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Mathematical and Statistical Methods for Actuarial Sciences and Finance

MAF 2016

  • Marco Corazza
  • Florence Legros
  • Cira Perna
  • Marilena Sibillo

Table of contents

  1. Front Matter
    Pages i-viii
  2. Pilar Abad, Antonio Diaz, Ana Escribano, M. Dolores Robles
    Pages 1-15
  3. Laura Ballester, Ana González-Urteaga
    Pages 17-28
  4. Andrés Benchimol, Irene Albarrán, Juan Miguel Marín, Pablo Alonso-González
    Pages 43-57
  5. Monica Billio, Maddalena Cavicchioli
    Pages 59-72
  6. Roy Cerqueti, Claudio Lupi
    Pages 73-82
  7. Marco Corazza, Francesca Parpinel, Claudio Pizzi
    Pages 83-95
  8. Emilia Di Lorenzo, Albina Orlando, Marilena Sibillo
    Pages 109-118
  9. Dominique Guégan, Bertrand Hassani, Kehan Li
    Pages 119-128
  10. Kossi Gnameho, Juho Kanniainen, Ye Yue
    Pages 129-141
  11. Sergei Sidorov, Andrew Khomchenko, Sergei Mironov
    Pages 157-169

About this book

Introduction

This volume gathers selected peer-reviewed papers presented at the international conference "MAF 2016 – Mathematical and Statistical Methods for Actuarial Sciences and Finance”, held in Paris (France) at the Université Paris-Dauphine from March 30 to April 1, 2016.

The contributions highlight new ideas on mathematical and statistical methods in actuarial sciences and finance. The cooperation between mathematicians and statisticians working in insurance and finance is a very fruitful field, one that yields unique  theoretical models and practical applications, as well as new insights in the discussion of problems of national and international interest.

This volume is addressed to academicians, researchers, Ph.D. students and professionals.

Keywords

Actuarial sciences Insurance Finance Mathematics Statistics

Editors and affiliations

  • Marco Corazza
    • 1
  • Florence Legros
    • 2
  • Cira Perna
    • 3
  • Marilena Sibillo
    • 4
  1. 1.Department of EconomicsCa’ Foscari University of VeniceVeneziaItaly
  2. 2.Département Finance, Audit, Comptabilité et ContrôleICN Business SchoolNancyFrance
  3. 3.Department of Economics and StatisticsUniversity of SalernoFisciano (SA)Italy
  4. 4.Department of Economics and StatisticsUniversity of SalernoFisciano (SA)Italy

Bibliographic information