Tail Risk Analysis and Management

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

Deadline for manuscript submissions: 31 August 2024 | Viewed by 253

Special Issue Editors

Department of Economics and Finance, Gordon S. Lang School of Business, University of Guelph, Guelph, ON N1G 2W1, Canada
Interests: data analytics in insurance; insurance economics; agriculture insurance
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Guest Editor
Smeal College of Business, The Pennsylvania State University, State College, PA 16801, USA
Interests: extreme value theory; catastrophe risk modeling; asset pricing; dependence modeling; credit risk management

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Guest Editor
Department of Econometrics and Business Statistics, Monash University, Clayton, VIC 3800, Australia
Interests: Monte-Carlo simulation; asset pricing and risk management; Bayesian econometrics

Special Issue Information

Dear Colleagues,

We are delighted to announce this Special Issue on Tail Risk Analysis and Management.

Understanding and managing tail risks have become increasingly critical in today's complex and interconnected world. These low-frequency yet high-severity events can jeopardize business solvency, cause large-scale defaults, trigger systemic crises, and have far-reaching economic impacts, rendering their study both timely and imperative. This Special Issue aims to delve into the challenges associated with modeling, measuring, and managing tail risks.

We cordially invite submissions of original research that either tackles the theoretical and methodological aspects of tail risk analysis or seeks empirical evidence pertaining to tail risks. The scope of the tail risks under consideration may range from specific—including financial risks, such as insolvency and credit default, and natural hazards, such as floods, hurricanes, and wildfires—to more general forms of tail risk. Research aimed at devising tools for studying tail events, such as efficient simulation techniques, is also highly desirable. Contributions with applications in insurance, finance, and economics are especially encouraged.

For submission guidelines and more information, please visit our website or contact the Special Issue Editors.

Dr. Hong Li
Dr. Zhongyi Yuan
Dr. Dan Zhu
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 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.


  • bankruptcy risk
  • Bayesian analysis of tail events
  • catastrophe risk management
  • credit risk
  • climate risk
  • extreme mortality risk
  • flood risk
  • pandemic risk
  • rare event simulation
  • ruin
  • tail risk measurement
  • wildfire risk
  • asymptotic analysis
  • tail dependence
  • heavy-tailed distributions

Published Papers

This special issue is now open for submission.
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