Risks, Ruin probability, and Quantum Mechanics

Dear Colleagues,

The motivation behind this Special Issue is to address the important interaction between Risks, Ruin Probability, and Quantum Mechanics.

The surprising powerful connection between Physics and the classical Insurance topics of Risks and Ruin Probability is revealed by recent developments in the Quantum Mechanics Approach to Ruin Probability, showing the close link between Dirac-Feynman Quantum Mechanics formalism and Ruin Probability. The connection is empowered by the extensive research in Econophysics, Financial Applications of the traditional continuous time Quantum Mechanics Formalism, and the recent discrete Quantum Mechanics Approach to Option Pricing.

The novel methodology brings a fresh approach to insurance problems. It also highlights the importance in Risk Analysis of classical mathematical and statistical methods such as Functional Analysis and Machine Learning, Matrix Algebra and Polynomial Expansions, Stochastic Orderings and Risk Bounds, Consistency and Limit Theorems for Dependent Variables, Simulation and MCMC, Classical and Quantum Modelling, Generalized Linear Models and Survival Analysis,  etc.

In this Special Issue, we welcome high-quality research papers  highlighting the interplay between Economics and Physics. Topics of interest include (but are not limited to) Quantitative Risk Analysis, Ruin Probability Techniques,  Dirac-Feyman formalism in Insurance and Finance, Machine Learning for Quantum Data, etc.

Prof. Dr. Sergey Utev
Prof. Dr. Claude Lefèvre
Guest Editors

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. 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.

• Risk
• Ruin probability
• Dirac-Feyman
• Quantum mechanics
• Insurance
• Machine learning