Special Issue "Life Insurance and Pensions: Latest Advances and Prospects"
A special issue of Risks (ISSN 2227-9091).
Deadline for manuscript submissions: 31 January 2024 | Viewed by 78
Interests: life insurance valuation; pension theory; public pension schemes; quantitative finance; solvency 2
Life insurance and pension schemes have been recently exposed to new challenges and risk factors in a general environment characterized, from a financial point of view, by persistent low interest rates, volatile stock markets, and inflation shocks, and from a demographic perspective, by longevity improvement and aging. In many markets, the design of life insurance products and occupational pension schemes has changed with the development of new hybrid products based on alternative risk-sharing philosophies. These product evolutions require new valuation tools. New issues appear in the accumulation phase as well as in the decumulation phase (annuitization, tontines). New models are requested for mortality risk and its links with finance. Financial sustainability of public pension systems is also a major concern for our societies, necessitating new actuarial and financial analysis that mixes social and financial constraints such as the automatic balance mechanisms. From a more methodological perspective, new statistical methods such as machine learning, neural networks, etc., traditionally more oriented to non-life insurance, are more and more relevant for life insurance problems. Last but not least, as massive investors, life insurance and pension funds will have to integrate environmental constraints (ESG) into their strategies.
Authors are invited to submit papers that address these various design and valuation challenges for life insurance products and pension schemes (occupational and public pension schemes).
Prof. Dr. Pierre Devolder
Prof. Dr. Massimiliano Menzietti
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.
- life insurance products
- occupational pension schemes
- public pension systems
- valuation tools
- mortality and demographic models
- annuitization and tontines
- inflation risk
- machine learning applications
- ESG for life insurers and pension funds