Actuarial and Financial Risks: Models, Statistical Inference, and Case Studies
1Department of Statistical and Actuarial Sciences, University of Western Ontario, London, ON, Canada N6A 3K7
2Department of Mathematics and Statistics, York University, Toronto, ON, Canada M3J 1P3
3Laboratory of Applied Mathematics, Mohamed Khider University, 07000 Biskra, Algeria
4Department of Mathematics and Statistics, McGill University, Motreal, QC, Canada H3A 2K6
5Department of Mathematics, University of Texas, Arlington, TX 76019, USA
Actuarial and Financial Risks: Models, Statistical Inference, and Case Studies
Description
Understanding actuarial and financial risks poses major challenges. The need for reliable approaches to risk assessment is particularly acute in the present context of highly uncertain financial markets. New regulatory guidelines such as the Basel II Accord for banking and Solvency II for insurance are currently being implemented in many parts of the world. Regulators in various countries are gradually adopting risk-based approaches to the supervision of financial institutions. In parallel, many researchers are dealing with nontrivial, multifaceted problems in an attempt to answer seemingly plain questions such as “How large are the risks under consideration?”
We invite authors to present original research articles as well as review articles aiming to address a wide range of risk-related topics. Potential topics include but are not limited to:
- Modeling risks: dependence, multivariate models, statistical inference, and case studies
- Measuring risks: risk functionals, properties, suitability, analytic evaluations, statistical inference, and case studies
- Monitoring rare-event risks: extreme values, high quantiles, heavy-tailed distributions, statistical inference, and case studies
- Risk capital allocations: axiomatic approaches, analytic derivations, statistical inference, and case studies
Before submission authors should carefully read over the journal's Author Guidelines, which are located at http://www.hindawi.com/journals/jps/guidelines/. Prospective authors should submit an electronic copy of their complete manuscript through the journal Manuscript Tracking System at http://mts.hindawi.com/ according to the following timetable: