Mathematical Methods Applied in Pricing and Investment Problems

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

Deadline for manuscript submissions: 30 September 2024 | Viewed by 116

Special Issue Editors


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Guest Editor
Department of Mathematics and Statistics, McMaster University, 1280 Main Street West, Hamilton, ON L8S 4K1, Canada
Interests: optimal investment and pricing in incomplete markets; equilibrium pricing of non-tradable risks; optimal portfolio selection with regulatory constraints; time consistent portfolio management; prospect theory
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Co-Guest Editor
School of Mathematical and Statistical Sciences, Arizona State University, Tempe, AZ 85287-1804, USA
Interests: risk management; actuarial science; mathematical finance; longevity risk; property and casualty insurance; cyber risk; the burgeoning field of risks associated with smart contracts and autonomous systems; risks induced by climate change

Special Issue Information

Dear Colleagues,

Many financial and insurance products are based on risk factors, and are not directly traded. The pricing of these products is sometimes linked to optimal investment in financial and insurance markets. One such example of this is from Jevtić, Kwak, and Pirvu (2022) who developed a continuous time model for the optimal investment and pricing of mortality-linked instruments.

In this Special Issue, we are aiming to collect high-quality research papers focusing on the mathematical modelling and methodology of pricing non-tradable risks, and optimal investment in financial and insurance markets. You are invited to submit your research on continuous time stochastic models and methods for pricing non-tradable risks, and stochastic optimal control problems in finance and insurance, modelling optimal investment.

Dr. Traian A Pirvu
Guest Editor

Dr. Petar Jevtic
Co-Guest Editor

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

  • non-tradable risk
  • longevity risk
  • climate risk
  • cyber risk
  • optimal investment
  • insurance mathematics
  • financial mathematics

Published Papers

This special issue is now open for submission.
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