Risk and Decision Analysis

Risk and Decision Analysis

ISSN
1569-7371
Volume
4; 4 issues
Status
Last issue (4:1) online on 22 February 2013
Next issue
4:2 scheduled for April 2013
Back volumes
1-3
Subject
Social Sciences
Institutional subscription for 2013 €375 / US$510 Excluding VAT
Subscription Rates Free Sample Copy
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The emphasis of the interdisciplinary journal Risk and Decision Analysis is on convergence, synergies and risk. It is a useful publication of high quality, bridging theory and practice. Problems considered for publication include industrial operations and services management, finance, insurance, energy, safety and security, healthcare, environment, and related areas, based on risk-based techniques (statistics, probabilities), Bayesian statistics and learning, stochastic modeling, stochastic and optimal control.

Editors-in-Chief
Alain Bensoussan
School of Management
University of Texas at Dallas
USA

Charles Tapiero
New York University-Polytechnic Institute
Topfer Chair Distinguished Professor of Financial Engineering and Technology Management Chair
Department of Finance and Risk Engineering Polytechnic University of New York
6 Metro Tech Center
11201 Brooklyn, New York
USA
Tel.: +1 718 260 3653
E-mail: ctapiero@poly.edu

c/o Chantal Delabarre
France
E-mail: rda.delabarre@gmail.com

Editorial Board
Edward Altman, New York, NY, USA
John Baillieul, Boston, MA, USA
Metin Çakanyildirim, Richardson, TX, USA
Rama Cont, New York, NY, USA
Robert Cooper, Boca Raton, FL, USA
Michel Crouhy, Paris, France
Tyrone Duncan, Lawrence, KS, USA
Dan Galai, Jerusalem, Israel
Helyette Geman, London, United Kingdom
Yacov Y. Haimes, Charlottesville, VA, USA
Paul R. Kleindorfer, Philadelphia, PA, USA
Erich Kunhardt, New York, NY, USA
Jean-Michel Lasry, Paris, France
John J. Liu, Hong Kong, China
Jean-Hervé Lorenzi, Paris, France
Ely Merzbach, Ramat-Gan, Israel
Bertand Munier, Paris, France
Mihai Nadin, Richardson, TX, USA
Shmuel S. Oren, Berkeley, CA, USA
George Papanicolaou, Stanford, CA, USA
Bozenna Pasik-Duncan, Lawrence, KS, USA
Elisabeth Pate-Cornell, Stanford, CA, USA
Michael L. Pinedo, New York, NY, USA
Olivier P. Pironneau, Paris, France
Sumit Sarkar, Richardson, TX, USA
Ayme Scannavino, Paris, France
Suresh P. Sethi, Richardson, TX, USA
Nessim Taleb, USA
Pierre Vallois, Nancy, France
Paul Zipkin, Durham, NC, USA

SUBMISSION OF MANUSCRIPT

Submit to:
One of the Editorial Board members listed below (click on the name for the email address). The topic of your paper should correspond with the area of expertise of the board member.

Editors-in-Chief

Alain Bensoussan
School of Management
University of Texas at Dallas
Box 830688
Richardson, Texas 75083-0688
USA

Charles Tapiero
Deparment of Finance and Risk Engineering
Polytechnic University of New York
6 Metro Tech Center
Brooklyn, New York 11201
USA

 

Board member

Edward Altman

New York University
USA

  • Bankruptcy
  • Credit risk
  • Debt markets
  • John Bailleul

    Boston University
    USA

  • Risk-based strategies in dynamic games
  • Risk associated with complex dynamics
  • Failure-tolerant control strategies
  • Alain Bensoussan

    University of Texas at Dallas
    USA

  • Stochastic Control
  • Variational and Quasi Variational Inequlities
  • Optimization
  • Estimation and Filtering
  •  Metin Çakanyildirim

    University of Texas at Dallas
    USA

  • Supply Chain Risk and Information Security
  • Rama Cont

    Columbia University
    USA

  • Stochastic modeling
  • Computational methods in finance
  • Mathematical finance
  • Model uncertainty
  •  Robert Cooper

    Florida Atlantic University
    USA

  • Queuing theory
  •  Rachel Croson

    University of Texas at Dallas
    USA

  • Experimental and Behavioral Economics
  • Judgment and Decision Making
  • Bargaining and Negotiation
  • Gambling Activities
  •  Michel Crouhy

    IXIS Securities
    France

    Risk management:
  • Market risk
  • Credit risk and economic capital allocation
  • Credit risk derivatives
  • Credit structured products
  •  Tyrone Duncan

    University of Kansas
    USA

  • Stochastic methods
  • Stochastic analysis of risk
  • Stochastic modeling
  •  Dan Galai

    The Hebrew University of Jerusalem
    Israel

  • Risk management in banks and non-banks corporations
  • Credit risk assessment
  •  Helyette Geman

    School of Economics, Mathematics and Statistics
    United Kingdom

    Paul R. Kleindorfer

    University of Pennsylvania
    USA

  • In supply chain contracting
  • Catastrophe risk
  • Commodity derivatives
  • Environmental risk
  •  Jean-Michel Lasry

    Université Paris IX-Dauphine
    France

  • Financial risk control
  • Catastrophe risk
  • Capital management
  • Stochastic control
  • Stochastic games and related PDEs
  •  John Liu

    The Hong Kong Polytechnic University
    Hong Kong

  • Logistics and Maritime Studies
  • Supply Chain Management
  • Efficiency Assessment
  • Insurance and Contingent Opertions
  • Hybrid Diffusion
  • Systems
  • Computational QVI (Quasi-variational-inequalities)
  •  Jean-Hervé Lorenzi

    Cie Financière Edmond de Rothschild
    France

  • Système de régulation des risques au niveau des entreprises (banques et assurances) et des organismes de contrôle
  •  Ely Merzbach

    Bar Ilan University
    Israel

  • Probability theory
  • Stochastic processes
  • Stochastic models
  • Martingale theory
  • Point processes
  •  Bertrand Munier

    GRID-CNRS, ESTP-ENSA
    France

  • Industrial risk modeling
  • Operational risk in all kinds of businesses and corporations
  • Agricultural markets risk modeling
  • Risk governance in private and public organizations
  • Decision analysis broadly defined
  •  Mihai Nadin

    University of Texas at Dallas
    USA

  • Anticipation and Risk
  • Environmental and Social issues
  •  Shmuel S. Oren

    University of California at Berkeley
    USA

  • Management of energy related risk and the application of financial methods and market mechanisms to energy related decisions: The development of hedging strategies for energy risk and the pricing of energy derivatives and energy contracts
  • The use of real option methods for valuing energy assets and for analyzing investment strategies in the energy sector
  • Design and applications of auctions in energy markets
  •  George Papanicolaou

    Stanford University
    USA

  • Pricing and analyzing credit derivatives
  •  Bozenna Pasik-Duncan

    University of Kansas
    USA

  • Stochastic adaptive control  and probability
  • Statistics
  • Stochastic modeling
  • Financial mathematics
  • Insurance
  • System identification
  • Estimation and learning
  • Applications of stochastic theory
  • Adaptive control to actuarial sciences
  •  Elisabeth Pate-Cornell

    Stanford University
    USA

  • Risk analysis
  • Engineering systems and decision analysis with recent applications to space systems
  • Medical devices and procedures
  • National security problems
  •  Michael L. Pinedo

    NYU Stern School of Business
    USA

    Olivier P. Pironneau

    Université Paris VI
    France

  • Option pricing
  • Calibration
  • Modelling with partial differential equations
  • Numerical solutions
  •  Sumit Sarkar

    University of Texas at Dallas
    USA

  • Information systems
  • Operational risks as they arise from the use of information technology
  •  Ayme Scannavino

    Université de Paris 2
    France

  • International finance Macroeconomics
  • Mathematical Finance
  • Econometrics
  • Algebra
  •  Suresh P. Sethi

    University of Texas at Dallas
    USA

  • Inventory and supply chain management
  •  Nessim Taleb

    c/o Chantal Delabarre

  • Risk of Derivatives
  •  Charles Tapiero

    Polytechnic University of New York
    USA

    Pierre Vallois

    Université Henri Poincaré Nancy I
    France

  • Brownian motion
  • Diffusions processes
  • Special processes ( Bessel, Lévy and so on)
  • Random walks
  • Markov chains and related sequences
  • Please contact Chantal Delabarre for (editorial) questions and/or remarks. In case you have difficulties to link the topic of your paper to the area(s) of expertise of one of the Editorial Board members, please submit your paper to:
    c/o Chantal Delabarre
    CNES - Centre de Toulouse
    DCE/CP - BPI 2011
    18 Avenue Edouard Belin
    31401 Toulouse cedex 9 -
    France
    Phone: +33 (0)5 61 28 23 16
    Email: rda.delabarre@gmail.com

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