Research Areas
Scope of the Journal
The Journal welcomes methodological, computational and applied contributions across four thematic areas.
Finance
- Financial risk modelling
- Portfolio risk
- Value-at-Risk
- Expected Shortfall
- Systemic risk
- Financial contagion
- Stress testing
- Dynamic risk forecasting
- Dependence-based market risk
Insurance and Actuarial Science
- Insurance risk modelling
- Actuarial dependence structures
- Longevity risk
- Mortality risk
- Life tables
- Annuity valuation
- Cause-specific mortality
- Competing risks
- Reserving and solvency modelling
Demography
- Mortality modelling
- Population risk
- Demographic forecasting
- Survival analysis
- Cause-of-death modelling
- Fertility and population change
- Age-dependent risk structures
- Longevity and ageing
Methods
- Dependence modelling
- Dynamic dependence
- Tail dependence
- Multivariate risk modelling
- Time-varying association
- Machine learning for risk forecasting
- Reproducible computation
- R, MATLAB and Python implementations