The interaction between mathematicians statisticians and econometricians working in actuarial
sciences and finance is producing numerous meaningful scientific results. This volume
introduces new ideas in the form of four-page papers presented at the international
conference Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF) held
at Universidad Carlos III de Madrid (Spain) 4th-6th April 2018. The book covers a wide variety
of subjects in actuarial science and financial fields all discussed in the context of the
cooperation between the three quantitative approaches. The topics include: actuarial models
analysis of high frequency financial data behavioural 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. This book is a valuable
resource for academics PhD students practitioners professionals and researchers and is also
of interest to other readers with quantitative background knowledge.
