Advances in Financial and Insurance Derivatives
A special issue of Journal of Risk and Financial Management (ISSN 1911-8074). This special issue belongs to the section "Mathematics and Finance".
Deadline for manuscript submissions: closed (20 April 2023) | Viewed by 5190
Special Issue Editor
Interests: stochastic finance and insurance; hedging and valuation of derivatives; illiquid financial markets and the limit order book
Special Issue Information
Dear Colleagues,
Financial and insurance markets are in practice genuinely incomplete; that is, there are more sources of risk than traded assets. This is encountered for both volatility and systematic mortality risk. While in financial markets valuation and hedging is performed with respect to some risk-neutral measure (martingale measure), in insurance markets there is often a lack of traded assets, so actuaries have to resort to some consistent valuation principles.
In this Special Issue, we welcome high-quality research papers highlighting the valuation and hedging of derivatives in incomplete financial and insurance markets. You are invited to submit your research on relevant topics, such as options in stochastic volatility models, unit-linked life insurance, and mortality derivatives.
Prof. Dr. Thorsten Rheinländer
Guest Editor
Manuscript Submission Information
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. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short 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 thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Journal of Risk and Financial Management is an international peer-reviewed open access monthly journal published by MDPI.
Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 1400 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.
Keywords
- incomplete financial and insurance markets
- valuation and hedging of derivatives
- stochastic volatility
- unit-linked life insurance
- systematic mortality risk
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