Statistics and Quantitative Risk Management for Insurance

A special issue of Risks (ISSN 2227-9091).

Deadline for manuscript submissions: closed (30 November 2022) | Viewed by 5853

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Special Issue Editors

Dr. Georgios Pitselis

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Guest Editor

Department of Statistics and Insurance Science, University of Piraeus, 18534 Piraeus, Greece
Interests: credibility premium estimation; robust estimation; ratemaking and reserving; solvency ii; actuarial risk management; non-life risks; modelling mortality and longevity risk; econometric models for insurance
Special Issues, Collections and Topics in MDPI journals

Dr. Apostolos Bozikas

E-Mail Website
Guest Editor

Department of Statistics and Insurance Science, University of Piraeus, 18534 Piraeus, Greece
Interests: credibility theory; stochastic mortality modelling; reserving; securitization of longevity risk; actuarial pension plans; actuarial risk management; life and health insurance pricing
Special Issues, Collections and Topics in MDPI journals

Dr. Ioannis Badounas

E-Mail Website
Guest Editor

Q Representative Insurance & Reinsurance Companies S.A., 17121 Athens, Greece
Interests: loss reserving; non-life insurance; robust estimation; ruin theory; longevity risk management

Special Issue Information

We are pleased to inform you that we are guest editing a Special Issue entitled “Statistics and Quantitative Risk Management for Insurance” which will be published in Risks (https://www.mdpi.com/journal/risks, ISSN 2227-9091). This Special Issue is now open to receive submissions of full research articles and comprehensive review papers for peer-review. Details can be found at the following link: https://www.mdpi.com/journal/risks/special_issues/statistics_quantitative_risk_management_for_insurance. For further details on the submission process, please see the instructions for authors at the journal website: https://www.mdpi.com/journal/risks/instructions.

Quantitative risk management (QRM) is one of the more challenging tasks for financial institutions, such as banks, insurance companies, etc. As financial products are becoming more complex, new risk management methods have to be adjusted to these new products. QRM incorporates a wide range of techniques from different disciplines (including statistics, mathematics, and finance) to address issues related to the operations and the regulations of a financial institution.

This Special Issue aims to highlight the interplay between the statistical theory and the risk management process. We thus welcome submissions of high-quality articles that present recent developments or introduce new theoretical (or practical) advances in the area of statistics and quantitative risk management with applications related to insurance industry.

Some examples of possible research topics for this Special Issue include among others:

catastrophe risk management
computational methods for insurance pricing
cyber insurance and risk management
econometric models for risk management
estimation and evaluation of risk management models
extreme value theory in risk management
insurance risk management
longevity / mortality modelling and risk management
loss distributions and their applications in insurance risk management
solvency for financial institutions and risk aggregation

Prof. Dr. Georgios Pitselis
Dr. Apostolos Bozikas
Dr. Ioannis Badounas
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.

Keywords

actuarial science
cyber risk management
dependence modelling
extreme events
finance
insurance
longevity risk
multivariate analysis
quantitative risk management
risk analysis
risk management
risk measures
statistical methods

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