Special Issue "Computational Issues in Insurance and Finance"

A special issue of Computation (ISSN 2079-3197). This special issue belongs to the section "Computational Engineering".

Deadline for manuscript submissions: 31 October 2022.

Special Issue Editors

Prof. Dr. Cira Perna
E-Mail Website
Guest Editor
Department of Economics and Statistics, University of Salerno, Via Giovanni Paolo II, 132, 84084 Fisciano, SA, Italy
Interests: non-linear time series; artificial neural networks; resampling techniques
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Prof. Dr. Marilena Sibillo
E-Mail Website
Guest Editor
Department of Economics and Statistics, University of Salerno, Via Giovanni Paolo II, 132, 84084 Fisciano, SA, Italy
Interests: stochastic processes; stochastic models; financial and insurance risk; risk management
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Dr. Giovanna Bimonte
E-Mail Website
Assistant Guest Editor
Department of Economics and Statistics, University of Salerno, Via Giovanni Paolo II, 132, 84084 Fisciano, SA, Italy
Interests: cooperative game theory; environmental; externalities and core; public economics and regulation; general equilibrium model
Special Issues, Collections and Topics in MDPI journals

Special Issue Information

Dear Colleagues,

This Special Issue will publish a set of selected papers from MAF2022—Mathematical and Statistical Methods for Actuarial Sciences and Finance—to be held on 20–22 April 2022 at the University of Salerno (Italy). This Special Issue will focus on computational mathematics and statistics in various fields of Actuarial Sciences and Finance, with a particular focus on interdisciplinary interactions as a source of new knowledge.

Topics of interest include, but are not limited to, 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 the insurance business, models and methods for financial time series analysis, models for financial derivatives, multivariate techniques for financial markets analysis, neural networks in insurance, 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.

Prof. Dr. Cira Perna
Prof. Dr. Marilena Sibillo
Dr. Giovanna Bimonte
Guest Editors

Manuscript Submission Information

Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All papers will be peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.

Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Computation is an international peer-reviewed open access monthly journal published by MDPI.

Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 1400 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.

Published Papers

This special issue is now open for submission.
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