission

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.

Published Papers (8 papers)

by  and
Risks 2014, 2(2), 195-210; doi:10.3390/risks2020195
Received: 1 November 2013; in revised form: 10 April 2014 / Accepted: 16 May 2014 / Published: 27 May 2014
Show/Hide Abstract | PDF Full-text (459 KB)

by
Risks 2014, 2(1), 49-73; doi:10.3390/risks2010049
Received: 30 September 2013; in revised form: 17 February 2014 / Accepted: 18 February 2014 / Published: 11 March 2014
Show/Hide Abstract | PDF Full-text (460 KB)

by
Risks 2014, 2(1), 3-24; doi:10.3390/risks2010003
Received: 6 November 2013; in revised form: 28 January 2014 / Accepted: 29 January 2014 / Published: 21 February 2014
Show/Hide Abstract | PDF Full-text (343 KB)

by  and
Risks 2013, 1(3), 192-212; doi:10.3390/risks1030192
Received: 6 November 2013; in revised form: 2 December 2013 / Accepted: 5 December 2013 / Published: 13 December 2013
Show/Hide Abstract | PDF Full-text (340 KB)

by , ,  and
Risks 2013, 1(3), 176-191; doi:10.3390/risks1030176
Received: 1 November 2013; in revised form: 3 December 2013 / Accepted: 5 December 2013 / Published: 12 December 2013
Show/Hide Abstract | PDF Full-text (693 KB)

by  and
Risks 2013, 1(3), 148-161; doi:10.3390/risks1030148
Received: 11 October 2013; in revised form: 5 November 2013 / Accepted: 5 November 2013 / Published: 11 November 2013
Show/Hide Abstract | PDF Full-text (311 KB)

by  and
Risks 2013, 1(3), 101-118; doi:10.3390/risks1030101
Received: 30 September 2013; in revised form: 28 October 2013 / Accepted: 2 November 2013 / Published: 7 November 2013
Show/Hide Abstract | PDF Full-text (15023 KB)

by
Risks 2013, 1(3), 81-100; doi:10.3390/risks1030081
Received: 8 August 2013; in revised form: 15 October 2013 / Accepted: 17 October 2013 / Published: 25 October 2013
Show/Hide Abstract | PDF Full-text (430 KB)

Submitted Papers


Last update: 28 February 2014

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