Fifth International Conference MAF 2012 “MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE"

Apr 10 2012 - 00:00
Apr 12 2012 - 23:59
Venue: 

Palazzo Cavalli Franchetti, sestiere San Marco 2842, Venice (Italy).

Short description of the event: 

The main aim of the Conference is to present new theoretical and methodological results, and significant applications in Actuarial Sciences, Insurance and Finance by means of the capabilities of the interdisciplinary mathematical-statistical approach.

*** TOPICS ***
Actuarial models; Analysis of high frequency financial data; Behavioral finance; Carbon and green finance; Credit risk methods and models; Dynamic optimization in finance; 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; Real world finance; Probability in Actuarial Science, Insurance and Finance; Risk management; Solvency analysis; Sovereign risk; Static and dynamic portfolio selection and management; Volatility models.

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