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
Department of Finance, John Molson School of Business, Concordia University, Montréal, QC, Canada
Interests: credit derivatives; option pricing under transaction costs; market power in derivatives markets
Special Issues, Collections and Topics in MDPI journals
Interests: credit derivatives; option pricing under transaction costs; market power in derivatives markets
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
Special Issues, Collections and Topics in MDPI journals
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
Special Issues, Collections and Topics in MDPI journals
Interests: derivatives pricing; risk management; applied mathematics
Special Issues, Collections and Topics in MDPI journals
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
Department of Statistical and Actuarial Sciences, Western University, London, ON N6A 5B7, Canada
Interests: multivariate analysis; data science; distribution theory; phase-type models; computational statistics; extreme value theory; copulas
Interests: multivariate analysis; data science; distribution theory; phase-type models; computational statistics; extreme value theory; copulas
Department of Economics and Business, Universidad de Almería, La Cañada de San Urbano, s/n, 04120 Almería, Spain
Interests: financial mathematics; intertemporal choice; financial products
Special Issues, Collections and Topics in MDPI journals
Interests: financial mathematics; intertemporal choice; financial products
Special Issues, Collections and Topics in MDPI journals
Department of Socio-Economic and Mathematical-Statistical Sciences, University of Torino, Corso Unione Sovietica 218/bis, 10134 Torino, Italy
Interests: actuarial mathematics; insurance; risk management; longevity risk; asset-liability management; financial mathematics; corporate finance
Special Issues, Collections and Topics in MDPI journals
Interests: actuarial mathematics; insurance; risk management; longevity risk; asset-liability management; financial mathematics; corporate finance
Special Issues, Collections and Topics in MDPI journals
Department of Finance and Accounting, Faculty of Economics and Social Sciences, University of Latvia, LV-1586 Riga, Latvia
Interests: FinTech; digital transformation; cryptoassets; banking; pension systems
Special Issues, Collections and Topics in MDPI journals
Interests: FinTech; digital transformation; cryptoassets; banking; pension systems
Special Issues, Collections and Topics in MDPI journals
Department of Economics, University of Cantabria, 39005 Santander, Cantabria, Spain
Interests: distribution theory; economic inequality; risk analysis; multivariate analysis; data science
Special Issues, Collections and Topics in MDPI journals
Interests: distribution theory; economic inequality; risk analysis; multivariate analysis; data science
Special Issues, Collections and Topics in MDPI journals
Institute of Insurance Economics, University of St. Gallen, 9010 St. Gallen, Switzerland
Interests: risk management; life insurance; normative decision theory; behavioral insurance; strategic and value-based management of insurance companies; insurance regulation; capital allocation and risk-adjusted performance measurement; pricing models for insurance risks; innovative reinsurance solutions; valuation and management of financial guarantees; sales management; old-age provision; dynamic financial analysis and asset-liability-management
Interests: risk management; life insurance; normative decision theory; behavioral insurance; strategic and value-based management of insurance companies; insurance regulation; capital allocation and risk-adjusted performance measurement; pricing models for insurance risks; innovative reinsurance solutions; valuation and management of financial guarantees; sales management; old-age provision; dynamic financial analysis and asset-liability-management
Department of Actuarial Studies and Business Analytics, Macquarie University, Sydney, NSW 2109, Australia
Interests: modelling extreme events; dependence modelling; state–space models; Monte Carlo methods; optimal stochastic control; machine learning methods
Special Issues, Collections and Topics in MDPI journals
Interests: modelling extreme events; dependence modelling; state–space models; Monte Carlo methods; optimal stochastic control; machine learning methods
Special Issues, Collections and Topics in MDPI journals
Department of Actuarial Studies and Business Analytics, Macquarie Business School, Macquarie University, Sydney, NSW 2109, Australia
Interests: mathematical finance; actuarial science; quantitative risk management; applications of stochastic processes; filtering and control; applied statistics; quantitative analytics
Special Issues, Collections and Topics in MDPI journals
Interests: mathematical finance; actuarial science; quantitative risk management; applications of stochastic processes; filtering and control; applied statistics; quantitative analytics
Special Issues, Collections and Topics in MDPI journals
Department of Mathematical Sciences, University of Copenhagen, Universitetsparken 5, DK-2100 Copenhagen Ø, Denmark
Interests: life insurance mathematics; asset-liability management; optimal asset allocation; personal finance and insurance; stochastic control theory
Special Issues, Collections and Topics in MDPI journals
Interests: life insurance mathematics; asset-liability management; optimal asset allocation; personal finance and insurance; stochastic control theory
Special Issues, Collections and Topics in MDPI journals
Department of Mathematics and Statistics, University of Calgary, Calgary, AB T2N 1N4, Canada
Interests: mathematical finance; energy finance; stochastic modelling; risk theory; random evolutions and their applications; modeling high-frequency and algorithmic trading; deep and machine learning in quantitative finance
Special Issues, Collections and Topics in MDPI journals
Interests: mathematical finance; energy finance; stochastic modelling; risk theory; random evolutions and their applications; modeling high-frequency and algorithmic trading; deep and machine learning in quantitative finance
Special Issues, Collections and Topics in MDPI journals
Faculty of Economics and Social Sciences, University of Hamburg, 20146 Hamburg, Germany
Interests: financial econometrics; mathematical finance; economics of risk and insurance
Special Issues, Collections and Topics in MDPI journals
Interests: financial econometrics; mathematical finance; economics of risk and insurance
Special Issues, Collections and Topics in MDPI journals
Department of Mathematics, ETH Zürich, 8092 Zürich, Switzerland
Interests: mathematical finance; machine learning in finance; rough analysis
Interests: mathematical finance; machine learning in finance; rough analysis
Department of Finance, University of North Carolina at Charlotte, 9201 University City Blvd., Charlotte, NC 28223, USA
Interests: asset pricing; risk management; Knightian uncertainty; derivative and insurance market
Special Issues, Collections and Topics in MDPI journals
Interests: asset pricing; risk management; Knightian uncertainty; derivative and insurance market
Special Issues, Collections and Topics in MDPI journals
Department of Mathematics, University of Connecticut, 341 Mansfield Road, Storrs, CT 06269-1009, USA
Interests: Copula models and dependencies; elliptical distributions and their applications; managing post-retirement assets; longevity risks and annuitization; risk measures and capital requirements; applications of financial economics in actuarial science; competing risks models; survival analysis
Special Issues, Collections and Topics in MDPI journals
Interests: Copula models and dependencies; elliptical distributions and their applications; managing post-retirement assets; longevity risks and annuitization; risk measures and capital requirements; applications of financial economics in actuarial science; competing risks models; survival analysis
Special Issues, Collections and Topics in MDPI journals
Louvain Finance Center & CORE, Université Catholique de Louvain, 1348 Louvain-la-Neuve, Belgium
Interests: credit risk modelling; counterparty risk; stochastic calculus; information theory
Special Issues, Collections and Topics in MDPI journals
Interests: credit risk modelling; counterparty risk; stochastic calculus; information theory
Special Issues, Collections and Topics in MDPI journals
1. Department of Actuarial Science, Faculty of Business and Economics (HEC Lausanne), University of Lausanne, Chamberonne—Extranef, 1015 Lausanne, Switzerland
2. Swiss Finance Institute, University of Lausanne, 1015 Lausanne, Switzerland
Interests: actuarial science; insurance economics; risk management; strategic management
2. Swiss Finance Institute, University of Lausanne, 1015 Lausanne, Switzerland
Interests: actuarial science; insurance economics; risk management; strategic management
Faculty of Economics and Management, Free University of Bozen-Bolzano, 39100 Bozen-Bolzano, Italy
Interests: asset allocation; financial; risk management; financial engineering
Special Issues, Collections and Topics in MDPI journals
Interests: asset allocation; financial; risk management; financial engineering
Special Issues, Collections and Topics in MDPI journals
Department of Statistics and Actuarial Science, University of Waterloo, Waterloo, ON N2L 3G1, Canada
Interests: quantitative finance; actuarial science; quantitative risk management; portfolio theory; stochastic optimization
Interests: quantitative finance; actuarial science; quantitative risk management; portfolio theory; stochastic optimization
Global Management Studies, Ted Rogers School of Management, Toronto Metropolitan University, Toronto, ON M5G 2C3, Canada
Interests: statistical machine learning; explainable data analytics; risk modeling; rate making; multivariate statistical methods; time series analysis; predictive analytics; health informatics; biosignal analysis
Special Issues, Collections and Topics in MDPI journals
Interests: statistical machine learning; explainable data analytics; risk modeling; rate making; multivariate statistical methods; time series analysis; predictive analytics; health informatics; biosignal analysis
Special Issues, Collections and Topics in MDPI journals
Department of Statistics, The Chinese University of Hong Kong, Shatin, N.T., Hong Kong, China
Interests: actuarial science and mathematical finance; analysis and applied mathematics; probability theory and stochastic analysis; statistical theory and data analytics
Interests: actuarial science and mathematical finance; analysis and applied mathematics; probability theory and stochastic analysis; statistical theory and data analytics
Department of Mathematics, Faculty of Engineering Science, Kansai University, 3-3-35 Yamate-cho, Suita-shi, Osaka 564-8680, Japan
Interests: stochastic processes; optimal stopping; optimal stochastic control; risk theory; applied probability; actuarial science
Interests: stochastic processes; optimal stopping; optimal stochastic control; risk theory; applied probability; actuarial science
Department of Financial and Actuarial Mathematics, Xi'an Jiaotong-Liverpool University, Suzhou 215123, China
Interests: actuarial science; equity linked insurance products; optimal insurance strategy; mathematical finance; applications of AI and data science in insurance and actuarial science
Special Issues, Collections and Topics in MDPI journals
Interests: actuarial science; equity linked insurance products; optimal insurance strategy; mathematical finance; applications of AI and data science in insurance and actuarial science
Special Issues, Collections and Topics in MDPI journals
College of Technology Management, National Tsing Hua University, Hsinchu 300044, Taiwan
Interests: financial institutions; risk management and insurance; derivatives markets; catastrophe risk
Interests: financial institutions; risk management and insurance; derivatives markets; catastrophe risk
Department of Mathematics, Western Michigan University, Kalamazoo, MI 49008, USA
Interests: financial mathematics and risk management
Special Issues, Collections and Topics in MDPI journals
Interests: financial mathematics and risk management
Special Issues, Collections and Topics in MDPI journals
