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The book develops the capabilities arising from the cooperation between mathematicians and statisticians working in insurance and finance fields. It gathers some of the papers presented at the conference MAF2010, held in Ravello (Amalfi coast), and successively, after a reviewing process, worked out to this aim.

Finance -- Statistical methods -- Congresses. --- Insurance -- Mathematical models -- Congresses. --- Business & Economics --- Economic Theory --- Mathematics. --- Business. --- Management science. --- Insurance. --- Economics, Mathematical. --- Statistics. --- Economic theory. --- Macroeconomics. --- Quantitative Finance. --- Statistics, general. --- Business and Management, general. --- Economic Theory/Quantitative Economics/Mathematical Methods. --- Macroeconomics/Monetary Economics//Financial Economics. --- Finance. --- Funding --- Funds --- Economics --- Currency question --- Economic theory --- Political economy --- Social sciences --- Economic man --- Statistical analysis --- Statistical data --- Statistical methods --- Statistical science --- Mathematics --- Econometrics --- Assurance (Insurance) --- Coverage, Insurance --- Indemnity insurance --- Insurance coverage --- Insurance industry --- Insurance protection --- Mutual insurance --- Underwriting --- Finance --- Trade --- Management --- Commerce --- Industrial management --- Economics, Mathematical . --- Statistics . --- Quantitative business analysis --- Problem solving --- Operations research --- Statistical decision --- Mathematical economics --- Methodology --- Economics.

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Quantitative methods (economics) --- Economics --- Complex analysis --- Operational research. Game theory --- Mathematical statistics --- Financial analysis --- Business economics --- stochastische analyse --- complexe analyse (wiskunde) --- economie --- statistiek --- verzekeringen --- financiële analyse --- informatietechnologie --- econometrie

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The interaction between mathematicians and statisticians working in the actuarial and financial fields is producing numerous meaningful scientific results. This volume, comprising a series of four-page papers, gathers new ideas relating to mathematical and statistical methods in the actuarial sciences and finance. The book covers a variety of topics of interest from both theoretical and applied perspectives, including: actuarial models; alternative testing approaches; behavioral finance; clustering techniques; coherent and non-coherent risk measures; credit-scoring approaches; data envelopment analysis; dynamic stochastic programming; financial contagion models; financial ratios; intelligent financial trading systems; mixture normality approaches; Monte Carlo-based methodologies; multicriteria methods; nonlinear parameter estimation techniques; nonlinear threshold models; particle swarm optimization; performance measures; portfolio optimization; pricing methods for structured and non-structured derivatives; risk management; skewed distribution analysis; solvency analysis; stochastic actuarial valuation methods; variable selection models; and time series analysis tools. This book will be of value for academics, PhD students, practitioners, professionals, and researchers. It will also be of interest to other readers with some quantitative background knowledge.

Statistical science --- Quantitative methods (economics) --- Finance --- Financial law --- Mathematical statistics --- Mathematics --- Financial analysis --- Investment management --- financieel management --- time series analysis --- statistiek --- investeringen --- financiën --- bankwezen --- financiële analyse --- wiskunde --- financieel recht --- statistisch onderzoek --- oplosmiddelen --- Mathematics. --- Finance. --- Mathematical statistics. --- Mathématiques --- Finances --- Statistique mathématique --- EPUB-LIV-FT LIVMATHE LIVSTATI SPRINGER-B

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The interaction between mathematicians and statisticians reveals to be an effective approach to the analysis of insurance and financial problems, in particular in an operative perspective. The Maf2006 conference, held at the University of Salerno in 2006, had precisely this purpose and the collection here published gathers some of the papers presented at the conference and successively worked out to this aim. They cover a wide variety of subjects in insurance and financial fields, all treated in light of the successful cooperation between the two quantitative methods.

Quantitative methods (economics) --- Economics --- Complex analysis --- Operational research. Game theory --- Mathematical statistics --- Financial analysis --- Business economics --- stochastische analyse --- complexe analyse (wiskunde) --- economie --- statistiek --- verzekeringen --- financiële analyse --- informatietechnologie --- econometrie