Aims and Scope

Actuarial science is an interdisciplinary subject that involves the use of probability and statistical models and relevant mathematical tools to assess and manage risks, particularly in insurance. With the advances in the theory of probability and statistics and improved computational power of modern computers, actuaries are learning and developing new techniques to tackle challenging actuarial problems. These techniques are often relevant to areas such as applied probability, operations research, engineering, and data science. This special issue aims to promote the recognition of the interplay between actuarial science and related fields. Researchers are invited to submit their manuscripts in all areas of actuarial science: actuarial researchers can showcase their techniques that could have broader implications outside actuarial science, whereas researchers in related disciplines are encouraged to apply their tools to solve actuarial problems. Novel contributions focusing on theory and/or applications are warmly welcomed.

Potential topics include but are not limited to:

• Modelling dependent risks
• Product management and Ratemaking
• Claim management
• Risk theory
• Claims reserving
• Mortality models
• Retirement plans
• Longevity risk
• Reinsurance
• Risk management and risk measures
• Risk sharing
• Cyber and catastrophe risks
• Insurance markets and regulation
• Portfolio management and optimal investment
• Blockchain

Guest Editors

Associate Professor Tim J. Boonen,
Amsterdam School of Economics, University of Amsterdam, The Netherlands 
Email: t.j.boonen@uva.nl

Associate Professor Eric C.K. Cheung,
School of Risk and Actuarial Studies, UNSW Sydney, Australia 
Email: eric.cheung@unsw.edu.au

Associate Professor Peng Shi,
Department of Risk and Insurance, University of Wisconsin-Madison, USA 
Email: pshi@bus.wisc.edu

Associate Professor Jae Kyung (JK) Woo,
School of Risk and Actuarial Studies, UNSW Sydney, Australia 
Email: j.k.woo@unsw.edu.au

Deadline Date: 31st January 2022. 

Please submit via manuscript central and select the “Probability and stochastic modeling in actuarial science and related fields” special issue.