Editorial Scope

Aims and Scope

The journal publishes research on dependence modelling and its applications in finance, insurance and demography. It welcomes theoretical, methodological, computational and applied studies that contribute to the understanding, estimation, forecasting or practical use of dependence structures in risk systems.

Finance

· Financial risk modelling
· Portfolio risk
· Value-at-Risk
· Expected Shortfall
· Systemic risk
· Financial contagion
· Stress testing
· Dynamic risk forecasting
· Market dependence
· Tail risk
· Financial econometrics

Insurance and Actuarial Science

· Insurance risk modelling
· Actuarial dependence structures
· Longevity risk
· Mortality risk
· Life tables
· Cause-specific mortality
· Cause-deleted life tables
· Annuity valuation
· Reserving
· Solvency modelling
· Competing risks

Demography

· Demographic statistics
· Mortality modelling
· Population risk
· Longevity and ageing
· Fertility and population change
· Survival analysis
· Cause-of-death modelling
· Demographic forecasting
· Age-dependent risk structures

Methods

· Dependence modelling
· Dynamic dependence
· Tail dependence
· Multivariate modelling
· Time-varying association
· Statistical learning for risk systems
· Machine learning for risk forecasting
· Reproducible computation
· R, MATLAB and Python methods
· Simulation studies
· Forecast evaluation
· Model validation

Accepted Article Types

Original Research ArticleReview ArticleMethodological PaperResearch NoteCode NoteData NoteShort CommunicationEditorialCommentary