Journal of Probability and Statistics

Actuarial and Financial Risks: Models, Statistical Inference, and Case Studies


Publishing date
01 Apr 2010
Status
Published
Submission deadline
01 Oct 2009

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:


Articles

  • Special Issue
  • - Volume 2010
  • - Article ID 392498
  • - Editorial

Actuarial and Financial Risks: Models, Statistical Inference, and Case Studies

Ričardas Zitikis | Edward Furman | ... | Madan L. Puri
  • Special Issue
  • - Volume 2010
  • - Article ID 954750
  • - Research Article

Asteroids: Assessing Catastrophic Risks

Graciela Chichilnisky | Peter Eisenberger
  • Special Issue
  • - Volume 2010
  • - Article ID 823018
  • - Research Article

Forest Fire Risk Assessment: An Illustrative Example from Ontario, Canada

W. John Braun | Bruce L. Jones | ... | B. Mike Wotton
  • Special Issue
  • - Volume 2010
  • - Article ID 357321
  • - Research Article

On Some Layer-Based Risk Measures with Applications to Exponential Dispersion Models

Olga Furman | Edward Furman
  • Special Issue
  • - Volume 2010
  • - Article ID 754851
  • - Research Article

Local Likelihood Density Estimation and Value-at-Risk

Christian Gourieroux | Joann Jasiak
  • Special Issue
  • - Volume 2010
  • - Article ID 976371
  • - Research Article

Continuous Time Portfolio Selection under Conditional Capital at Risk

Gordana Dmitrasinovic-Vidovic | Ali Lari-Lavassani | ... | Antony Ware
  • Special Issue
  • - Volume 2010
  • - Article ID 214358
  • - Research Article

Risk Navigator SRM: An Applied Risk Management Tool

Dana L. K. Hoag | Jay Parsons
  • Special Issue
  • - Volume 2010
  • - Article ID 543065
  • - Research Article

An Analysis of the Influence of Fundamental Values' Estimation Accuracy on Financial Markets

Hiroshi Takahashi
  • Special Issue
  • - Volume 2010
  • - Article ID 726389
  • - Research Article

Pricing Equity-Indexed Annuities under Stochastic Interest Rates Using Copulas

Patrice Gaillardetz
  • Special Issue
  • - Volume 2010
  • - Article ID 965672
  • - Research Article

POT-Based Estimation of the Renewal Function of Interoccurrence Times of Heavy-Tailed Risks

Abdelhakim Necir | Abdelaziz Rassoul | Djamel Meraghni
Journal of Probability and Statistics
 Journal metrics
Acceptance rate20%
Submission to final decision49 days
Acceptance to publication28 days
CiteScore0.700
Impact Factor-
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