Quantitative Risk Assessment in Life, Health and Pension Insurance: Volume II

Dear Colleagues,

The high volatility in financial markets, together with the ultra-low interest rate environment and increased life expectancy, constitute serious threats for providers of long-term investment guarantees and lifelong benefits. Even if the COVID-19 pandemic is currently causing a mortality shock, its influence on future mortality is not clear and one possible scenario could be a further increase in the life expectancy of survivors. The risk involved with all of these “exogenous” factors is amplified by the uncertainty characterizing individuals’ behavior when making decisions concerning, e.g., surrender, partial withdrawals, annuitization, etc. This Special Issue aims to collect high-quality research papers that analyze theoretical or practical aspects related, but not limited, to the following topics:

• Design of new life, health, and pension insurance products;
• Analysis and risk management of existing products;
• Optimal control, machine learning, (least squares) Monte Carlo, and other methodologies applied to solve optimization problems connected with the design and risk management of products, or with the individual choices to be made by their purchasers;
• Optimal individual retirement planning;
• Optimal stopping in life and pension insurance;
• De-risking strategies for pension and annuity providers;
• Securitization of financial, longevity, and pandemic risks.

Prof. Dr. Anna Bacinello
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 250 words) can be sent to the Editorial Office for assessment.

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 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 1800 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.