This volume is a collection of papers selected and peer reviewed from the more than 100 presented at the International Conference on Mathematical and Statistical Methods for Actuarial Sciences and Finance–MAF2022, held at the University of Salerno from 20 to 22 April 2022. This tenth edition confirms the growing interest of the international scientific community towards the initiative, with about 200 participants, more than 170 scientific contributions proposed in the form of abstracts or papers. Several are the research areas to which the papers are dedicated with a focus on applicability and/or applications of the results: Actuarial models, analysis of high-frequency financial data, behavioural finance, carbon and green finance, credit risk methods and models, dynamic optimization in finance, financial econometrics, forecasting of dynamical actuarial and financial phenomena, fund performance evaluation, insurance portfolio risk analysis, interest rate models, longevity risk, machine learning and soft computing in finance, management in insurance business, models and methods for financial time series analysis, models for financial derivatives, multivariate techniques for financial markets analysis, neural networks in insurance, optimization in insurance, pricing, probability in actuarial sciences, insurance and finance, real-world finance, risk management, solvency analysis, sovereign risk, static and dynamic portfolio selection and management, trading systems.
Mathematical and Statistical Methods for Actuarial Sciences and Finance
Cira Perna
;Marilena Sibillo
2022-01-01
Abstract
This volume is a collection of papers selected and peer reviewed from the more than 100 presented at the International Conference on Mathematical and Statistical Methods for Actuarial Sciences and Finance–MAF2022, held at the University of Salerno from 20 to 22 April 2022. This tenth edition confirms the growing interest of the international scientific community towards the initiative, with about 200 participants, more than 170 scientific contributions proposed in the form of abstracts or papers. Several are the research areas to which the papers are dedicated with a focus on applicability and/or applications of the results: Actuarial models, analysis of high-frequency financial data, behavioural finance, carbon and green finance, credit risk methods and models, dynamic optimization in finance, financial econometrics, forecasting of dynamical actuarial and financial phenomena, fund performance evaluation, insurance portfolio risk analysis, interest rate models, longevity risk, machine learning and soft computing in finance, management in insurance business, models and methods for financial time series analysis, models for financial derivatives, multivariate techniques for financial markets analysis, neural networks in insurance, optimization in insurance, pricing, probability in actuarial sciences, insurance and finance, real-world finance, risk management, solvency analysis, sovereign risk, static and dynamic portfolio selection and management, trading systems.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
