Next Article in Journal
Optimal Investment under Cost Uncertainty
Previous Article in Journal
Acknowledgement to Reviewers of Risks in 2017
Previous Article in Special Issue
An Analysis and Implementation of the Hidden Markov Model to Technology Stock Prediction
Article Menu
Issue 1 (March) cover image

Export Article

Open AccessEditorial

Editorial: A Celebration of the Ties That Bind Us: Connections between Actuarial Science and Mathematical Finance

Department of Mathematics, Michigan State University, East Lansing, MI 48823, USA
Received: 5 January 2018 / Revised: 9 January 2018 / Accepted: 9 January 2018 / Published: 15 January 2018
Full-Text   |   PDF [245 KB, uploaded 15 January 2018]

Abstract

In the nearly thirty years since Hans Buhlmann (Buhlmann (1987)) set out the notion of the Actuary of the Third Kind, the connection between Actuarial Science (AS) and Mathematical Finance (MF) has been continually reinforced. As siblings in the family of Risk Management techniques, practitioners in both fields have learned a great deal from each other. The collection of articles in this volume are contributed by scholars who are not only experts in areas of AS and MF, but also those who present diverse perspectives from both industry and academia. Topics from multiple areas, such as Stochastic Modeling, Credit Risk, Monte Carlo Simulation, and Pension Valuation, among others, that were maybe thought to be the domain of one type of risk manager are shown time and again to have deep value to other areas of risk management as well. The articles in this collection, in my opinion, contribute techniques, ideas, and overviews of tools that specialists in both AS and MF will find useful and interesting to implement in their work. It is also my hope that this collection will inspire future collaboration between those who seek an interdisciplinary approach to risk management. View Full-Text
Keywords: actuarial science; mathematical finance; risk management actuarial science; mathematical finance; risk management
This is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. (CC BY 4.0).
SciFeed

Share & Cite This Article

MDPI and ACS Style

Cohen, A. Editorial: A Celebration of the Ties That Bind Us: Connections between Actuarial Science and Mathematical Finance. Risks 2018, 6, 4.

Show more citation formats Show less citations formats

Note that from the first issue of 2016, MDPI journals use article numbers instead of page numbers. See further details here.

Related Articles

Article Metrics

Article Access Statistics

1

Comments

[Return to top]
Risks EISSN 2227-9091 Published by MDPI AG, Basel, Switzerland RSS E-Mail Table of Contents Alert
Back to Top