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Mathematical and Statistical Methods for Actuarial Sciences and Finance

MAF 2018

  • Marco Corazza
  • María Durbán
  • Aurea Grané
  • Cira Perna
  • Marilena Sibillo

Table of contents

  1. Front Matter
    Pages i-xvi
  2. Pilar Abad, Antonio Díaz, Ana Escribano, M. Dolores Robles
    Pages 1-5
  3. Giuseppina Albano, Virginia Giorno
    Pages 13-17
  4. Giuseppina Albano, Michele La Rocca, Cira Perna
    Pages 19-23
  5. Irene Albarrán-Lozano, Pablo J. Alonso-González, Aurea Grané
    Pages 25-31
  6. Alessandra Amendola, Manuela Braione, Vincenzo Candila, Giuseppe Storti
    Pages 39-43
  7. Pablo Angulo, Víctor Gallego, David Gómez-Ullate, Pablo Suárez-García
    Pages 51-55
  8. Giovanna Apicella, Michel M. Dacorogna, Emilia Di Lorenzo, Marilena Sibillo
    Pages 57-61
  9. Daniela Arzu, Marcella Lucchetta, Guido Massimiliano Mantovani
    Pages 63-67
  10. David Atance, Eliseo Navarro
    Pages 69-73
  11. Anna Rita Bacinello, Ivan Zoccolan
    Pages 75-80
  12. Fabio Baione, Davide Biancalana, Paolo De Angelis, Ivan Granito
    Pages 81-85
  13. Fabio Baione, Davide Biancalana, Paolo De Angelis, Ivan Granito
    Pages 87-91
  14. Laura Ballester, Rebeca Fernández, Ana González-Urteaga
    Pages 93-96
  15. Francesco Bartolucci, Alessandro Cardinali, Fulvia Pennoni
    Pages 101-105
  16. Francesco Battaglia, Domenico Cucina, Manuel Rizzo
    Pages 107-110
  17. Andrés Gustavo Benchimol, Juan Miguel Marín Diazaraque, Irene Albarrán Lozano, Pablo Jesús Alonso-González
    Pages 111-115
  18. Mauro Bernardi, Paola Stolfi
    Pages 117-120
  19. Alberto Bernardi, Mauro Bernardi
    Pages 121-124
  20. Mauro Bernardi, Michele Costola
    Pages 125-128
  21. Monica Billio, Roberto Casarin, Michele Costola, Lorenzo Frattarolo
    Pages 139-142
  22. Monica Billio, Roberto Casarin, Matteo Iacopini
    Pages 143-147
  23. Monica Billio, Roberto Casarin, Matteo Iacopini
    Pages 149-153
  24. Monica Billio, Roberto Casarin, Luca Rossini
    Pages 155-160
  25. Giovanni Bonaccolto, Massimiliano Caporin, Sandra Paterlini
    Pages 167-171
  26. Stefano Bonini, Giuliana Caivano
    Pages 173-177
  27. Nicola Borri, Rosaria Cerrone, Rosa Cocozza, Domenico Curcio
    Pages 185-189
  28. Manuela Braione, Davide De Gaetano
    Pages 191-197
  29. Maria Francesca Carfora, Fabio Martinelli, Francesco Mercaldo, Albina Orlando, Artsiom Yautsiukhin
    Pages 199-202
  30. Leopoldo Catania, Stefano Grassi, Francesco Ravazzolo
    Pages 203-207
  31. Roy Cerqueti, Massimiliano Giacalone, Demetrio Panarello
    Pages 209-212
  32. Riccardo Cesari, Vieri Mosco
    Pages 213-218
  33. Indradeb Chatterjee, Angus S. Macdonald, Pradip Tapadar, R. Guy Thomas
    Pages 219-223
  34. Katia Colaneri, Stefano Herzel, Marco Nicolosi
    Pages 225-229
  35. Mariarosaria Coppola, Maria Russolillo, Rosaria Simone
    Pages 231-235
  36. Marco Corazza, Carla Nardelli
    Pages 237-241
  37. Stefania Corsaro, Valentina De Simone, Zelda Marino, Francesca Perla
    Pages 249-252
  38. David Cortés-Sánchez, Pilar Soriano-Felipe
    Pages 253-257
  39. David Cortés-Sánchez, Pilar Soriano-Felipe
    Pages 259-265
  40. Alessandra Cretarola, Gianna Figà-Talamanca, Marco Patacca
    Pages 273-277

About this book

Introduction

The interaction between mathematicians, statisticians and econometricians working in actuarial sciences and finance is producing numerous meaningful scientific results. This volume introduces new ideas, in the form of four-page papers, presented at the international conference Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF), held at Universidad Carlos III de Madrid (Spain), 4th-6th April 2018.

The book covers a wide variety of subjects in actuarial science and financial fields, all discussed in the context of the cooperation between the three quantitative approaches. The topics include: 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; 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.

This book is a valuable resource for academics, PhD students, practitioners, professionals and researchers, and is also of interest to other readers with quantitative background knowledge.

Keywords

Insurance Finance Statistics Mathematics Econometrics

Editors and affiliations

  • Marco Corazza
    • 1
  • María Durbán
    • 2
  • Aurea Grané
    • 3
  • Cira Perna
    • 4
  • Marilena Sibillo
    • 5
  1. 1.Dept. of EconomicsCa’ Foscari University of VeniceVeneziaItaly
  2. 2.Dept. of StatisticsUniversidad Carlos III de MadridGetafe, MadridSpain
  3. 3.Dept. of StatisticsUniversidad Carlos III de MadridGetafe, MadridSpain
  4. 4.Dept. of Economics and StatisticsUniversity of SalernoFiscianoItaly
  5. 5.Dept. of Economics and StatisticsUniversity of SalernoFiscianoItaly

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-319-89824-7
  • Copyright Information Springer International Publishing AG, part of Springer Nature 2018
  • Publisher Name Springer, Cham
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-319-89823-0
  • Online ISBN 978-3-319-89824-7
  • Buy this book on publisher's site
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