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

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
Editorial Manager
Dr. Martyn Rittman
MDPI AG, Klybeckstrasse 64, CH-4057 Basel, Switzerland
E-Mail: rittman@mdpi.com
Assistant Editor
Ms. Jennifer Li
MDPI Haidian Office, Aerospace Cooperation Building, 8th Floor, No.99 Zhongguancun East Road, Beijing 100190, China
Tel. +86 10 62800830
E-Mail: Jennifer.li@mdpi.com

For further MDPI contacts, see here.

Editorial Board

Prof. Dr. Tim R. Adam
School of Business and Economics Humboldt University of Berlin Dorotheenstr. 1 10119 Berlin, Germany
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
Tel. (301) 405-2261
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
Tel. +34916249636
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. +14044137490; Fax: +1 (404) 413-7499
Website: http://robinson.gsu.edu/profile/daniel-bauer/
Interests: actuarial science; life insurance mathematics; financial mathematics; risk management
Prof. Dr. Enrico Biffis
Finance Department, 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; alternative risk transfers; catastrophe risk; actuarial science
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
Tel. (657) 278-3647
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
Tel. 215 204 5905
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
Dipartimento di Scienze Economiche, Aziendali e Statistiche. Viale delle Scienze, Edificio 13 90128 Palermo, Italy
Website: http://portale.unipa.it/persone/docenti/c/andrea.consiglio
Interests: financial and insurance modeling; portfolio optimization; numerical methods for risk management; computational finance; simulation models
Contribution: Special Issue: Financial Engineering to Address Complexity
Prof. Dr. J. David Cummins
Department of Risk, Insurance, and Healthcare Management, Fox School of Business, Temple University, Philadelphia, PA 19122, USA
Tel. 215.204.8468#sthash.W0k1LuNz.dpuf
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
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
Contribution: Special Issue: Information and market efficiency
Prof. Dr. José Garrido
Department of Mathematics and Statistics, Concordia University, 1455 de Maisonneuve Blvd West, LB-921.21, Montreal, Quebec, H3G 1M8, Canada
Tel. +1-514-7477026
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
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
Tel. +34934037039
Website: http://www.ub.edu/riskcenter/mge.html
Interests: actuarial statistics; quantitative risk management; long-term care; rating; fraud; pensions
Contribution: Special Issue: Non-Life Insurance Mathematics beyond Risk Theory: Pricing and Claims Reserving
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
Tel. (336) 256-0124
Website: http://www.uncg.edu/bae/people/huang/
Interests: investments; macroeconomics; asset pricing
Prof. Dr. Sebastian Jaimungal
Department of Statistical Sciences, 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
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
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
Zurich Group Chair, Risk Mathematics, School of Economics and Management Tsinghua University, Room 386C, Weilun Building, Beijing, 100084 China
Website: http://www.sem.tsinghua.edu.cn/en/powers
Interests: financial regulation and public policy; game theory in risk and insurance; mathematical models in enterprise risk management; tax treatment of risk transfers; cultural attitudes and risk finance
Prof. Dr. Alexander Szimayer
Department of Business Administration, University Hamburg, Von-Melle-Park 5, 20146 Hamburg, Germany
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
Tel. (319) 335-0730
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
Tel. 704-6877702
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: Recent Advances in Mathematical Modeling of the Financial Markets
Risks EISSN 2227-9091 Published by MDPI AG, Basel, Switzerland RSS E-Mail Table of Contents Alert