Topical Advisory Panel
Members
Department of Economics and Business Studies, University of Genova, 16126 Genova, GE, Italy
Interests: machine learning; portfolio optimization; bayesian networks; networks analysis
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Interests: machine learning; portfolio optimization; bayesian networks; networks analysis
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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
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Interests: longevity risk and stochastic mortality modelling; actuarial pricing of variable annuities; pension valuation; actuarial mathematics
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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
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Interests: financial econometrics; credit risk; financial markets and risk management; derivatives pricing
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Department of Insurance, University of Malta, Msida MSD 2080, Malta
Interests: actuarial science; gambling markets; risk measurement; market inefficiencies; insurance
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Interests: actuarial science; gambling markets; risk measurement; market inefficiencies; insurance
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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
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Interests: stochastic processes; stochastic models; financial and insurance risk; risk management
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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
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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
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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
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Interests: derivative securities pricing; term structure of interest rates; model risk; quantitative finance techniques; credit risk modelling; computational finance
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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
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Interests: singular stochastic control; optimal stopping; free-boundary problems; impulse control; stochastic games; real options; mathematical finance; mathematical economics; insurance mathematics
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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
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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
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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
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Interests: risk theory; reliability theory; aggregate claim analysis; queueing theory; renewal processes
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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
Institute of Public Affairs, Jagiellonian University, 30-348 Kraków, Poland
Interests: public management; risk management; sustainability; business excellence; auditing; public administration
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Interests: public management; risk management; sustainability; business excellence; auditing; public administration
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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
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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
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Interests: finance; banking
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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
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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 Finance, The Chinese University of Hong Kong, Hong Kong, China
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
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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
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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
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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
Department of Economics, Management and Quantitative Methods, University of Milan, 20122 Milan, Italy
Interests: computational finance; option pricing; stochastic processes; stochastic mortality models
Special Issues, Collections and Topics in MDPI journals
Interests: computational finance; option pricing; stochastic processes; stochastic mortality models
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Federal Reserve Bank of Kansas City,1 Memorial Drive, Kansas City, MO 64198, USA
Interests: macroeconomics; asset pricing
Interests: macroeconomics; asset pricing
Systems Research Institute, Polish Academy of Sciences, Newelska 6, 01-447 Warsaw, Poland
Interests: Monte Carlo simulations; insurance mathematics; fuzzy numbers; statistics; reliability
Interests: Monte Carlo simulations; insurance mathematics; fuzzy numbers; statistics; reliability
Departamento de Fundamentos del Análisis Económico, Facultad de Ciencias Económicas y Empresariales, Universidad de Alicante, 03080 San Vicente del Raspeig, Alicante, Spain
Interests: volatility models; copulas; risk management
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Interests: volatility models; copulas; risk management
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Department of Accounting and Financial Audit, Poznań University of Economics and Business, Al. Niepodległości 10, 61-875 Poznań, Poland
Interests: internal audit in the organization; internal control in the organization; IT systems in accounting; external audit; reporting within the entity; accounting theory; intangible assets and intellectual capital, Internal audit, sustainable accounting (accounting for sustainable development); financial reporting; non-financial reporting
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Interests: internal audit in the organization; internal control in the organization; IT systems in accounting; external audit; reporting within the entity; accounting theory; intangible assets and intellectual capital, Internal audit, sustainable accounting (accounting for sustainable development); financial reporting; non-financial reporting
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Department of Econometrics, Wroclaw University of Economics and Business, ul. Komandorska 118/120, 53-345 Wroclaw, Poland
Interests: econometrics; data analysis; marketing
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Interests: econometrics; data analysis; marketing
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