Special Issue "Applying Stochastic Models in Practice: Empirics and Numerics"
A special issue of Risks (ISSN 2227-9091).
Deadline for manuscript submissions: closed (30 June 2016)
The ongoing development of novel stochastic models is essential to better understand and quantify newly emerging risks in finance and insurance. To ensure the practical use of these models, it is of particular importance that potential users be equipped with tools necessary for estimation and/or calibration of a specific model, and with efficient numerical algorithms that employ a certain model for an ensuing application. Prominent examples for recent advances in stochastic modeling include models for extreme dependence in finance and insurance (credit contagion or clustering of natural disasters), the effect of lapse risk or longevity risk on insurance companies, and capital/credit/debt/funding value adjustments in finance. The aim of this Special Issue is to highlight empirical results and methods, as well as numerical algorithms related to novel stochastic models in finance and insurance with a focus on the application of such models in practice.
Prof. Dr. Alexander Szimayer
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 papers will be 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 quarterly 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 350 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.
- Empirical Finance
- Empirical Studies in Insurance
- Numerical Methods in Finance
- Numerical Methods in Insurance