Editorial Board
Please note that the order in which the Editors appear on this page is alphabetical, and follows the structure of the editorial board presented on the MDPI website under information for editors: editorial board responsibilities.
Members
School of Business, Economics and Society, Friedrich-Alexander-University Erlangen-Nürnberg, Lange Gasse 20, D-90403 Nürnberg, Germany
Interests: life insurance; enterprise risk management; regulation and solvency assessment
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Interests: life insurance; enterprise risk management; regulation and solvency assessment
Special Issues, Collections and Topics in MDPI journals
Department of Economics and Management, University of Pavia, 27100 Pavia, Italy
Interests: financial data science; graphical models; network models; financial networks; systemic risk; financial risk management; fintech risk management
Special Issues, Collections and Topics in MDPI journals
Interests: financial data science; graphical models; network models; financial networks; systemic risk; financial risk management; fintech risk management
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Department of Quantitative Methods and TIDES Institute, University of Las Palmas de Gran Canaria, Campus de Tafira s/n, 35017 Las Palmas, Spain
Interests: distributions theory; Bayesian statistics; robustness; Bayesian applications in economics (actuarial, credibility, ruin theory)
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Interests: distributions theory; Bayesian statistics; robustness; Bayesian applications in economics (actuarial, credibility, ruin theory)
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Department of Econometrics, Riskcenter-IREA Universitat de Barcelona Av. Diagonal, 690 08034 Barcelona, Spain
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, Collections and Topics in MDPI journals
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, Collections and Topics in MDPI journals
Department of Statistics and Actuarial Science, The University of Hong Kong, Hong Kong, China
Interests: dependence modeling; computational statistics; data science; quantitative risk management
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Interests: dependence modeling; computational statistics; data science; quantitative risk management
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Department of Accounting and Finance, Bryan School of Business and Economics, University of North Carolina Greensboro, Greensboro, NC 27412, USA
Interests: investments; macroeconomics; asset pricing
Interests: investments; macroeconomics; asset pricing
Department of Statistical Sciences, University of Toronto, 100 St. George Street, Toronto, ON M5S 3G3, Canada
Interests: applied stochastic control; algorithmic and high frequency trading; ambiguity aversion; financial engineering; financial insurance
Interests: applied stochastic control; algorithmic and high frequency trading; ambiguity aversion; financial engineering; financial insurance
Department of Financial Investments and Risk Management, Wroclaw University of Economics and Business, ul. Komandorska 118/120, 53-345 Wroclaw, Poland
Interests: multivariate data analysis; classification; econometrics; financial markets; risk management; machine learning
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Interests: multivariate data analysis; classification; econometrics; financial markets; risk management; machine learning
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School of Mathematics, University of Leeds, Woodhouse Lane, Leeds LS2 9JT, UK
Interests: risk theory; machine learning methods for insurance
Interests: risk theory; machine learning methods for insurance
Department of Economics and Finance, Brunel University of London, Kingston Lane, Uxbridge UB8 3PH, UK
Interests: stock volatility and its volume; commodity prices; finance and growth; macroeconomic uncertainty; models with time-varying coefficients; mutual funds; transmission of memory
Interests: stock volatility and its volume; commodity prices; finance and growth; macroeconomic uncertainty; models with time-varying coefficients; mutual funds; transmission of memory
Department of Statistics, Athens University of Economics and Business, 10434 Athens, Greece
Interests: mixture models; EM algorithm; distribution theory; sports statistics and modelling; Copulas; multivariate count data; discrete valued time series
Interests: mixture models; EM algorithm; distribution theory; sports statistics and modelling; Copulas; multivariate count data; discrete valued time series
Chair for Energy Trading and Finance, University Duisburg-Essen, Universitätsstraße 12, 45141 Essen, Germany
Interests: energy derivatives; quantitative climate finance; financial risk management; financial derivatives
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Interests: energy derivatives; quantitative climate finance; financial risk management; financial derivatives
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Faculty of Operation and Economics of Transport and Communications, University of Zilina, Univerzitna 1, 010 26 Zilina, Slovakia
Interests: financial management; behavioral finance; econometric models; credit risk
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Interests: financial management; behavioral finance; econometric models; credit risk
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1. Institute of Data Science and Behavior Science, Civil Aviation Flight University of China, Guanghan 618307, China
2. Department of Finance, Oklahoma State University, Stillwater, OK 74078, USA
Interests: dynamic asset pricing; fixed income and its derivatives; corporate finance; credit risk and risk management
Special Issues, Collections and Topics in MDPI journals
Interests: dynamic asset pricing; fixed income and its derivatives; corporate finance; credit risk and risk management
Special Issues, Collections and Topics in MDPI journals
ISFA, Université Lyon 1, 50 avenue Tony Garnier, F-69007 Lyon, France
Interests: risk management; insurance; ruin theory; Solvency II; economic capital; entreprise risk management; longevity risk; customer behaviour in insurance
Interests: risk management; insurance; ruin theory; Solvency II; economic capital; entreprise risk management; longevity risk; customer behaviour in insurance
C.A.S.E. Centre for Applied Statistics and Economics, School of Economics and Business Administration, Humbolt Universität zu Berlin, Unter den Linden 6, 10099 Berlin, Germany
Interests: electricity, energy, weather, agricultural markets; quantitative climate finance; insurance and finance; financial derivatives; financial risk management; empirical and computational finance; dimension reduction techniques; extreme value modeling
Interests: electricity, energy, weather, agricultural markets; quantitative climate finance; insurance and finance; financial derivatives; financial risk management; empirical and computational finance; dimension reduction techniques; extreme value modeling
Department of Economics and Statistics, University of Torino, Corso Unione Sovietica 218 bis, I-10134 Torino, Italy
Interests: risk management; credit risk; dependence in financial markets; markets with frictions; insurance applications
Interests: risk management; credit risk; dependence in financial markets; markets with frictions; insurance applications
Mathematics and Statistical Sciences Department, Faculty of Science, University of Alberta, Central Academic Building, Edmonton, AB T6G 2G1, Canada
Interests: mathematical finance and risk; insurance and actuarial science; statistics and stochastic analysis; stochastic differential equations and their applications
Interests: mathematical finance and risk; insurance and actuarial science; statistics and stochastic analysis; stochastic differential equations and their applications
Department of Finance, Imperial College Business School, Imperial College London, London SW7 2AZ, UK
Interests: macro-finance (heterogeneous agent models, portfolio choice, asset pricing); household finance
Interests: macro-finance (heterogeneous agent models, portfolio choice, asset pricing); household finance
ISFA, Lab of Actuarial and Financial Sciences, University Lyon 1, Lyon, France
Interests: actuarial science; risk aggregation; stress tests in insurance; parametric and nonparametric statistical models; policyholder's behaviours
Interests: actuarial science; risk aggregation; stress tests in insurance; parametric and nonparametric statistical models; policyholder's behaviours
Bayes Business School, City St George’s, University of London, London, UK
Interests: machine learning in insurance; structured nonparametric statistics; pension research
Special Issues, Collections and Topics in MDPI journals
Interests: machine learning in insurance; structured nonparametric statistics; pension research
Special Issues, Collections and Topics in MDPI journals
Department of Economics and Management, University of Parma, Via J.F. Kennedy 6, 43125 Parma, Italy
Interests: risk management for life insurance and pension funds, in particular with reference to longevity risk; solvency for life portfolios and pension funds; actuarial perspectives of annuitization and post-retirement choices in pension products; multistate models for the insurances of the person; actuarial pricing of life and health insurance products; actuarial models for the valuation of the life insurance business
Special Issues, Collections and Topics in MDPI journals
Interests: risk management for life insurance and pension funds, in particular with reference to longevity risk; solvency for life portfolios and pension funds; actuarial perspectives of annuitization and post-retirement choices in pension products; multistate models for the insurances of the person; actuarial pricing of life and health insurance products; actuarial models for the valuation of the life insurance business
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1. CWI—Centrum Wiskunde & Informatica, 1098 Amsterdam, The Netherlands
2. DIAM, Delft University of Technology, 2628 Delft, The Netherlands
Interests: risk management; computational finance; scientific computing; applied mathematics; numerical mathematics
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2. DIAM, Delft University of Technology, 2628 Delft, The Netherlands
Interests: risk management; computational finance; scientific computing; applied mathematics; numerical mathematics
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Department of Applied Mathematics, Faculty of Pure and Applied Mathematics, Wrocław University of Science and Technology, 50-370 Wrocław, Poland
Interests: applied probability; stochastic processes; risk theory; mathematical finance; stochastic control and optimization; extreme value theory; options; queueing and population dynamics; equity-linked products; longevity risk
Interests: applied probability; stochastic processes; risk theory; mathematical finance; stochastic control and optimization; extreme value theory; options; queueing and population dynamics; equity-linked products; longevity risk
Operations Research and Information Engineering, Cornell University, 220 Rhodes Hall, Ithaca, NY 14853, USA
Interests: insurance mathematics; ruin theory; path dependent options; point processes
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Interests: insurance mathematics; ruin theory; path dependent options; point processes
Special Issues, Collections and Topics in MDPI journals
Department of Statistical Science, University College London (UCL), London, UK
Interests: quantitative risk management; insurance; computational statistics; machine learning; data analytics; econometrics; computational finance
Special Issues, Collections and Topics in MDPI journals
Interests: quantitative risk management; insurance; computational statistics; machine learning; data analytics; econometrics; computational finance
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Laboratoire de Probabilités, Statistique et Modèlisation (LPSM), Université de Paris, Paris, France
Interests: stochastic control; mean-field control/game; risk management; mathematical finance; machine learning techniques in finance
Interests: stochastic control; mean-field control/game; risk management; mathematical finance; machine learning techniques in finance
School of Business, Stevens Institute of Technology, Hoboken, NJ 07030, USA
Interests: derivatives pricing; risk management; applied mathematics
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Interests: derivatives pricing; risk management; applied mathematics
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Department of Mathematics and Statistics, McMaster University, 1280 Main Street West, Hamilton, ON L8S 4K1, Canada
Interests: optimal investment and pricing in incomplete markets; equilibrium pricing of non-tradable risks; optimal portfolio selection with regulatory constraints; time consistent portfolio management; prospect theory
Special Issues, Collections and Topics in MDPI journals
Interests: optimal investment and pricing in incomplete markets; equilibrium pricing of non-tradable risks; optimal portfolio selection with regulatory constraints; time consistent portfolio management; prospect theory
Special Issues, Collections and Topics in MDPI journals
Department of Mathematical Sciences, University of Copenhagen, 2100 København Ø, Denmark
Interests: interest rate, exchange rate and volatility modelling; optimal portfolio choice for pensions and mortgages; model risk
Special Issues, Collections and Topics in MDPI journals
Interests: interest rate, exchange rate and volatility modelling; optimal portfolio choice for pensions and mortgages; model risk
Special Issues, Collections and Topics in MDPI journals
