Call for Papers
- APJRI Call for Papers
APJRI welcomes high-quality submissions of papers that address theoretical or applied problems in broad environments affecting risk management and insurance. Papers and investigative reports covering closely related problems surrounding the insurance and risk mechanism are also welcome.
Please click here for more information regarding APJRI call for papers
- Journal of Risk Education Call for Papers
The Journal of Risk Education requests submissions of articles and other materials for its 2016 and 2017 issues. Please see attached for the call for papers.
- The Journal of Insurance Issues
The Official Journal of the Western and Southern Risk and Insurance Associations
The Journal of Insurance Issues, established in 1977, welcomes original article submissions of analytic or empirical merit in the areas of insurance, risk, and related disciplines. The JII is a double-blind, peer-reviewed academic journal. All issues of the Journal of Insurance Issues are available online through JSTOR.
Manuscripts must not have been published in, or submitted for concurrent review with another journal. Successful authors will be required to submit the final version of their papers in MS Word and to assign copyright to the Journalís publisher. In addition to JSTOR, the Journal is listed in Cabellís and is also found in ProQuest, EconLit, RePec. Each year, one particularly outstanding article from JII is selected for the prestigious Donald Hardigree Award. For more information about the submission and review process, the JII, or its sponsoring associations, see the Journalwebsite: www.insuranceissues.org. All submissions should be sent firstname.lastname@example.org.
Yu-Luen Ma and Nat Pope
Co-Editors, Journal of Insurance Issues
- Small Conference Sponsorship Program
ARIAís Board of Directors greatly appreciates the many excellent proposals received under ARIAís Small Conference program. Funds for 2016 have been fully allocated. The Board is happy to receive proposals for conferences in 2017 and beyond. Please click here for more information.