Special Issue "Risk Management Techniques for Catastrophic and Heavy-Tailed Risks"
A special issue of Risks (ISSN 2227-9091).
Deadline for manuscript submissions: closed (1 April 2014) | Viewed by 37089
Interests: risk management; asset pricing; fixed income
By contrast to pricing, which is about a risk average (or central tendency), risk management has to do with the risk tail events over a short-term horizon. This special issue is devoted to the specific statistical and technical challenges that result from the risk management process, such as but not restricted to: (1) how to calibrate a risk management model when historical records report no or few catastrophic tail events (sparse data)? (2) what risk measures can be used on these extreme values when their Pareto-like behaviour prevents the existence of finite means and variances?
In addition to the small number of invited papers that are to appear in this special issue, we are cordially calling for contributed research papers or proposals. We welcome high-quality research papers, review articles as well as communications related to risk management for heavy-tailed risks, in particular on the following topics:
- Catastrophic risks
- Climate change
- Environmental risks
- Operational risk
Prof. Dr. Alejandro Balbás
Prof. Dr. José Garrido
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.
- climate change
- heavy tailed risks
- natural catastrophes
- operational risk
- risk Management
- risk measures