000 02912nam a22002775i 4500
001 92577
005 20240205114859.0
010 _a978-3-030-99638-3
_dcompra
090 _a92577
100 _a20231023d2022 k||y0pory50 ba
101 0 _aeng
102 _aCH
200 1 _aMathematical and statistical methods for actuarial sciences and finance
_bDocumento eletrónico
_eMAF 2022
_gedited by Marco Corazza ... [et al.]
210 _aCham
_cSpringer
_d2022
215 _aXIV, 443 p.
_cil.
303 _aThe cooperation and contamination among mathematicians, statisticians and econometricians working in actuarial sciences and finance are improving the research on these topics and producing numerous meaningful scientific results. This volume 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. Due to the COVID-19 pandemic, the conference, to which this book is related, was organized in a hybrid form by the Department of Economics and Statistics of the University of Salerno, with the partnership of the Department of Economics of Cà Foscari University of Venice, and was held from 20 to 22 April 2022 in Salerno (Italy) MAF2022 is the tenth edition of an international biennial series of scientific meetings, started in 2004 on the initiative of the Department of Economics and Statistics of the University of Salerno. It has established itself internationally with gradual and continuous growth and scientific enrichment. The effectiveness of this idea has been proven by the wide participation in all the editions, which have been held in Salerno (2004, 2006, 2010, 2014, 2022), Venice (2100, 2012 and 2020 online), Paris (2016) and Madrid (2018). This book covers a wide variety of subjects: artificial intelligence and machine learning in finance and insurance, behavioural 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, real-world finance, risk analysis and management, trading systems, and others. This volume is a valuable resource for academics, PhD students, practitioners, professionals and researchers. Moreover, it is also of interest to other readers with quantitative background knowledge.
606 _aActuarial science
606 _aStatistics 
606 _aSocial sciences
_xMathematics
680 _aHG8779-8793
702 _958494
_aCorazza
_bMarco
_4340
801 0 _aPT
_gRPC
856 4 _uhttps://doi.org/10.1007/978-3-030-99638-3
942 _2lcc
_cF
_n0