Mathematical and Statistical Methods for Actuarial Sciences and Finance

  • Marco Corazza
  • Claudio Pizzi

Table of contents

  1. Front Matter
    Pages i-ix
  2. Giuseppina Albano, Michele La Rocca, Cira Perna
    Pages 1-12
  3. Alessandra Amendola, Marialuisa Restaino, Luca Sensini
    Pages 13-25
  4. Flavia Barsotti, Simona Sanfelici
    Pages 55-67
  5. Raffaella Calabrese, Francesco Porro
    Pages 89-98
  6. Rosa Cocozza, Antonio De Simone
    Pages 99-110
  7. Ilaria Colivicchi, Gabriella Piscopo, Emanuele Vannucci
    Pages 111-118
  8. Giovanni De Luca, Paola Zuccolotto
    Pages 131-140
  9. Pierre Devolder, Gabriella Piscopo
    Pages 141-150
  10. Emilia Di Lorenzo, Albina Orlando, Marilena Sibillo
    Pages 151-158
  11. Cinzia Franceschini, Nicola Loperfido
    Pages 159-169
  12. Francesco Giordano, Maria Lucia Parrella
    Pages 171-178
  13. Asmerilda Hitaj, Francesco Martinelli, Giovanni Zambruno
    Pages 179-193
  14. Maria Erminia Marina, Marina Resta
    Pages 195-204
  15. Martina Nardon, Paolo Pianca
    Pages 219-230
  16. Marcella Niglio, Cosimo Damiano Vitale
    Pages 231-241
  17. Danilo Pelusi, Massimo Tivegna, Pierluigi Ippoliti
    Pages 243-252
  18. Marco Pirra, Salvatore Forte, Matteo Ialenti
    Pages 253-264
  19. Claudio Pizzi, Francesca Parpinel
    Pages 265-276
  20. Stefano Zedda, Giuseppina Cannas, Clara Galliani
    Pages 303-313

About this book


The interaction between mathematicians and statisticians has been shown to be an effective approach for dealing with actuarial, insurance and financial problems, both from an academic perspective and from an operative one. The collection of original papers presented in this volume pursues precisely this purpose. It covers a wide variety of subjects in actuarial, insurance and finance fields, all treated in the light of the successful cooperation between the above two quantitative approaches.

The papers published in this volume present theoretical and methodological contributions and their applications to real contexts. With respect to the theoretical and methodological contributions, some of the considered areas of investigation are: actuarial models; alternative testing approaches; behavioral finance; clustering techniques; coherent and non-coherent risk measures; credit scoring approaches; data envelopment analysis; dynamic stochastic programming; financial contagion models; financial ratios; intelligent financial trading systems; mixture normality approaches; Monte Carlo-based methods; multicriteria methods; nonlinear parameter estimation techniques; nonlinear threshold models; particle swarm optimization; performance measures; portfolio optimization; pricing methods for structured and non-structured derivatives; risk management; skewed distribution analysis; solvency analysis; stochastic actuarial valuation methods; variable selection models; time series analysis tools. As regards the applications, they are related to real problems associated, among the others, to: banks; collateralized fund obligations; credit portfolios; defined benefit pension plans; double-indexed pension annuities; efficient-market hypothesis; exchange markets; financial time series; firms; hedge funds; non-life insurance companies; returns distributions; socially responsible mutual funds; unit-linked contracts.

This book is aimed at academics, Ph.D. students, practitioners, professionals and researchers. But it will also be of interest to readers with some quantitative background knowledge.


actuarial sciences insurance mathematical methods quantitative finance statistical methods

Editors and affiliations

  • Marco Corazza
    • 1
  • Claudio Pizzi
    • 1
  1. 1.Department of EconomicsCa’ Foscari University of VeniceVeniceItaly

Bibliographic information