Mathematical and Statistical Methods for Actuarial Sciences and Finance - MAF 2018 (Hardcover, 1st ed. 2018)

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.

General

Imprint:	Springer International Publishing AG
Country of origin:	Switzerland
Release date:	July 2018
First published:	2018
Editors:	Marco Corazza • Maria Durban • Aurea Grane • Cira Perna • Marilena Sibillo
Dimensions:	235 x 155mm (L x W)
Format:	Hardcover
Pages:	518
Edition:	1st ed. 2018
ISBN-13:	978-3-319-89823-0
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Business & Economics > Economics > Econometrics > General Books > Science & Mathematics > Mathematics > Optimization > General
LSN:	3-319-89823-X
Barcode:	9783319898230

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