Mathematical and Statistical Methods for Actuarial Sciences and Finance: eMAF2020

The cooperation and contamination between mathematicians, statisticians, and econometricians working in actuarial sciences and finance is improving the research on these topics and producing meaningful scientific results. This volume presents new ideas presented at the International Conference eMAF2020, held remotely through the Zoom platform by the Department of Economics of the Ca Foscari University of Venice on September 18, 22, and 25, 2020. The conference is the ninth edition of an international biennial series of scientific meetings started in 2004. The book covers a wide variety of subjects, including artificial intelligence and machine learning in finance and insurance, behavioral finance, credit risk methods and models, dynamic optimization in finance, financial data analytics, forecasting dynamics of actuarial and financial phenomena, foreign exchange markets, insurance models, interest rate models, longevity risk, models and methods for financial time series analysis, multivariate techniques for financial markets analysis, pension systems, portfolio selection and management, real-world finance, risk analysis and management, trading systems, and others. It is a valuable resource for academics, PhD students, practitioners, professionals, and researchers, and is also of interest to other readers with quantitative background knowledge.

Format: Paperback / softback
Length: 401 pages
Publication date: 15 December 2022
Publisher: Springer Nature Switzerland AG

The collaboration and interchange between mathematicians, statisticians, and econometricians working in actuarial sciences and finance is fostering advancements in research on these subjects, resulting in numerous significant scientific discoveries. This volume showcases innovative ideas presented at the International Conference eMAF2020 – Mathematical and Statistical Methods for Actuarial Sciences and Finance, which was held remotely through the Zoom platform offered by the Department of Economics of the Ca Foscari University of Venice on September 18, 22, and 25, 2020, due to the unfortunate COVID-19 pandemic.

eMAF2020, the ninth edition of an international biennial series of scientific meetings, was initiated in 2004 by the Department of Economics and Statistics of the University of Salerno. The success of this idea has been evident through widespread participation in all editions, which have been held in Salerno (2004, 2006, 2010, and 2014), Venice (2008, 2012, and 2020), Paris (2016), and Madrid (2018).

This book encompasses a diverse range of topics, including artificial intelligence and machine learning in finance and insurance, behavioral finance, credit risk methods and models, dynamic optimization in finance, financial data analytics, forecasting dynamics of actuarial and financial phenomena, foreign exchange markets, insurance models, interest rate models, longevity risk, models and methods for financial time series analysis, multivariate techniques for financial markets analysis, pension systems, portfolio selection and management, real-world finance, risk analysis and management, trading systems, and more. It serves as a valuable resource for academics, PhD students, practitioners, professionals, and researchers. Furthermore, it holds interest for a wide audience.

Weight: 635g
Dimension: 235 x 155 (mm)
ISBN-13: 9783030789671
Edition number: 1st ed. 2021