Mathematical and Statistical Methods for Actuarial Sciences and Finance

Event Type
Conference
Organizer
Ca' Foscari University of Venice, Venice (Italy) & University of Salerno, Salerno (Italy)
Date
Time

This conference will be held from April 10 to April 12, 2012 in Venice (Italy).

Venue
Istituto Veneto di Scienze Lettere ed Arti (Venice, Italy)
Description

*** AIM ***
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.

*** DEADLINES ***
Interested people should submit an abstract (no more than one page) from November 1, 2011 to December 30, 2011. Proposals should be submitted electronically through the website: http://maf2012.unive.it. Contributors will be notified the acceptance of their proposals by January 31, 2012.
Then, a paper should be electronically uploaded by March 30, 2012.

*** SCIENTIFIC COMMITTEE ***
Chris ADCOCK - University of Sheffield (UK); Alessandra AMENDOLA - University of Salerno (I); Anna Rita BACINELLO - University of Trieste (I); Narayanaswamy BALAKRISHNAN - McMaster University (CAN); Giovanni BARONE ADESI - University of Lugano (CH); Antonella BASSO - Ca Foscari University of Venice (I); Sergio BIANCHI - University of Cassino (I); Elio CANESTRELLI - Ca' Foscari University of Venice (I); Giovanni CASTELLANI - Istituto Veneto di Scienze Lettere ed Arti (I); Marco CORAZZA (Chair) - Ca' Foscari University of Venice (I); Emilia DI LORENZO - University of Naples Federico II (I); Martin ELING - University of Ulm (D); Steven HABERMAN - City University London (UK); Giampiero GALLO - University of Florence (I); Miche LA ROCCA - University of Salerno (I); Marco LI CALZI - Ca' Foscari University of Venice (I); Nicola LOPERFIDO - University of Urbino (I); Sheri MARKOSE - University of Essex (UK); Eliseo NAVARRO - University of Alcalà (E); Marcella NIGLIO - University of Salerno (I); Annamaria OLIVIERI - Università di Parma (I); Cira PERNA - University of Salerno (I); Paolo PIANCA - Ca' Foscari University of Venice (I); Ermanno PITACCO - University of Trieste (I); Claudio PIZZI (Chair) - Ca' Foscari University of Venice (I); Isabella PROCIDANO - Ca' Foscari University of Venice (I); Sheldon M. ROSS - University of California, Berkeley (USA); Marilena SIBILLO - University of Salerno (I); Giuseppe STORTI - University of Salerno (I); Cosimo Damiano VITALE - University of Salerno (I)

*** ORGANIZERS ***
– Department of Economics – Ca' Foscari University of Venice, Venice (Italy) – Department of Economics and Statistical Sciences – University of Salerno, Salerno (Italy)

For further information see the Conference website (http://maf2012.unive.it/).