eMAF2020

eMAF2020 
Mathematical and Statistical Methods for Actuarial Sciences and Finance
18, 22 and 25 September, 2020 – Remote Conference

eMAF2020 - 18, 22 and 25 September, 2020

This international conference was born in Salerno (Italy) in 2004. Its main aim is to promote the interaction between mathematicians and statisticians, in order to provide new theoretical and methodological results, and significant applications in actuarial sciences and finance, by the capabilities of the interdisciplinary mathematical-and-statistical approach.

The conference covers a wide variety of subjects, both theoretical and empirical, always treated in light of the cooperation between the two quantitative approaches. It is open to both academicians and professionals, to encourage the cooperation.

Previous meetings were organized in Salerno (2004, 2006, 2010, 2014), Venice (2008, 2012), Paris (2016) and Madrid (2018).

Topics of interest

  • Actuarial models
  • Analysis of high frequency financial data
  • Behavioral finance
  • Carbon and green finance
  • Credit risk methods and models
  • Dynamic optimization in finance
  • Financial Econometrics
  • 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
  • Probability in actuarial sciences, insurance and finance
  • Real world finance
  • Risk management
  • Solvency analysis
  • Sovereign risk
  • Static and dynamic portfolio selection and management
  • Trading systems

Organizers

Ca' Foscari University of Venice - Department of Economics
University of Salerno

Partners

ASSOCIAZIONE PER LA MATEMATICA APPLICATA ALLE SCIENZE ECONOMICHE E SOCIALI (AMASES)
CFE Network - Computational and Financial Econometrics
EGONON - Risk Management and Advisor
SIS - Società Italiana di Statistica
Springer
VERA - Venice centre in Economic and Risk Analytics for public policies