Manuscript Topics

The risk modelling in economics has already contributed on several levels.  
The first level is the diffusion approximation, which demonstrates the most common approach to economic fluctuations. The risk represents the crossing of some border, defined in utility terms. However, remain several questions in the improvements of this level and we expect new input in this aspect.  
The second level is the extreme values, which play crucial role in the modeling of economical crises. This has profound practical importance and some difficult nuances are still open.  
The third level concerns the dependence modeling in economy, which in fact represents the hard core of the stochastic nature of the economical dynamics. Here we have a lot of different results but most of them are related with the well-known situation of independence.  
The fourth level has to do with the multidimensional structure of the economic activities, where several parallel lines are functioning simultaneously. Here we have to face several geometrical concepts in combination with the three previous levels.  
The fifth level considers the heavy-tailedness as property of the financial loss distributions. The number of examples from this kind of distributions, is not so important as is the special weight of them in critical moments of economic events.  
The sixth level takes into account the dynamic evolution of the economic establishments, and in simplest case there is the stationarity assumption but in more realistic situations there are cases of non-stationary behavior.  
All these six levels makes the whole picture of the economic disturbances a serious and exiting  topic of interest. If we add some efforts to incorporate classical methods, as limit theorems, numerical verification, statistical inference or closure properties of distributions, we have a far promising goal.

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