Call for Papers

Call for Papers – JDMFID

Dependence Modelling for Finance, Insurance, Risk and Demographic Systems

The Journal of Dependence Modelling in Finance, Insurance and Demography invites submissions of Research Articles, Review Articles, Data and Software Articles and Short Communications. Manuscripts may be theoretical, methodological, computational or applied. Research manuscripts undergo editorial screening and external double-blind peer review.

Submission Fee

€0

Publication Fee

€0

APC

€0

Subject Areas

Dependence and Copula Modelling

· Copula models
· Dynamic dependence
· Tail dependence
· Multivariate dependence
· Extreme-value dependence
· Dependence forecasting
· Conditional dependence

Finance and Systemic Risk

· Portfolio risk
· Financial contagion
· Asset dependence
· Value-at-Risk
· Expected Shortfall
· Stress testing
· Financial risk forecasting
· Systemic risk

Insurance and Actuarial Science

· Insurance dependence
· Actuarial modelling
· Mortality risk
· Longevity risk
· Reserving
· Solvency
· Competing risks
· Multi-state models

Demography, Mortality and Survival

· Mortality modelling
· Longevity modelling
· Population forecasting
· Fertility
· Survival analysis
· Cause-of-death models
· Multi-population mortality
· Demographic uncertainty

Computational and Statistical Methods

· Statistical learning
· Machine learning
· Forecasting
· Monte Carlo methods
· Simulation
· Bayesian modelling
· R
· Python
· MATLAB
· Reproducible research