Special Issue "Statistics, Stochastic Modelling and Quantitative Risk Management for Insurance"

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

Deadline for manuscript submissions: 30 April 2024 | Viewed by 79

Special Issue Editors

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. Konstadinos Politis
E-Mail Website
Guest Editor
Department of Statistics and Insurance Science, University of Piraeus, 18534 Piraeus, Greece
Interests: stochastic processes; actuarial risk theory; insurance mathematics
Special Issues, Collections and Topics in MDPI journals
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

Special Issue Information

Dear Colleagues,

We are pleased to inform you that we are guest editing a Special Issue entitled “Statistics, Stochastic Modelling 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.

Quantitative risk management (QRM) is one of the most 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 operation and the regulation of financial institutions.

This Special Issue aims to highlight the interplay between statistical and probabilistic aspects, on the one hand, and the risk management process on the other. We thus welcome submissions of high-quality articles that present recent developments or introduce new theoretical (or practical) advances in the areas of statistics, stochastic modelling and quantitative risk management with applications related to the insurance industry.

Topics of interest for this Special Issue include, but are not limited to, the following:
- 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

This Special Issue is a continuation of the previous successful Special Issue “Statistics and Quantitative Risk Management for Insurance”.

Dr. Georgios Pitselis
Dr. Konstadinos Politis
Dr. Apostolos Bozikas
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 1400 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.


  • 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
  • stochastic modelling

Published Papers

This special issue is now open for submission.
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