Risks — Editors

Journal Contact
Risks Editorial Office
MDPI AG, St. Alban-Anlage 66, 4052 Basel, Switzerland
E-Mail: risks.botdefense.please.enable.javaScript.mdpi.com
Tel. +41 61 683 77 34; Fax: +41 61 302 89 18
Ms. Shelly Liu
Assistant Editor
MDPI Haidian Office, Aerospace Cooperation Building, 8th Floor, No.99 Zhongguancun East Road, Beijing 100190, China
Tel. +86 10 6280 0830
E-Mail

Editor

Prof. Dr. Mogens Steffensen
Editor-in-Chief
Department of Mathematical Sciences, University of Copenhagen, Universitetsparken 5, DK-2100 Copenhagen Ø, Denmark
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Interests: life insurance mathematics; asset-liability management; optimal asset allocation; personal finance and insurance; stochastic control theory

Editorial Board

Prof. Dr. Tim R. Adam
School of Business and Economics Humboldt University of Berlin Dorotheenstr. 1 10119 Berlin, Germany
Website | E-Mail
Interests: corporate risk management; gold mining industry; mutual funds; syndicated loans
Dr. S. Nuray Akin
University of Southern California, Marshall School of Business, FBE, Bridge Hall 308, 3670 Trousdale Pkwy, Los Angeles, CA 90089, USA
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Interests: macroeconomics; social insurance; risk management
Dr. Séverine Arnold
Department of Actuarial Science, Faculty of Business and Economics (HEC Lausanne), University of Lausanne, Lausanne, Vaud 1015, Switzerland
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Interests: mortality models; cause-of-death mortality rates; cause-specific mortality dependence; social security; notional defined contribution pension schemes
Special Issues and Collections in MDPI journals:
Special Issue: Selected Papers From The 2017 Party--Perspectives On Actuarial Risks In Talks Of Young Researchers Conference
Prof. Dr. Benjamin Avanzi
School of Risk and Actuarial Studies, UNSW Australia Business School, UNSW Sydney NSW 2052, Australia
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Interests: Insurance capital modelling (reserving, solvency, dependence), risk theory (optimal control of actuarial surplus models), social security and pensions, risk modelling in operations management
Prof. Dr. Gurdip Bakshi
Department of Finance, Robert H. Smith School of Business, 4413 Van Munching Hall, University of Maryland, College Park, MD 20742-1815, USA
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Interests: stock valuation; option valuation; term structure of interest rates; asset pricing; capital and currency markets; crashes; default risk; density approximations; aging; heterogeneity in beliefs; volatility; international finance
Prof. Dr. Alejandro Balbás
Department of Business Administration, University Carlos III of Madrid, C/ Madrid, 126, 28903 Getafe, Madrid, Spain
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Interests: risk management; asset pricing; fixed income
Special Issues and Collections in MDPI journals:
Special Issue: Risk Management Techniques for Catastrophic and Heavy-Tailed Risks
Prof. Dr. Francesca Barigozzi
Department of Economics, University of Bologna, P.zza Scaravilli 2, 40126 Bologna, Italy
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Interests: health insurance; insurance contracts (moral hazard and adverse selection); behavioral decision theory; information economics; health economics; industrial organization
Dr. Daniel Bauer
Department of Risk Management and Insurance, J. Mack Robinson College of Business, Georgia State University, 35 Broad Street, 11th Floor, Atlanta, GA 30303
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Interests: actuarial science; life insurance mathematics; financial mathematics; risk management
Prof. Dr. Enrico Biffis
Finance Department, Imperial College Business School, Imperial College London, South Kensington Campus, London SW7 2AZ, UK
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Interests: risk management; insurance; asset-liability management; alternative risk transfers; catastrophe risk; actuarial science
Prof. Dr. M. Martin Boyer
Department of Finance, HEC Montréal, Université de Montréal 3000, Chemin de la Côte-Sainte-Catherine Montréal (Québec), Canada H3T 2A7
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Interests: insurance economics; corporate risk management; contract theory; financial risk management; property and casualty insurance markets
Prof. Dr. Carolyn Chang
Department of Finance, Mihaylo College of Business and Economics, Califonia State University Fullerton, Fullerton, CA 92834, USA
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Interests: catastrophe risk management and modeling; insurance and weather derivatives; forecasting VIX and pricing of VIX products; Asia-Pacific financial market
Dr. Hua Chen
Department of Risk, Insurance and Healthcare Management, Fox School of Business, Temple University, Philadelphia, PA 19122, USA
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Interests: insurance economics; corporate risk management; systemic risk; catastrophic risk modeling and pricing; alternative risk transfer
Dr. Albert Cohen
Department of Mathematics, Michigan State University, East Lansing, MI 48824, USA
E-Mail
Interests: Financial mathematics; financial markets; actuarial science; insurance; financial risk management
Special Issues and Collections in MDPI journals:
Special Issue: Recent Advances in Mathematical Modeling of the Financial Markets
Special Issue: A Celebration of the Ties That Bind Us: Connections between Actuarial Science and Mathematical Finance
Prof. Dr. Andrea Consiglio
Dipartimento di Scienze Economiche, Aziendali e Statistiche. Viale delle Scienze, Edificio 13 90128 Palermo, Italy
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Interests: financial and insurance modeling; portfolio optimization; numerical methods for risk management; computational finance; simulation models
Special Issues and Collections in MDPI journals:
Special Issue: Financial Engineering to Address Complexity
Dr. Corina Constantinescu
Institute for Financial and Actuarial Mathematics, Department of Mathematical Sciences, University of Liverpool, L69 7ZL Liverpool, United Kingdom
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Interests: actuarial science; risk theory; dependence structures; heavy-tailed distributions; bonus-malus systems
Special Issues and Collections in MDPI journals:
Special Issue: Selected Papers From The 2017 Party--Perspectives On Actuarial Risks In Talks Of Young Researchers Conference
Prof. Dr. J. David Cummins
Department of Risk, Insurance, and Healthcare Management, Fox School of Business, Temple University, Philadelphia, PA 19122, USA
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Interests: insurance economics; efficiency; data envelopment analysis; systemic risk; securitization; organizational form; economies of scope
Dr. Angelos Dassios
Department of Statistics, London School of Economics, Houghton Street, London WC2A 2AE, UK
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Interests: insurance mathematics; ruin theory; path dependent options; point processes
Special Issues and Collections in MDPI journals:
Special Issue: Application of Stochastic Processes in Insurance
Prof. Dr. Georges Dionne
Department of Finance, HEC Montréal, 3000, Chemin de la Côte-Sainte-Catherine Montréal (Québec), Canada
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Interests: risk management for private and social risks; microeconomic theory under uncertainty (financial contracts, insurance contracts); asymmetric information (moral hazard and adverse selection); economics of health services; regulation in transportation and the environment
Special Issues and Collections in MDPI journals:
Special Issue: Information and market efficiency
Prof. Dr. José Garrido
Department of Mathematics and Statistics, Concordia University, 1455 de Maisonneuve Blvd West, LB-921.21, Montreal, Quebec, H3G 1M8, Canada
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Interests: risk theory; insurance statistics; credibility theory; risk measures; actuarial and financial mathematics
Special Issues and Collections in MDPI journals:
Special Issue: Risk Management Techniques for Catastrophic and Heavy-Tailed Risks
Prof. Dr. Nadine Gatzert
Institute of Insurance Economics and Risk Management, Friedrich-Alexander-University Erlangen-Nürnberg, Lange Gasse 20, D-90403 Nürnberg, Germany
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Interests: life insurance mathematics; alternative risk transfer; valuation and management of financial guarantees; enterprise risk management; modeling and management of mortality and longevity risk; regulation and solvency assessment
Special Issues and Collections in MDPI journals:
Special Issue: Life Insurance and Pensions
Prof. Dr. Montserrat Guillén
Department of Econometrics, Riskcenter-IREA Universitat de Barcelona Av. Diagonal, 690 08034 Barcelona, Spain
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Interests: actuarial statistics; quantitative risk management; long-term care; rating; fraud; pensions
Special Issues and Collections in MDPI journals:
Special Issue: Non-Life Insurance Mathematics beyond Risk Theory: Pricing and Claims Reserving
Prof. Dr. Jens Hagendorff
Business School, The University of Edinburgh, 29 Buccleuch Place, Edinburgh, EH8 9JS, UK
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Interests: the factors behind bank risk-taking and systemic risk; corporate governance in banking; bank regulation, especially capital adequacy under Basel; the performance and risk implications of bank mergers; insurance securitization via insurance-linked securities such as catastrophe bonds
Dr. Dayon Huang
University of North Carolina Greensboro, Department of Accounting and Finance, Bryan School of Business and Economics, Greensboro, NC 27412, USA
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Interests: investments; macroeconomics; asset pricing
Prof. Dr. Sebastian Jaimungal
Department of Statistical Sciences, University of Toronto, 100 St. George Street, Toronto, Ontario, M5S 3G3, Canada
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Interests: applied stochastic control; algorithmic and high frequency trading; ambiguity aversion; financial engineering; financial insurance
Assoc. Prof. Dr. Meelis Käärik
Institute of Mathematics and Statistics, University of Tartu, Estonia
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Interests: premium estimation and reserving in non-life insurance; approximation of distributions; skewed distributions
Special Issues and Collections in MDPI journals:
Special Issue: Selected Papers from the 10th Tartu Conference on Multivariate Statistics
Prof. Dr. Rüdiger Kiesel
Chair for Energy Trading and Finance, University Duisburg-Essen, Universitätsstraße 12, 45141 Essen, Germany
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Interests: energy derivatives; quantitative climate finance; financial risk management; financial derivatives
Special Issues and Collections in MDPI journals:
Special Issue: Climate Risk: Measuring, Modelling and Marketing
Prof. Dr. Stéphane Loisel
ISFA, Université Lyon 1, 50 avenue Tony Garnier, F-69007 Lyon, France
Website | E-Mail
Interests: risk management; insurance; ruin theory; Solvency II; economic capital; entreprise risk management; longevity risk; customer behaviour in insurance
Prof. Dr. Brenda López-Cabrera
C.A.S.E. Centre for Applied Statistics and Economics, School of Economics and Business Administration, Humbolt Universität zu Berlin, Unter den Linden 6, 10099 Berlin, Germany
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Interests: electricity, energy, weather, agricultural markets; quantitative climate finance; insurance and finance; financial derivatives; financial risk management; empirical and computational finance; dimension reduction techniques; extreme value modeling
Prof. Dr. Elisa Luciano
Department of Economics and Statistics, University of Torino, Corso Unione Sovietica 218 bis, I-10134, Torino, Italy
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Interests: risk management; credit risk; dependence in financial markets; markets with frictions; non-normal returns
Dr. Xavier Milhaud
ISFA, Lab of Actuarial and Financial Sciences​, University Lyon 1, France
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Interests: actuarial science; ​risk aggregation; stress tests in insurance; parametric and nonparametric statistical models; policyholder's behaviours
Prof. Annamaria Olivieri
Department of Economics, University of Parma, Via Kennedy 6, Parma 43100, Italy
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Interests: Risk management for life insurance and pension funds, in particular with reference to longevity risk; Solvency for life portfolios and pension funds; Actuarial perspectives of annuitization and post-retirement choices in pension products; Multistate models for the insurances of the person; Actuarial pricing of life and health insurance products; Actuarial models for the valuation of the life insurance business
Special Issues and Collections in MDPI journals:
Special Issue: Designing Post-Retirement Benefits in a Demanding Scenario
Dr. Pierre Patie
Operations Research and Information Engineering, Cornell University, 220 Rhodes Hall, Ithaca, NY 14853, USA
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Interests: insurance mathematics; ruin theory; path dependent options; point processes
Special Issues and Collections in MDPI journals:
Special Issue: Application of Stochastic Processes in Insurance
Prof. Dr. Michael R. Powers
Zurich Group Chair, Risk Mathematics, School of Economics and Management Tsinghua University, Room 386C, Weilun Building, Beijing, 100084 China
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Interests: financial regulation and public policy; game theory in risk and insurance; mathematical models in enterprise risk management; tax treatment of risk transfers; cultural attitudes and risk finance
Dr. Luca Regis
Department of Economics and Statistics, University of Siena, Piazza San Francesco 7/8, Siena 53100, Italy
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Interests: actuarial mathematics; insurance; risk management; longevity risk; asset-liability management; financial mathematics; corporate finance
Special Issues and Collections in MDPI journals:
Special Issue: Actuarial and Financial Risks in Life Insurance, Pensions and Household Finance
Prof. Dr. Pavel Shevchenko
Applied Finance and Actuarial Studies, Macquarie University Building E4A, room 244, Macquarie University, NSW, 2109, Australia
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Interests: financial risk; insurance; financial mathematics
Special Issues and Collections in MDPI journals:
Special Issue: Ageing Population Risks
Prof. Dr. Alexander Szimayer
Department of Business Administration, University Hamburg, Von-Melle-Park 5, 20146 Hamburg, Germany
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Interests: stochastic modeling; option pricing; stochastic control
Special Issues and Collections in MDPI journals:
Special Issue: Applying Stochastic Models in Practice: Empirics and Numerics
Prof. Dr. Qihe Tang
Department of Statistics and Actuarial Science, University of Iowa, 241 Schaeffer Hall, Iowa City, IA 52242-1409, United States
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Interests: extreme value theory for insurance and finance; quantitative risk management; multivariate heavy-tailed distributions
Special Issues and Collections in MDPI journals:
Special Issue: Selected Papers from the 9th Conference in Actuarial Science & Finance on Samos
Special Issue: Selected Papers from the 6th Gerber-Shiu Workshop and the 3rd Modeling of Heavy-Tail Phenomena Workshop
Prof. Dr. Weidong Tian
Department of Finance, University of North Carolina at Charlotte, 9201 University City Blvd., Charlotte, NC 28223-0001, USA
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Interests: asset pricing; risk management; Knightian uncertainty; derivative and insurance market
Special Issues and Collections in MDPI journals:
Topical Collection: Systemic Risk and Reinsurance
Prof. Dr. Emiliano A. Valdez
Department of Mathematics, University of Connecticut, Storrs, CT, USA
Website | E-Mail
Interests: copula models and dependencies; elliptical distributions and their applications; managing post- retirement assets; longevity risks and annuitization; risk measures and capital requirements; applications of financial economics in actuarial science; competing risks models; survival analysis
Special Issues and Collections in MDPI journals:
Special Issue: Recent Advances in Mathematical Modeling of the Financial Markets

Journal Contact

MDPI AG
Risks Editorial Office
St. Alban-Anlage 66, 4052 Basel, Switzerland
risks.botdefense.please.enable.javaScript.mdpi.com
Tel. +41 61 683 77 34
Fax: +41 61 302 89 18
Editorial Board
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