Tony Cookson, The Pennsylvania State University

This special issue focuses on how household perspectives, choices, and behaviors interact with real estate markets. The collection seeks to understand how households perceive, price, and respond to various risks—including interest rate changes, climate hazards, and neighborhood dynamics—and how these responses ultimately shape market conditions and community outcomes.

The special issue welcomes submissions on all aspects of household real estate perspectives, with particular interest in household beliefs formation, insurance decisions, climate resilience, migration patterns in response to risk and affordability, and the spillover effects of household choices on communities. Papers may present empirical studies, methodological innovations, or literature reviews, all held to the journal's standard publication criteria.

Appel publié par Real Estate Economics. Voir l'appel sur le site de l'éditeur. Fiche de l'appel sur kerostig.

Potential topics

• Household beliefs and expectations: How households form and update beliefs about home prices, climate risk, and disaster exposure, and how those beliefs shape purchase, insurance, and mitigation decisions.
• Household decisions and insurance products: Both insurance choices as well as the impacts of insurance on real estate markets.
• Household resilience to climate shocks: Including investments in mitigation and resources for coping with total losses.
• Household migration and relocation: Mobility in response to shifting risk, affordability, and insurance availability, including managed retreat and out-migration from high-risk areas.
• Household decisions and community spillovers: How households' location, financing, insurance, and improvement choices create externalities for other community members, including social and demographic spillovers that reshape neighborhoods and local markets.

Timeline

• December 1, 2026: End date for submissions
• January 25, 2027: Aim to return first-round decisions
• February 1, 2027: National conference traditional deadline for independent submissions
• May 1, 2027: AREUEA special conference sessions at the National Meeting in Washington, D.C.

An Chen, Ulm University

Steven Vanduffel, Vrije Universiteit Brussel

Ruodu Wang, University of Waterloo

Risk sharing is a crucial topic in contemporary society due to various factors, including the increasing complexity and interconnectedness of global systems, the emergence of new risks (such as longevity risk, cyber threats and climate change), and the need for sustainable risk management strategies in a rapidly changing world.

Effective risk sharing mechanisms contribute to financial stability by spreading risks across different parties and promoting resilience in the face of unexpected events. Risk sharing mechanisms can also promote social equity by ensuring that the burden of risks is distributed fairly among individuals and institutions, rather than disproportionately affecting certain groups or communities. By facilitating risk sharing, actuarial science encourages innovation and economic growth by providing businesses and individuals with the confidence to invest and take risks, knowing that there are mechanisms in place to mitigate potential losses.

Appel publié par Astin Bulletin. Lire l'appel complet sur le site de l'éditeur. Fiche de l'appel sur kerostig.

Potential topics

• Economics of risk sharing and insurance: New economic models for risk sharing and (re)insurance mechanisms, especially in connection to decision theory, game theory and contract theory
• Mathematics and data science of risk sharing: Novel mathematical and statistical tools to address challenging problems in risk sharing
• Model uncertainty in risk sharing: Quantifying and understanding uncertainty arising from lack of data, model misspecification, computational limitations, or behavioral issues
• Alternative risk transfer: Catastrophe bonds, insurance-linked and longevity-linked securities
• Parametric insurance: Predefined triggers for payouts based on specific parameters such as weather conditions or economic indicators
• Innovative retirement products focusing on longevity risk sharing: Products that spread longevity risk among a pool of participants
• Blockchain Technology: Opportunities to enhance risk sharing processes through transparent records and smart contracts

Timeline

• November 15, 2024: Submission deadline
• September 1, 2025: Targeted publication date for special issue

Anja Grujovic-Vischer, The Geneva Association

Ruo Jia, Peking University

Zhiyu Quan, University of Illinois Urbana-Champaign

Digital technologies, artificial intelligence, data science, InsurTechs, and automation are reshaping how risks are identified, priced, mitigated, transferred, managed, and regulated. These developments raise important questions not only for re/insurers and regulators, but also for the wider research community.

This special issue welcomes high-quality empirical, experimental, policy-oriented, and practice-based contributions that deepen our understanding of digital and AI transformation in insurance and related risk-transfer markets. We particularly encourage submissions that speak to broad academic debates while offering clear implications for insurance markets, insurers, consumers, regulators, and society.

Appel publié par The Geneva Papers on Risk and Insurance Issues and Practice. Voir l'appel sur le site de l'éditeur. Fiche de l'appel sur kerostig.

Potential topics

• Digital technologies and their impact on insurance
• Artificial intelligence applications in insurance
• Data science in risk identification and pricing
• InsurTechs and automation in insurance
• Risk mitigation and transfer in digital contexts
• Insurance regulation in the digital age
• Consumer implications of digital transformation
• Societal impacts of AI in insurance

Timeline

• March 31, 2027: Submission deadline

Hélène Schernberg, The Geneva Association

Cheng Wan, ETH Zurich

Rising longevity and declining fertility are widening the pensions gap. The decline of defined-benefit pensions and pressures on public finances have shifted complex long-term risks onto households that are often ill-prepared to manage them. This special issue explores the economics of the pensions gap as well as market and policy responses to it, with a particular focus on insurance-based solutions.

Appel publié par The Geneva Papers on Risk and Insurance Issues and Practice. Voir l'appel sur le site de l'éditeur. Fiche de l'appel sur kerostig.

Potential topics

• Economics of the pensions gap
• Market responses to longevity and pension risks
• Policy responses to longevity and pension risks
• Insurance-based solutions to the pensions gap
• Long-term risk management by households
• Defined-benefit pensions decline and alternatives
• Public finance pressures and pension systems
• Longevity risk transfer mechanisms

Timeline

• September 25, 2026: Submission deadline

Rosella Giacometti, University of Bergamo

Aaron Kim, Stony Brook University

Sergio Ortobelli Lozza, University of Bergamo

Svetlozar Rachev, Texas Tech University

Gabriele Torri, University of Bergamo

This special issue is open to all researchers working in quantitative finance and aims to collect cutting-edge contributions that push forward the theoretical, methodological, and applied frontiers of the field. While it originates from the Workshop on Quantitative Finance 2026 (QFW 2026, Bergamo, Italy), submissions are not limited to workshop participants.

This special issue aims to serve as a reference point for recent advances in quantitative finance, insurance and risk modeling, promoting contributions with strong methodological rigor and high relevance for both academia and practice.

Appel publié par Annals of Operations Research. Voir l'appel sur le site de l'éditeur. Fiche de l'appel sur kerostig.

Potential topics

• Advanced risk measures
• Portfolio optimization and asset allocation under uncertainty
• Stochastic control and dynamic portfolio choice
• Insurance and actuarial modeling
• Machine learning and artificial intelligence in finance
• Market microstructure
• Agent-based and behavioral finance models
• ESG and climate risk modeling
• Systemic risk, financial networks, and stability

Timeline

• January 15, 2027: Submission deadline