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© 2008

Mathematical and Statistical Methods in Insurance and Finance

  • Cira Perna
  • Marilena Sibillo
Conference proceedings

Table of contents

  1. Front Matter
    Pages I-XIV
  2. Alessandra Amendola, Marcella Niglio, Cosimo Vitale
    Pages 1-9
  3. Diana Barro, Elio Canestrelli, Pierangelo Ciurlia
    Pages 27-34
  4. Sergio Bianchi, Augusto Pianese
    Pages 35-42
  5. Antonella Campana, Paola Ferretti
    Pages 43-51
  6. Marta Cardin, Graziella Pacelli
    Pages 53-60
  7. Rosa Cocozza, Emilia Di Lorenzo, Abina Orlando, Marilena Sibillo
    Pages 75-81
  8. Mariarosaria Coppola, Valeria D’Amato, Marilena Sibillo
    Pages 91-98
  9. Giovanni De Luca, Giorgia Rivieccio, Paola Zuccolotto
    Pages 99-106
  10. Matteo Fini, Davide La Torre
    Pages 113-120
  11. Francesco Giordano, Maria Lucia Parrella
    Pages 121-129
  12. Giuseppe Giordano, Maria Russolillo, Steven Haberman
    Pages 131-138
  13. Luca Grilli, Massimo Alfonso Russo
    Pages 139-147
  14. Susanna Levantesi, Massimiliano Menzietti
    Pages 149-156

About these proceedings

Introduction

The interaction between mathematicians and statisticians reveals to be an effective approach to the analysis of insurance and financial problems, in particular in an operative perspective. The Maf2006 conference, held at the University of Salerno in 2006, had precisely this purpose and the collection here published gathers some of the papers presented at the conference and successively worked out to this aim. They cover a wide variety of subjects in insurance and financial fields, all treated in light of the successful cooperation between the two quantitative methods.

Keywords

ARC Analysis Quantitative Methods STATISTICA Statistical Methods Stochastic Optimization Stochastic model Stochastic models chaos theory data mining modeling nonparametric methods optimization simulation

Editors and affiliations

  • Cira Perna
    • 1
  • Marilena Sibillo
    • 1
  1. 1.Dipartimento di Scienze Economiche e StatisticheUniversità di SalernoItaly

About the editors

Cira Perna has received the Degree in Mathematics from the University of Naples in 1983 and the M. Phil. in Statistics from the CSREAM, University of Naples, in 1985. She had Faculty positions, as Associate Professor, at the University of Calabria (1992-1994) and at the University of Salerno (1994-1999). She has been Professor of Statistics at the University of Salerno since 2000. She has published over 50 technical papers in journals and books. Her current research focuses on non linear time series analysis, artificial neural network models, resampling techniques. She is a member of the Italian Statistical Society and of the IASC. She is also in the board of the ANSET (Italian Time Series Analysis Research Group).

Marilena Sibillo: After graduating in Quantitative Economics at the University of Naples Federico II, she worked at the University of Naples Federico II as a Researcher and taught at the Universities of Sassari and Salerno as Associate Professor. Since 2004 she is Professor in Financial Mathematics. She is author of several papers, mostly in Actuarial Mathematics, published in international specialized journal. At present her research is focused on the risk analysis in actuarial portfolio valuations.

Bibliographic information

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