Mathematical and Statistical Methods for Actuarial Sciences and Finance: MAF 2022

The cooperation and contamination among mathematicians, statisticians, and econometricians working in actuarial sciences and finance are improving the research on these topics and producing meaningful scientific results. This book presents new ideas in the form of four- to six-page papers presented at the International Conference MAF2022 – Mathematical and Statistical Methods for Actuarial Sciences and Finance, held in Salerno (Italy) in April 2022. The conference has established itself internationally with gradual and continuous growth and scientific enrichment, and this book covers a wide variety of subjects. 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: Hardback
Length: 443 pages
Publication date: 12 April 2022
Publisher: Springer Nature Switzerland AG

The collaboration and interchange between mathematicians, statisticians, and econometricians working in actuarial sciences and finance are propelling the advancement of research on these subjects, resulting in a wealth of meaningful scientific findings. This volume showcases innovative ideas through four to six-page papers presented at the International Conference MAF2022 – Mathematical and Statistical Methods for Actuarial Sciences and Finance. In light of the COVID-19 pandemic, the conference, to which this book is connected, was organized in a hybrid format by the Department of Economics and Statistics of the University of Salerno, in partnership with the Department of Economics of Cà Foscari University of Venice, and took place from April 20 to 22, 2022, in Salerno, Italy.

MAF2022, the tenth 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. Over the years, it has steadily gained recognition and expanded its scientific horizons, thanks to the enthusiastic participation of scholars from around the world in its various editions. These editions have been held in Salerno (2004, 2006, 2010, 2014, 2022), Venice (2008, 2012, and 2020 online), 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.

The contributions presented in this volume reflect the latest advancements and cutting-edge research in the field, making it an invaluable resource for scholars, researchers, and practitioners alike. By fostering collaboration and knowledge exchange, MAF2022 continues to play a pivotal role in shaping the future of actuarial sciences and finance.

Weight: 852g
Dimension: 235 x 155 (mm)
ISBN-13: 9783030996376
Edition number: 1st ed. 2022