The aim of the Conference MAF 2018 is to promote the interaction between mathematicians, statisticians and econometricians, 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 three quantitative approaches. It is open to both academicians and professionals, to encourage the cooperation between theoreticians and practitioners.
| Keynote speakers | |||
| Steven Haberman
City University of London |
N. Balakrishnan
McMaster University |
Enrique Sentana
CEMFI |
Walter Schachermayer
University of Vienna |
Topics
|
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; |
Important Dates
Submission of Abstracts* December 5th, 2017 (extended)
Submission of Short Papers (facultative)** January 10th, 2018
Notification of acceptance Decision about December 15th, 2017
Submission of the final version of Short Papers December 30th, 2017
Conference April 4th-6th, 2018
Special Issues in The European Journal of Finance *** and Decisions in Economics and Finance ****
* The accepted Abstracts (1 page) will be included in the book of Abstracts
** The accepted Short Papers (4 pages, facultative) will be included in a Springer Volume
*** Authors of papers presented at the conference will be able to submit their extended papers for consideration for a special issue of The European Journal of Finance. A call for papers will be sent to presenting authors after the conference. There will adequate time for authors to revise their work. Submitted papers will be double blind refereed in the usual way. A submission fee will be payable. Papers must conform to the journal’s aims and scope and should comply with the format specified in the notes for authors on the European Journal of Finance website: http://www.tandf.co.uk/journals/authors/rejfauth.asp. Call for papers special issue EJF-MAF2018.
**** Authors of papers presented at the conference will be able to submit their extended papers for consideration for a special issue of Decisions in Economics and Finance through the link https://link.springer.com/journal/10203. The submission will follow the general rules of the Journal. Call for papers special issue DEF-MAF2018
Steering Committee
Marco Corazza, Claudio Pizzi – Univesità Ca’Foscari Venezia
Cira Perna, Marilena Sibillo – Università degli Studi di Salerno
María Durbán, Aurea Grané – Universidad Carlos III de Madrid
Submission instructions
We ask for a 1-page abstract submission. You should send BOTH the .tex file and the .pdf file. Please avoid to include references in the abstract. The deadline to send the abstract is December 1st, 2017. You will receive an e-mail telling if your work has been accepted by the 15th of December. See formatting template for details:
During submission, select if your contribution is part of a contributed or invited session. In case of invited session, fill out the form including the title and organizer of the session.
The official language of the conference is English. All manuscripts will be reviewed and judged on technical strength, originality, significance, quality of presentation, and interest and relevance to the conference attendees.
The paper submission online system is https://www.easychair.org/conferences/?conf=maf2018. Authors will be invited to submit their short paper once the abstract will be accepted.
Contact: maf2018@easychair.org
Sponsors