Special Issue "Recent Developments in Risk Management of Equity-Linked Annuities"
A special issue of Risks (ISSN 2227-9091).
Deadline for manuscript submissions: 30 June 2019
This Special Issue focuses on recent developments in risk management of equity-linked annuities, especially on variable annuities. Topics include, but are not limited to, single contract valuation, portfolio valuation, hedging methodology, risk measurement, reserving and risk capitals calculation. Papers that address subproblems within these topics are also welcome. This Special Issue aims to bring together the latest research and state-of-the-art results in the area.
Prof. Dr. X. Sheldon Lin
Prof. Dr. Guojun Gan
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 papers will be 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. Risks is an international peer-reviewed open access quarterly 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 350 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.
- Variable annuity
- Equity-indexed annuity
- Single contract valuation
- Portfolio valuation
- Hedging methodology
- Reserving and risk capitals calculation
- Simulation techniques
- Stochastic and statistical modelling