MAF2022: Mathematical and Statistical Methods for Actuarial Sciences and Finance University of Salerno Fisciano, Italy, April 20-22, 2022 |
Conference website | https://sites.google.com/unisa.it/maf2022/home-page |
Submission link | https://easychair.org/conferences/?conf=maf2022 |
Abstract registration deadline EXTENDED! | January 7, 2022 |
Short Paper submission deadline EXTENDED! | January 7, 2022 |
Notification of Abstract/Paper acceptance | January 23, 2022 |
4/6 page final Short Paper, accepted after peer review, must be sent by | February 6, 2022 |
Due to the COVID-19 pandemic, the MAF2022 conference will be hybrid: speakers in invited and contributed sessions will choose either the in-person, the hybrid or the virtual option. They will be able to change their contribution mode until the 30th of March, according to local regulations and restrictions for the in-person meetings. All the talks of the Conference will be live-streamed for all the conference participants.
The main aim of MAF conference is to promote the interaction between mathematicians and statisticians, in order to provide new theoretical and methodological results, and significant applications in actuarial sciences and finance, exploiting the potential of the interdisciplinary mathematical and statistical approach.
The conference is devoted to a wide variety of topics in actuarial science and finance, all of which are addressed in light of the cooperation between the two quantitative approaches. It is open to both academics and practitioners to encourage their cooperation.
Call for papers
In order to present a contribution, an abstract with a maximum length of 400 words, which will not be published in the Springer book, should be sent according to the deadlines below.
It is also possible to submit a 4/6 page short paper for publication in the MAF Springer book after peer review. Papers must be submitted online through the conference website, closely following the website guidelines for the submission. The templates can be downloaded here using Internet Explorer or Safari search engines.
- Extended Abstract submission January 7, 2022
- Extended 4/6 page paper submission January 7, 2022
- Abstract submission (mandatory) December 20, 2021
- 4/6 page paper submission (facultative) December 20, 2021
- Notification of abstract/paper acceptance January 23, 2022
- 4/6 page final paper, accepted after peer review, must be sent by February 6, 2022
Papers can be submitted here
Topics of interest
Topics of interest include, but not limited to: Actuarial models, Analysis of high frequency financial data, Behavioural finance, Carbon and green finance, Credit risk methods and models, Dynamic optimization in finance, Financial Econometrics, Forecasting of dynamical actuarial and financial phenomena, Fund performance evaluation, Insurance portfolio risk analysis, Interest rate models, Longevity risk, Machine learning and soft-computing in finance, Management in insurance business, Models and methods for financial time series analysis, Models for financial derivatives, Multivariate techniques for financial markets analysis, Neural networks in insurance, Optimization in insurance, Pricing, Probability in actuarial sciences, insurance and finance, Real world finance, Risk management, Solvency analysis, Sovereign risk, Static and dynamic portfolio selection and management, Trading systems.
Committees
Steering Committee
- Marco Corazza | Ca'Foscari University of Venice
- Cira Perna | University of Salerno
- Claudio Pizzi | Ca'Foscari University of Venice
- Marilena Sibillo | University of Salerno
Scientific Committee
- Alessandra AMENDOLA | University of Salerno
- Anna Rita BACINELLO | University of Trieste
- Narayanaswamy BALAKRISHNAN | McMaster University
- Alejandro BALBÁS | Universidad Carlos III de Madrid
- Giovanni BARONE ADESI | Università della Svizzera italiana
- Antonella BASSO | Ca'Foscari University of Venice
- Sergio BIANCHI | University of Cassino and Southern Lazzio
- Monica BILLIO | Ca'Foscari University of Venice
- Marco CORAZZA | Ca'Foscari University of Venice
- Michel DACOROGNA | Prime Re Solutions, Zurich
- Mogens STEFFENSEN | University of Copenhagen
- Valeria D'AMATO | University of Salerno
- Emilia DI LORENZO | University of Naples, Federico II
- Martin ELING | Institute of Insurance Economics - University of St. Gallen
- Giampiero M. GALLO | Corte dei Conti
- Frederic GANNON | Le Havre University
- Francesco GIORDANO | University of Salerno
- Aurea GRANÉ | Universidad Carlos III de Madrid
- Luigi GROSSI | University of Verona
- Dominique GUEGAN | Universitè Paris 1 Panthèon - Sorbonne
- Montserrat GUILLÉN | Universitat de Barcelona
- Steven HABERMAN | City University of London
- Agnieszka JACH | Hanken School of Economincs, Helsinki
- Michele LA ROCCA | University of Salerno
- Florence LEGROS | ICN Business School
- Nicola M.R. LOPERFIDO | University of Urbino
- Bertrand MAILLET | University of La Réunion
- Eliseo NAVARRO | Universidad de Alcalá
- Marcella NIGLIO | University of Salerno
- Anna María OLIVIERI | University of Parma
- Sandra PATERLINI | University of Trento
- Teemu PENNANEN | King's College, London
- Cira PERNA | University of Salerno
- Ermanno PITACCO | University of Trieste
- Claudio PIZZI | Ca'Foscari University of Venice
- Dimitris N. POLITIS | University of California
- Maria RUSSOLILLO | University of Salerno
- Lucio SARNO | City University of London
- Marilena SIBILLO | University of Salerno
- Giuseppe STORTI | University of Salerno
- Costanza TORRICELLI | University of Modena and Reggio Emilia
- Vincent TOUZÉ | SciencesPo
- Carlos VIDAL-MELIA | Universitat de València
Organizing committee
- Diana BARRO | Ca'Foscari University of Venice
- Giovanna BIMONTE | University of Salerno
- Antonio NAIMOLI | University of Salerno
- Martina NARDON | Ca'Foscari University of Venice
- Francesca PARPINEL | Ca'Foscari University of Venice
Technical Committee
- Maria Rizzo | University of Salerno
- Pasquale Sabatino | University of Salerno
Invited Speakers
- Elsa Maria Fornero
Honorary Professor - University of TurinScientific Coordinator of CeRP - Collegio Carlo AlbertoVice President of SHARE and of the Observatoire Européen de L’Épargne (OEE)
“Reform, Inform, Educate”: a new paradigm for the sustainability of pension systems
- Michel Dacorogna
Prime Re Solutions - Zug, Switzerland
Pro-Cyclicality Beyond Business Cycles: The Case of Traditional Risk Measurements
- Massimiliano Caporin
University of Padua
Realized Covariance Modeling, Forecast Error Variance Decompositions and a Model-Based Diebold-Yilmaz Index
- Marcello Galeotti
University of Florence
Applications of game theory to risk models: evolutionary and cooperative approaches
Program
The Final Program is now available here
Publication
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Short papers (4-6 pages) accepted after peer review will appear in the MAF2022 Book by Springer. Papers must be submitted online through the conference website, closely following the website guidelines for the submission available here.
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After the Conference authors have the opportunity to submit an extended version of the short paper to the Special Issue "Computational Issues in Insurance and Finance” of the journal Computation, edited by MDPI. The submission is free of charge for MAF2022 participants. The manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website by October, 31 2022, according to the authors’ guidelines that can be found here.
Fees and Registration
At least one of the authors of an accepted contribution must register and pay the conference fees within February 18, 2022, to have it included in the final program and in the Springer book. Each author can present at most one paper.
Registration by February 18, 2022
- Regular early fee 100 EUR
- Student early fee 70 EUR
Registration after February 18, 2022
- Regular late fee 140 EUR
- Student late fee 100 EUR
Registration includes attendance at the Conference sessions and coffee breaks for those attending in presence. Lunch tickets can be purchased onsite.
Register here.
Social Program
According to the Covid-19 epidemiological situation, the social dinner is scheduled for April 21, 2022.
Accomodation
The University of Salerno (University Campus) is about 13 km from Salerno city center. It is possible to stay either near the campus or in the city; in the latter case, the campus can be reached using regular buses.
Those who want to stay in Salerno can take advantage of the Grand Hotel Salerno's convention with the Maf conference. In this case, the form and instructions for reservations are here.
For accomodation:
www.google.it/maps/search/Hotel/@40.7754749,14.7715384,13.13z
Venue
The Conference will be located at the University of Salerno, Via Giovanni Paolo II, 132 - 84085 Fisciano (Salerno, Italy)
Contact
All questions about submissions should be emailed to maf22@unisa.it
Sponsors
- Dipartimento di Scienze Economiche e Statistiche (DiSES)
- Università degli Studi di Salerno
- Università Ca' Foscari Venezia
- Associazione per la Matematica Applicata alle Scienze Economiche e Sociali (AMASES)
- Società Italiana di Statistica (SIS)
- Springer
- Consiglio Nazionale degli Attuari
- Mathematics - Open Access Journal by MDPI