Special Issue "Extreme Events: Mortality Modelling and Insurance"

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

Deadline for manuscript submissions: 31 December 2023 | Viewed by 500

Special Issue Editor

Actuarial Science, Department of Accounting and Finance, School for Business and Society, University of York, Heslington, York YO10 5GD, UK
Interests: actuarial mathematics; economic scenario generators; mortality modelling; actuarial compensation
Special Issues, Collections and Topics in MDPI journals

Special Issue Information

Dear Colleagues,

The world population has experienced a steady increase in life expectancy through the twentieth century. However, population events such as extreme weather, pandemics, natural disasters, and wars cause jumps that have an immediate impact on mortality rates. Recent experiences such as the COVID-19 pandemic and heatwaves have proved that these extreme events can produce heterogeneous effects on populations, considering different age groups, sexes, ethnic and socio-economic backgrounds, etc. There has been an increase in the frequency, magnitude, and duration of natural disasters over the last 50 years, and rising global temperatures have particularly caused many diseases and deaths. The occurrence of catastrophic/extreme events, the large number of deaths, as well as unexpected death claims have financial consequences for insurance companies. In fact, these catastrophic events increase the credit risk and threaten the solvency of insurance companies, and even countries. The financial impacts of these risks on solvency require effective risk management.

This Special Issue welcomes state-of-the-art research papers related but not limited to mortality/excess mortality modelling and risk management in insurance, including the effects of extreme events on mortality, valuation of insurance and annuity products, hedging mortality/longevity risks, pricing of mortality-linked and longevity-linked securities, solvency, credit risk, counterparty default risk, financial liquidity, derivatives and asset management.

Dr. Sule Sahin
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 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.


  • mortality/excess-mortality modelling
  • extreme events and insurance risk
  • mortality/longevity risk
  • hedging
  • credit risk
  • financial risk management
  • COVID-19
  • pandemics

Published Papers

This special issue is now open for submission.
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