Journal Topic Board

Topic Editors (12)

Prof. Dr. Rolf Poulsen
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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 and Collections in MDPI journals
Prof. Dr. Traian A Pirvu
Website
Department of Mathematics & Statistics, McMaster University, 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 and Collections in MDPI journals
Dr. Marina Resta
Website1 Website2
University of Genova, Italy
Interests: Machine Learning; Portfolio Optimization; Bayesian Networks; Networks Analysis
Special Issues and Collections in MDPI journals
Prof. Dr. Gabriella Piscopo
Website
Department of Economic and Statistical Sciences, University of Naples Federico II, Naples, Italy
Interests: longevity risk and stochastic mortality modelling; actuarial pricing of variable annuities; pension valuation; actuarial mathematics
Special Issues and Collections in MDPI journals
Prof. Dr. Arturo Leccadito
Website
Department of Economics, Statistics and Finance "Giovanni Anania", University of Calabria, Italy
Interests: financial econometrics; credit risk; financial markets and risk management; derivatives pricing
Special Issues and Collections in MDPI journals
Dr. Gian Paolo Clemente
Website
Faculty of Banking, Finance and Insurance, Università Cattolica del Sacro Cuore, Italy
Interests: Capital Requirement for Non-Life Insurance; Reinsurance; Network and Graph Teory
Special Issues and Collections in MDPI journals
Dr. Dominic Cortis
Website
Department of Insurance, University of Malta, Msida MSD 2080, Malta
Interests: actuarial science; gambling markets; risk measurement; market inefficiencies; insurance
Special Issues and Collections in MDPI journals
Dr. Ioannis Kyriakou
Website
Cass Business School, City, University of London, UK
Interests: numerical methods: transform techniques and Monte Carlo simulation; stochastic asset modelling; exotic derivatives; commodity markets; actuarial science
Special Issues and Collections in MDPI journals
Prof. Dr. Edward Furman
Website
Department of Mathematics and Statistics, York University, Toronto, ON, Canada
Interests: distribution theory (e.g., dependence modeling, sums of random variables, factor models, measures of dependence); risk measurement (e.g., risk measures, risk capital allocations); insurance and economic pricing
Special Issues and Collections in MDPI journals
Dr. Luca Di Persio
Website1 Website2
Department of Computer Science, College of Mathematics, University of Verona, strada le Grazie 15 - 37134 Verona, Italy
Interests: stochastic partial differential equations (SPDEs) in both finite and infinite dimensions; asymptotic expansion of finite/infinite integrals; interacting particle systems, random walk in random media; stochastic mean field games with applications in finance; time series analysis with applications in finance; machine learning and mathematical foundations of neural networks with applications in real markets
Special Issues and Collections in MDPI journals
Prof. Dr. Erik Schlögl
Website
School of Mathematical and Physical Sciences, University of Technology Sydney, Australia
Interests: derivative securities pricing; term structure of interest rates; model risk; quantitative finance techniques; credit risk modelling; computational finance
Special Issues and Collections in MDPI journals
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