Heavy-Tailed Distributions in Risk Management

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

Deadline for manuscript submissions: closed (30 November 2019) | Viewed by 337

Special Issue Editor

Department Statistics and Actuarial—Financial Mathematics, University of the Aegean, GR 83200 Samos, Greece
Interests: risk theory; actuarial science; macroeconomics
Special Issues, Collections and Topics in MDPI journals

Special Issue Information

Dear Colleagues,

Risk management has recently become the primary issue in the analysis of economic instability, but the role of risk uncertainty has not been completely clarified. Heavy tailed distributions should be used as a mathematical tool that can solve any hot topic in insurance practice and especially in regulatory institutions. Interactions between utility theory and the development of risk measures could produce many fruitful results. Several pleasant properties of the Pareto distribution are rarely verified in real data, and the enlargement of the class of distributions is more actual than ever. The difficulty in risk modelling is concentrated in the combination of the theoretical considerations with a rational assessment of objective reality. The concavity of the utility functions seems to be a crucial characteristic in many computational problems.

This Special Issue aims to compile any paper with significant contribution in the state-of-the-art or in the facilitation of practical implementations in economic environment.

Prof. Dr. Dimitrios Konstantinides
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 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.


  • Ruin probability
  • Utility theory
  • Asymptotic analysis
  • Dependence modelling
  • Optimization problem

Published Papers

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