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
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 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 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
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
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 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
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
Special Issues, Collections and Topics in MDPI journals
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
Special Issues, Collections and Topics in MDPI journals
Interests: volatility models; copulas; risk management
Special Issues, Collections and Topics in MDPI journals
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
Special Issues, Collections and Topics in MDPI journals
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
Special Issues, Collections and Topics in MDPI journals
Department of Econometrics, Wroclaw University of Economics and Business, ul. Komandorska 118/120, 53-345 Wroclaw, Poland
Interests: econometrics; data analysis; marketing
Special Issues, Collections and Topics in MDPI journals
Interests: econometrics; data analysis; marketing
Special Issues, Collections and Topics in MDPI journals
Department of Economics and Management, University of Trento, 38122 Trento, Italy
Interests: applied econometrics; computational statistics; loss models; Monte Carlo methods; quantitative risk management; statistical distributions
Special Issues, Collections and Topics in MDPI journals
Interests: applied econometrics; computational statistics; loss models; Monte Carlo methods; quantitative risk management; statistical distributions
Special Issues, Collections and Topics in MDPI journals
Management School, Lancaster University, Lancaster LA1 4YX, UK
Interests: econometrics; applied econometrics; bayesian techniques in time series and panel data; efficiency and productivity and banking models
Interests: econometrics; applied econometrics; bayesian techniques in time series and panel data; efficiency and productivity and banking models
