Special Issue "Advances in Multivariate Analysis and Their Applications in Actuarial and Financial Economics"
Deadline for manuscript submissions: closed (31 March 2021).
Interests: distribution theory; economic inequality; risk analysis; informetrics; multivariate analysis
Interests: risk; insurance; actuarial statistics; long-term care insurance; experience rating; statistical methods for insurance and finance, automobile fraud detection, quantitative methods for risk management; longevity; pension-saving investment; risk analytics
Special Issues and Collections in MDPI journals
The modern multivariate analysis includes all topics and techniques in classical multivariate analysis for modeling different structures and types of data, including factor analysis, cluster analysis, discriminant analysis, regression and multivariate time series, and multivariate discrete and continuous distributions and inferential topics. Other, more recent aspects are functional and high-dimensional data analysis, modeling using copulas, multivariate extreme-value theory, spatial statistics, as well as new challenges in big data and machine learning.
This Special Issue focuses on the applications of all these techniques in insurance and finance. Some applications in insurance include generalized linear models and generalized additive models, specification of multivariate risk distributions, fraud detection, insurance pricing in multivariate settings, individual and collective risk models under dependence, aggregation and capital allocation, multivariate risk and distorted measures, measures in risk assessment, multivariate credibility formulas, big data and machine learning algorithms, etc.
Applications of multivariate analysis in finance include multivariate time series analysis for financial data, financial econometrics, credit scoring techniques, new classes of flexible copulas for modeling financial variables, portfolio selection, multivariate financial risk measures, modeling dependent stock prices and option pricing, market dynamics and prediction, operational risks, etc.
Relevant empirical applications with a financial and/or an insurance content are welcome.
Prof. Dr. José María Sarabia
Prof. Montserrat Guillén
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. Mathematics is an international peer-reviewed open access semimonthly 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 1600 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.
- Multivariate distributions
- Risk measurement
- Portfolio selection
- Heavy tails
- Causal and predictive modeling