Special Issue "Risk Management Techniques for Catastrophic and Heavy-Tailed Risks"

Quicklinks

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

Deadline for manuscript submissions: closed (1 April 2014)

Special Issue Editors

Guest Editor
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
E-Mail: balbas@emp.uc3m.es
Interests: risk management; asset pricing; fixed income

Guest Editor
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
E-Mail: jose.garrido@concordia.ca
Interests: risk theory; insurance statistics; credibility theory; risk measures; actuarial and financial mathematics

Special Issue Information

Dear Colleagues,

By contrast to pricing, which is about a risk average (or central tendency), risk management has to do with the risk tail events over a short-term horizon. This special issue is devoted to the specific statistical and technical challenges that result from the risk management process, such as but not restricted to: (1) how to calibrate a risk management model when historical records report no or few catastrophic tail events (sparse data)? (2) what risk measures can be used on these extreme values when their Pareto-like behaviour prevents the existence of finite means and variances?

In addition to the small number of invited papers that are to appear in this special issue, we are cordially calling for contributed research papers or proposals. We welcome high-quality research papers, review articles as well as communications related to risk management for heavy-tailed risks, in particular on the following topics:

- Catastrophic risks
- Climate change
- Environmental risks
- Operational risk
- Pandemics
- Reinsurance

Prof. Dr. Alejandro Balbás
Prof. Dr. José Garrido
Gues 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.

Keywords

  • climate change
  • heavy tailed risks
  • natural catastrophes
  • operational risk
  • pandemics
  • reinsurance
  • risk Management
  • risk measures

Published Papers (6 papers)

Download All Papers
Sort by:
Display options:
Select articles Export citation of selected articles as:
Select/unselect all
Displaying article 1-6
p. 467-468
by  and
Risks 2014, 2(4), 467-468; doi:10.3390/risks2040467
Received: 4 November 2014; Accepted: 5 November 2014 / Published: 14 November 2014
Show/Hide Abstract | PDF Full-text (75 KB)
(This article belongs to the Special Issue Risk Management Techniques for Catastrophic and Heavy-Tailed Risks)
p. 411-424
by ,  and
Risks 2014, 2(4), 411-424; doi:10.3390/risks2040411
Received: 26 May 2014; in revised form: 5 September 2014 / Accepted: 10 September 2014 / Published: 30 September 2014
Show/Hide Abstract | PDF Full-text (305 KB)
(This article belongs to the Special Issue Risk Management Techniques for Catastrophic and Heavy-Tailed Risks)
p. 393-410
by  and
Risks 2014, 2(4), 393-410; doi:10.3390/risks2040393
Received: 6 April 2014; in revised form: 26 July 2014 / Accepted: 30 July 2014 / Published: 29 September 2014
Show/Hide Abstract | PDF Full-text (20715 KB)
(This article belongs to the Special Issue Risk Management Techniques for Catastrophic and Heavy-Tailed Risks)
p. 289-314
by ,  and
Risks 2014, 2(3), 289-314; doi:10.3390/risks2030289
Received: 25 February 2014; in revised form: 15 June 2014 / Accepted: 15 July 2014 / Published: 31 July 2014
Show/Hide Abstract | PDF Full-text (240 KB)
(This article belongs to the Special Issue Risk Management Techniques for Catastrophic and Heavy-Tailed Risks)
p. 211-225
by
Risks 2014, 2(2), 211-225; doi:10.3390/risks2020211
Received: 5 March 2014; in revised form: 5 May 2014 / Accepted: 13 May 2014 / Published: 28 May 2014
Show/Hide Abstract | PDF Full-text (485 KB)
(This article belongs to the Special Issue Risk Management Techniques for Catastrophic and Heavy-Tailed Risks)
p. 25-48
by , , ,  and
Risks 2014, 2(1), 25-48; doi:10.3390/risks2010025
Received: 25 November 2013; in revised form: 9 February 2014 / Accepted: 17 February 2014 / Published: 27 February 2014
Show/Hide Abstract | Cited by 2 | PDF Full-text (375 KB)
(This article belongs to the Special Issue Risk Management Techniques for Catastrophic and Heavy-Tailed Risks)
Select/unselect all
Displaying article 1-6
Select articles Export citation of selected articles as:

Last update: 4 March 2014

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