Special Issue "Longevity Risk, Financial Innovation and Basis Risk in Life Insurance and Pensions"

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

Deadline for manuscript submissions: closed (31 December 2017) | Viewed by 280

Special Issue Editor

Department of Economics, University of Genoa, 16126 Genova, Italy
Interests: actuarial mathematics; longevity risk and stochastic mortality modelling; actuarial pricing of variable annuities; pension valuation

Special Issue Information

Dear Colleagues,

Recently, actuarial literature and practitioners are focusing on longevity risk, as well as traditional financial risk and their combined long-term impact on life insurance and pensions. Accurate mortality forecasts and appropriate financial hypothesis are indispensable in actuarial valuations and the model choice generates another significant risk source: the basis risk. The regulatory requirements solicit market consistent valuation and quantification for all risks, including longevity. Moreover, the need to hedge the impact of all risk factors requires the development of new financial markets and product innovations.

Moving from these considerations, this Special Issue aims to compile high quality papers that offer a discussion of the state-of-the-art or introduce new theoretical or practical developments in risk quantification and product design. We welcome papers related, but not limited to, the following topics:

- Quantification of longevity risk and stochastic mortality modelling
- Interaction between longevity and financial risk and impact on life insurance and pensions
- Modelling of basis risk
- Definition of Investment strategies of insurance companies and pension funds to face longevity and financial risk in the long term
- Description of Financial Markets to hedge longevity risk and Product Innovation
- Investigation of regulatory requirements for risk valuation in life insurance and pensions and solutions
- Design of risk sharing products.

Prof. Gabriella Piscopo
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.

Published Papers

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