Eighth International Conference on MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE

The International Conference MAF 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 in actuarial science and financial fields, all treated in light of the cooperation between the two quantitative approaches. It is open to both academicians and professionals, to encourage the cooperation between theoreticians and practitioners.

The international MAF conference is held every two years. Previous meetings were organized in Salerno (2004, 2006, 2010, 2014), Venice (2008, 2012) and Paris (2016).


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