Special Issue "Selected Papers From The 2017 Party--Perspectives On Actuarial Risks In Talks Of Young Researchers Conference"

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

Deadline for manuscript submissions: closed (31 March 2017) | Viewed by 600

Special Issue Editors

Department of Actuarial Science, Faculty of Business and Economics (HEC Lausanne), University of Lausanne, 1015 Lausanne, Vaud, Switzerland
Interests: mortality models; cause-of-death mortality rates; cause-specific mortality dependence; social security; notional defined contribution pension schemes
Special Issues, Collections and Topics in MDPI journals
Institute for Financial and Actuarial Mathematics, Department of Mathematical Sciences, University of Liverpool, Liverpool L69 7ZL, UK
Interests: actuarial science; risk theory; dependence structures; heavy-tailed distributions; bonus-malus systems
Special Issues, Collections and Topics in MDPI journals

Special Issue Information

Dear Colleagues,

PARTY is a Winter School targeted to young researchers (PhD students and researchers, academics, practitioners within five years after receiving their PhD) working on current actuarial science topics. Its third edition is held in Ascona, Switzerland, 8–13 January, 2017, see www.unil.ch/party2017.

PARTY stands for Perspectives in Actuarial Risks in Talks of Young researchers and the 2017 edition focuses on two main areas of research of today's insurance risks:

Ageing and Risk management

The challenges and risks arising from an ageing society should not be underestimated. Actuaries are experts in the management of risks, in the development of risk assessment and management tools, very often in an independent way. Their independent approaches need to be combined with other disciplines to better answer the questions related to our ageing society.

We invite young researchers across disciplines, such as actuarial science, demography, insurance, mathematics, statistics, epidemiology, biology, economics, to PARTY, where they can present and freely discuss their most relevant questions in their specific fields. Invited experts from academia and practice will be available for feedback and will provide opening and closing remarks.

We welcome all participants to submit their manuscripts presented at the conference to this Special Issue. All manuscripts will be refereed through the standard peer-review process of the journal.

Prof. Séverine Arnold and Corina Constantinescu
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.


  • Ageing
  • Risk management
  • Longevity
  • Health
  • Pensions

Published Papers

There is no accepted submissions to this special issue at this moment.
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