期刊名称：INSURANCE MATHEMATICS & ECONOMICS
 期刊简介(About the journal)
投稿须知(Instructions to Authors)
编辑部信息(Editorial Board)
About the journal
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Insurance: Mathematics and Economics is an international journal that intends to strengthen communication between individuals and groups who produce and apply research results in insurance and finance, aiming to integrate the currently fragmented research in both fields. The journal feels a particular obligation to facilitate closer cooperation between those who carry out research on the one side and practicing actuaries who are interested in the implementation of the results on the other. To this purpose, Insurance: Mathematics and Economics publishes high quality papers of international interest, concerned with either the theory of insurance mathematics and economics or the inventive application of it. Papers that combine several of these aspects are particularly welcome.
The subject matter of the journal includes the theory, models and computational methods of life insurance (including pensions systems, social insurance, and health insurance), of non-life insurance, of reinsurance and other risk-sharing arrangements, as well as of risk management. Of special interest are also its interactions with financial modeling. It also includes innovative insurance applications of results from other fields, such as probability and statistics, computer science and numerical analysis, economics, operations research and management science.
Abstracting/ indexing
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CIS |
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Current Contents |
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Current Index to Statistics |
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IAR |
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INSPEC | |
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Mathematical Reviews |
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Science Citation Index |
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Social Sciences Citation Index |
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UMI Data Courier |
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Zentralblatt MATH | |
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Instructions to Authors
Online submission
Submission to this journal proceeds totally online. Via http://ees.elsevier.com/ime you will be guided stepwise through the creation and uploading of the various files. The system automatically converts source files to a single Adobe Acrobat PDF version of the article, which is used in the peer-review process. Please note that even though manuscript source files are converted to PDF at submission for the review process, these source files are needed for further processing after acceptance. All correspondence, including notification of the Editor's decision and requests for revision, takes place by e-mail and via the Author's homepage in EES.
Legal and Copyright
Submission of an article implies that the work described has not been published previously (except in the form of an abstract or as part of a published lecture or academic thesis), that it is not under consideration for publication elsewhere, that its publication is approved by all Authors and tacitly or explicitly by the responsible authorities where the work was carried out, and that, if accepted, it will not be published elsewhere in the same form, in English or in any other language, without the written consent of the Publisher.
Upon acceptance of an article, Authors will be asked to transfer copyright (for more information on copyright see http://authors.elsevier.com).
If excerpts from other copyrighted works are included, the Author(s) must obtain written permission from the copyright owners and credit the source(s) in the article. Elsevier has forms for use by Authors in these cases: contact Elsevier's Rights Department, Oxford, UK: phone (+44) 1865 843830, fax (+44) 1865 853333, e-mail permissions@elsevier.com. Requests may also be completed on-line via http://www.elsevier.com/locate/permissions.
Word processing formats
Most word processing formats are accepted, but Word or LaTeX is preferred. Files can also be submitted in PDF/Postscript format. Detailed instructions for LaTeX preparation can be obtained from http://authors.elsevier.com/latex. Save the file in the native format of the word processor used. Do not embed "graphically designed" equations or tables, but prepare these using the wordprocessor's facility. Do not import the figures into the text file but, instead, indicate their approximate locations directly in the electronic text. To avoid unnecessary errors you are strongly advised to use the "spellchecker" function of your word processor.
Article
Language. Articles must be written in good English.
Language Editing: International Science Editing and Asia Science Editing can provide English language and copyediting services to authors who need assistance before they submit their article or, before it is accepted for publication. Authors can contact these services directly: International Science Editing (http://www.internationalscienceediting.com) and Asia Science Editing (http://www.asiascienceediting.com).
For more information about language editing services, please contact authorsupport@elsevier.com. Do note that language editing services are not for free and that Elsevier does not cover for their costs. Neither does Elsevier endorse or take responsibility for any products, goods or services offered by outside vendors through our services or in any advertising.
Title. Concise and informative. Avoid abbreviations and formulae.
Author names and affiliations. Where the family name may be ambiguous (e.g., a double name), please indicate this clearly. Present the Authors' affiliation addresses (where the actual work was done) below the names. Indicate all affiliations with a lower-case superscript letter immediately after the Author's name and in front of the appropriate address. Provide the full postal address of each affiliation, including the country name, and, if available, the e-mail address of each Author.
Corresponding Author. Clearly indicate who is designated to handle correspondence at all stages of refereeing and publication, also post-publication. Ensure that telephone and fax numbers (with country and area code) are provided in addition to the e-mail address and the complete postal address.
Abstract. A concise and factual abstract is required. The abstract should state briefly the purpose of the research, the principal results and major conclusions. An abstract is often presented separate from the article, so it must be able to stand alone.
Acknowledgments. Acknowledgements and information on grants received can be given in a first footnote, which should not be included in the consecutive numbering of footnotes.
Classification codes and Keywords. Please provide at least one standard JEL code (http://www.aeaweb.org/journal/jel_class_system.html) and up to 5 additional keywords. Also provide at least one classification code of the Subject Category and Insurance Branch Category, as published in Insurance: Mathematics and Economics (see also http://www.elsevier.com/authored_subject_sections/S04/misc/subject_cat.htm).
Illustrations. Graphics files are uploaded via the online submission system mentioned above. A detailed guide on the preparation of electronic artwork is available on our website: http://authors.elsevier.com/artwork. Footnotes. Footnotes should be kept to a minimum and numbered consecutively throughout the text with superscript Arabic numerals.
References
Text: All citations in the text should refer to:
- Single Author: the Author's name (without initials, unless there is ambiguity) and the year of publication;
- Two Authors: both Authors' names and the year of publication;
- Three or more Authors: first Author's name followed by "et al." and the year of publication.
Citations may be made directly (or parenthetically). Groups of references should be listed first alphabetically, then chronologically.
Examples: "as demonstrated previously (Allan, 1996a, 1996b, 1999; Allan and Jones, 1995). Kramer et al. (2000) have recently shown ...."
List: References should be arranged first alphabetically and then further sorted chronologically if necessary. More than one reference from the same Author(s) in the same year must be identified by the letters "a", "b", "c", etc., placed after the year of publication.
Examples:
Reference to a journal publication:
Yaari, M.E., 1987. The dual theory of choice under risk. Econometrica 55, 95-115. Note that journal names are not to be abbreviated.
Reference to a book:
Kaas, R., Goovaerts, M.J., Dhaene, J., Denuit, M., 2001. Modern Actuarial Risk Theory. Kluwer, Dordrecht.
Reference to a chapter in an edited book: Canoy, M., 2002. Animal Communication. In: Equilibrium, Markets and Dynamics. Springer, Berlin, pp. 155-165.
Citing and listing of Web references. As a minimum, the full URL should be given. Any further information, if known (Author names, dates, reference to a source publication, etc.), should also be given. Web references can be listed separately (e.g., after the reference list) under a different heading if desired, or can be included in the reference list.
Submission checklist
Ensure that the following items are taken care of:
- One Author designated as corresponding Author:
- E-mail address
- Full postal address
- Telephone and fax numbers
- All necessary files have been uploaded
- Keywords, JEL code, Subject Category and Insurance Branch Category
- All figure captions
- All tables (including title, description, footnotes)
- Date the manuscript was finalized/revised
Further considerations
- Manuscript has been "spellchecked"
- References are in the correct format for this journal
- All references mentioned in the Reference list are cited in the text, and vice versa
- Permission has been obtained for use of copyrighted material from other sources (including the Web)
For any further information please contact the Author Support Department at authorsupport@elsevier.com
Editorial Board
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| H.U. Gerber |
Ecole des Hautes Etudes Commerciales, University of Lausanne, CH-1015 Lausanne-Dorigny, Switzerland
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| M.J. Goovaerts |
CRIS, K.U. Leuven, B-3000 Leuven, Belgium
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| E.S.W. Shiu |
University of Iowa, Department of Statistics and Actuarial Science, Iowa City, IA 52242, USA
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Managing Editor:
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| R. Kaas |
Faculty of Economics and Econometrics, University of Amsterdam, Roetersstraat 11, 1018 WB Amsterdam, The Netherlands., Email: IME-fee@UvA.nl
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Associate Editors:
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| P.P. Boyle |
University of Waterloo, Ontario, Canada
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| P.L. Brockett |
University of Texas at Austin, TX, USA
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| J.F. Carriere |
University of Alberta, Edmonton, Canada
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| M.L. Centeno |
ISEG, Universidade Técnica de Lisboa, Lisboa, Portugal
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| M. Denuit |
Universite Catholique de Louvain, Louvain-la-Neuve, Belgium
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| J. Dhaene |
CRIS, K.U. Leuven, Belgium
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| D.C.M. Dickson |
University of Melbourne, Parkville, VIC, Australia
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| P. Embrechts |
ETH-Zentrum, Z,rich, Switzerland
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| E.W. Frees |
UW School of Business, Madison, WI, USA
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| C. Hipp |
University of Karlsruhe, Karlsruhe, Germany
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| T. Hu |
University of Science and Technology of China, China
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| X.S. Lin |
University of Toronto, Canada
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| R. Norberg |
London School of Economics, London, UK
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| H.H. Panjer |
University of Waterloo, Ontario, Canada
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| E. Pitacco |
Universita degli Studi di Trieste, Italy
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| F. Quittard-Pinon |
University de Lyon, France
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| H. Schlesinger |
University of Alabama, Tuscaloosa, AL, USA
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| A.F. Shapiro |
The Pennsylvania State University, University Park, PA, USA
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| Q. Tang |
Concordia University, Montreal Quebec, Canada
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| G.C. Taylor |
Taylor Fry Consulting Actuaries, Sydney, Australia
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| J.L. Teugels |
Catholic University of Louvain, Belgium
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| R. Verrall |
City University, London, UK
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| H. Waters |
Heriot-Watt University, Edinburgh, Scotland
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| H. Wolthuis |
University of Amsterdam, The Netherlands
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| H. Yang |
The University of Hong Kong, Hong Kong
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| V.R. Young |
University of Michigan, Ann Arbor, MI, USA
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