Topical Advisory Panel
Members
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 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 Economics and Business Studies, University of Genova, 16126 Genova, GE, Italy
Interests: machine learning; portfolio optimization; bayesian networks; networks analysis
Special Issues, Collections and Topics in MDPI journals
Interests: machine learning; portfolio optimization; bayesian networks; networks analysis
Special Issues, Collections and Topics in MDPI journals
Department of Economics and Statistical Science, University of Naples Federico II, 80138 Naples, Italy
Interests: longevity risk and stochastic mortality modelling; actuarial pricing of variable annuities; pension valuation; actuarial mathematics
Special Issues, Collections and Topics in MDPI journals
Interests: longevity risk and stochastic mortality modelling; actuarial pricing of variable annuities; pension valuation; actuarial mathematics
Special Issues, Collections and Topics in MDPI journals
Department of Economics, Statistics and Finance, University of Calabria, Ponte Bucci, 87030 Rende, Italy
Interests: financial econometrics; credit risk; financial markets and risk management; derivatives pricing
Special Issues, Collections and Topics in MDPI journals
Interests: financial econometrics; credit risk; financial markets and risk management; derivatives pricing
Special Issues, Collections and Topics in MDPI journals
Department of Mathematics for Economic, Financial and Actuarial Sciences, Catholic University of Milan, 20123 Milan, Italy
Interests: actuarial science; complex networks
Special Issues, Collections and Topics in MDPI journals
Interests: actuarial science; complex networks
Special Issues, Collections and Topics in MDPI journals
Department of Insurance, University of Malta, Msida MSD 2080, Malta
Interests: actuarial science; gambling markets; risk measurement; market inefficiencies; insurance
Special Issues, Collections and Topics in MDPI journals
Interests: actuarial science; gambling markets; risk measurement; market inefficiencies; insurance
Special Issues, Collections and Topics in MDPI journals
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
Special Issues, Collections and Topics in MDPI journals
Interests: stochastic processes; stochastic models; financial and insurance risk; risk management
Special Issues, Collections and Topics in MDPI journals
Faculty of Actuarial Science & Insurance, Bayes Business School, University of London, 106 Bunhill Row, London EC1Y 8TZ, UK
Interests: numerical methods: transform techniques and Monte Carlo simulation; stochastic asset modelling; exotic derivatives; commodity markets; actuarial science
Special Issues, Collections and Topics in MDPI journals
Interests: numerical methods: transform techniques and Monte Carlo simulation; stochastic asset modelling; exotic derivatives; commodity markets; actuarial science
Special Issues, Collections and Topics in MDPI journals
Department of Mathematics and Statistics, York University, Toronto, ON M3J 1P3, 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, Collections and Topics in MDPI journals
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, Collections and Topics in MDPI journals
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, Collections and Topics in MDPI journals
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, Collections and Topics in MDPI journals
School of Mathematical and Physical Sciences, University of Technology Sydney, Ultimo, NSW 2007, Australia
Interests: derivative securities pricing; term structure of interest rates; model risk; quantitative finance techniques; credit risk modelling; computational finance
Special Issues, Collections and Topics in MDPI journals
Interests: derivative securities pricing; term structure of interest rates; model risk; quantitative finance techniques; credit risk modelling; computational finance
Special Issues, Collections and Topics in MDPI journals
Center for Mathematical Economics, IMW, Bielefeld University, PO Box 10 01 31, 33 501 Bielefeld, Germany
Interests: singular stochastic control; optimal stopping; free-boundary problems; impulse control; stochastic games; real options; mathematical finance; mathematical economics; insurance mathematics
Special Issues, Collections and Topics in MDPI journals
Interests: singular stochastic control; optimal stopping; free-boundary problems; impulse control; stochastic games; real options; mathematical finance; mathematical economics; insurance mathematics
Special Issues, Collections and Topics in MDPI journals
Department of Economics and Statistics, University of Siena, Piazza San Francesco 7/8, 53100 Siena, Italy
Interests: stochastic optimal control theory in finite and infinite dimension; problems with delay; stochastic partial differential equations; viscosity solutions of PDEs; singular stochastic control and optimal stopping
Special Issues, Collections and Topics in MDPI journals
Interests: stochastic optimal control theory in finite and infinite dimension; problems with delay; stochastic partial differential equations; viscosity solutions of PDEs; singular stochastic control and optimal stopping
Special Issues, Collections and Topics in MDPI journals
School of Risk and Actuarial Studies, University of New South Wales, Sydney 2052, Australia
Interests: risk theory; reliability theory; aggregate claim analysis; queueing theory; renewal processes
Special Issues, Collections and Topics in MDPI journals
Interests: risk theory; reliability theory; aggregate claim analysis; queueing theory; renewal processes
Special Issues, Collections and Topics in MDPI journals
Department of Econometrics and Business Statistics, Monash University, Melbourne 3800, Australia
Interests: quantitative finance; actuarial mathematics; stochastic dynamics; nonlinear dynamics; control and systems theory; mathematical modelling, optimization; uncertainty; risk-based decision making
Interests: quantitative finance; actuarial mathematics; stochastic dynamics; nonlinear dynamics; control and systems theory; mathematical modelling, optimization; uncertainty; risk-based decision making
Quartier UNIL-Chamberonne, Université de Lausanne (HEC), 1015 Lausanne, Switzerland
Interests: life and pension insurance; actuarial data science; asset-liability management; risk sharing; optimal asset allocation; insurance contract design
Interests: life and pension insurance; actuarial data science; asset-liability management; risk sharing; optimal asset allocation; insurance contract design
Faculty of Economics and Business Administration, Department of Finance, Babes-Bolyai University, 400591 Cluj-Napoca, Romania
Interests: finance; financial analysis; business performance; corporate governance; economic and financial crimes
Special Issues, Collections and Topics in MDPI journals
Interests: finance; financial analysis; business performance; corporate governance; economic and financial crimes
Special Issues, Collections and Topics in MDPI journals
Institute of Public Affairs, Jagiellonian University, 30-348 Kraków, Poland
Interests: public management; risk management; sustainability; business excellence; auditing; public administration
Special Issues, Collections and Topics in MDPI journals
Interests: public management; risk management; sustainability; business excellence; auditing; public administration
Special Issues, Collections and Topics in MDPI journals
Department of Applied Mathematics, Bucharest University of Economic Studies, 6 Romana Sq., District 1, 010734 Bucharest, Romania
Interests: statistics; risk theory; information theory; operations research; risk measures; entropy measures; actuarial science; financial mathematics
Special Issues, Collections and Topics in MDPI journals
Interests: statistics; risk theory; information theory; operations research; risk measures; entropy measures; actuarial science; financial mathematics
Special Issues, Collections and Topics in MDPI journals
Cyprus International Institute of Management, University of Cyprus, 2151 Nicosia, Cyprus
Interests: finance; banking
Special Issues, Collections and Topics in MDPI journals
Interests: finance; banking
Special Issues, Collections and Topics in MDPI journals
Division of Consumer Science, White Lodging-J.W. Marriot, Jr. School of Hospitability & Tourism Management, Purdue University, West Lafayette, IN 47907, USA
Interests: fintech; machine learning in finance; machine learning in consumer behavior; machine learning and mathematical analysis
Interests: fintech; machine learning in finance; machine learning in consumer behavior; machine learning and mathematical analysis
Department of Methods and Models for Economics, Territory and Finance, Sapienza University of Rome, 00184 Rome, Italy
Interests: bayesian inference; quantile regression; tail risk measures and models; time series
Special Issues, Collections and Topics in MDPI journals
Interests: bayesian inference; quantile regression; tail risk measures and models; time series
Special Issues, Collections and Topics in MDPI journals
Department of Business Administration, Faculty of Economics and Business Administration, "Dunarea de Jos" University of Galati, 800008 Galati, Romania
Interests: corporate finance; financial management; financial analysis; firms’ funding; financial forecasting; investments
Interests: corporate finance; financial management; financial analysis; firms’ funding; financial forecasting; investments
Italian National Research Council, Institute for Applied Mathematics "Mauro Picone", Piazzale Aldo Moro, 7, Rome, Italy
Interests: mathematical models for insurance sciences; risk management in life insurance; stochastic mortality models; cyber risk management and cyber insurance
Interests: mathematical models for insurance sciences; risk management in life insurance; stochastic mortality models; cyber risk management and cyber insurance
Department of Statistics and Actuarial Science, University of Waterloo, Waterloo, ON N2L 3G1, Canada
Interests: longevity risk; stochastic mortality modelling; financial risk management
Interests: longevity risk; stochastic mortality modelling; financial risk management
Department of Methods and Models for Economics, Territory and Finance (MEMOTEF), University of Rome Sapienza, 00161 Rome, Italy
Interests: risk analysis of pension annuities; mortality; longevity risk and solvency for life insurance companies
Special Issues, Collections and Topics in MDPI journals
Interests: risk analysis of pension annuities; mortality; longevity risk and solvency for life insurance companies
Special Issues, Collections and Topics in MDPI journals
Department of Mathematics “Tullio Levi-Civita”, University of Padova, via Trieste 63, Padova, Italy
Interests: interest rates; credit risk; arbitrage theory; information modelling; portfolio optimization
Interests: interest rates; credit risk; arbitrage theory; information modelling; portfolio optimization
School of Mathematics and Statistics, Victoria University of Wellington, Gate 6 Kelburn PDE, Wellington 6140, New Zealand
Interests: actuarial science; financial stochastics; optimal capital structure; optimal portfolio; optimal stopping and free-boundary problem of Levy process; applied probability and stochastic modeling; statistical inference for a finite general mixture; regime switching of Markov jump processes
Special Issues, Collections and Topics in MDPI journals
Interests: actuarial science; financial stochastics; optimal capital structure; optimal portfolio; optimal stopping and free-boundary problem of Levy process; applied probability and stochastic modeling; statistical inference for a finite general mixture; regime switching of Markov jump processes
Special Issues, Collections and Topics in MDPI journals
Department of Statistical and Mathematical Methods in Economic, University of Economics in Katowice, 40-287 Katowice, Poland
Interests: financial management economy; finance; wavelet analysis; artificial intelligence; multi-resolution analysis; mathematics; statistics; econometrics; tools statistical analysis of economic processes; forecasting; mathematical economics; spatial econometrics
Interests: financial management economy; finance; wavelet analysis; artificial intelligence; multi-resolution analysis; mathematics; statistics; econometrics; tools statistical analysis of economic processes; forecasting; mathematical economics; spatial econometrics
