Edition

AAS Call for Papers

By Mathieu Boudreault, Iain Clacher and Rui Zhou

Expanding Horizons, August 2022

eh-2022-08-boudreault-hero.jpg

We are inviting contributions for a special issue of the Annals of Actuarial Science featuring research on the topic Managing Climate-Related Risks. The growing global recognition of the importance of climate-related risks (transitional and physical) has triggered a significant demand for research on the interface between climate and actuarial sciences; for example, on the impact of risks from climate change on insurance markets and their operations. Furthermore, the systemic nature of climate-related risks underpins actuaries’ need to engage and work with diverse groups of stakeholders, including clients, communities, governments, regulators, boards and investors. This special issue aims to capture leading interdisciplinary thinking, with clear relevance to actuarial problems in pensions and insurance.

Papers for this special issue may be submitted until September 30, 2022. Areas of interest include, but are not limited to, the following:

  • The impact of climate change on insurance pricing, underwriting, risk management and capital setting
  • The relationship between climate risk and actuarial variables, such as mortality and claim frequency
  • Investment risks, investment decisions and portfolio (including pension) management
  • Climate-related financial disclosures (TCFD) in insurance and pensions
  • Sustainability and resilience
  • Weather- and climate-related risk transfer products, such as weather derivatives and index-based weather insurance

Statements of fact and opinions expressed herein are those of the individual authors and are not necessarily those of the Society of Actuaries, the editors, or the respective authors’ employers.

Mathieu Boudreault, FSA, FCIA, Ph.D., is a professor of actuarial science in the Department of Mathematics at Université du Québec à Montréal. Mathieu can be reached at boudreault.mathieu@uqam.ca.

Iain Clacher, Ph.D., is a professor of Pensions and Finance at the University of Leeds, and is part of the UK Centre for Greening Finance and Investment. Iain can be reached at I.Clacher@leeds.ac.uk.

Rui Zhou, FSA, Ph.D., is an associate professor of Actuarial Studies at the University of Melbourne. Rui can be reached at rui.zhou@unimelb.edu.au.