Applications of Markovian modeling to Risk Management, Queuing Theory, Inventory Theory, Mathematical Finance and Population Dynamics
A special issue of Risks (ISSN 2227-9091).
Deadline for manuscript submissions: closed (31 January 2022) | Viewed by 522
Special Issue Editor
Interests: stochastic processes; risk; mathematical finance; inventory; queueing and population dynamics
Special Issues, Collections and Topics in MDPI journals
Special Issue Information
Dear Colleagues,
This Special Issue focuses on applications of Markov processes to risk management, queuing theory, inventory theory, mathematical finance, and population dynamics (including epidemics). We invite both theoretical and applied contributions to the fields enumerated below, and exit problems are of special interest.
A few examples (not exclusive) of topics of interest are:
- Optimal dividends for absorbed or reflected processes, including bankruptcy
- Reinsurance and reinsurance games
- Optimal stopping and American options
- Real options
- Stability and control of population models
Prof. Dr. Florin Avram
Guest Editor
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 submissions that pass pre-check are 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 monthly 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 1800 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.
Keywords
- exit/first passage problem
- Lévy processes with jumps in one direction only
- scale functions
- martingales
- Stability and control of population models
