The Conference will be held from March 30 to April 1, 2016 at the University Paris-Dauphine, in Paris (France).
ORGANIZERS
- Department Master in Sciences of Organizations – University Paris-Dauphine, Paris (France)
- Department of Economics – Ca' Foscari University of Venice, Venice (Italy)
AIM
The aim of the Conference is to present theoretical and methodological results, and significant applications in Actuarial Sciences, Insurance and Finance by means of the capabilities of the interdisciplinary mathematical-statistical approach.
DEADLINES
Interested people should submit an abstract (no more than two pages) within December 1, 2015. Proposals should be submitted electronically through the website:
http://maf2016-paris.dauphine.fr/. Contributors will be notified the acceptance of their proposals by January 11, 2016. Then, a paper should be submit for publication (detailed information will follow).
TOPICS (This list is only indicative)
Actuarial models; Models for financial derivatives; Analysis of high frequency financial data; Multivariate techniques for financial market analysis; Behavioral finance; Carbon and green finance; Optimization in insurance; Credit risk methods and models; Pricing; Dynamic optimization in finance; Real world finance; Forecasting of dynamical actuarial and financial phenomena; Risk management ; Solvency analysis; Fund performance evaluation; Sovereign risk; Insurance portfolio risk analysis; Static and dynamic portfolio selection and management; Interest rate models; Longevity risk; Trading systems; Machine learning and soft-computing in finance; Volatility models; Management in insurance business; Models and methods for financial time series analysis.
PUBLICATIONS
A selection of accepted papers will be published: in a volume edited by an international publisher; in a special issue of the international journals “Mathematical Methods in Economics and Finance”.
CONTACTS