Topical Advisory Panel
Members
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: 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: machine learning; portfolio optimization; bayesian networks; networks analysis
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
Interests: financial econometrics; credit risk; financial markets and risk management; derivatives pricing
Special Issues, Collections and Topics in MDPI journals
Interests: actuarial science; complex networks
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
Interests: stochastic processes; stochastic models; financial and insurance risk; risk management
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
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: 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: 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: 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: 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: risk theory; reliability theory; aggregate claim analysis; queueing theory; renewal processes
Special Issues, Collections and Topics in MDPI journals
Interests: quantitative finance; actuarial mathematics; stochastic dynamics; nonlinear dynamics; control and systems theory; mathematical modelling, optimization; uncertainty; risk-based decision making
Interests: life and pension insurance; actuarial data science; asset-liability management; risk sharing; optimal asset allocation; insurance contract design
Interests: finance; financial analysis; business performance; corporate governance; economic and financial crimes
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
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: finance; banking
Special Issues, Collections and Topics in MDPI journals
Interests: fintech; machine learning in finance; machine learning in consumer behavior; machine learning and mathematical analysis
Interests: bayesian inference; quantile regression; tail risk measures and models; time series
Special Issues, Collections and Topics in MDPI journals
Interests: corporate finance; financial management; financial analysis; firms’ funding; financial forecasting; investments
Interests: mathematical models for insurance sciences; risk management in life insurance; stochastic mortality models; cyber risk management and cyber insurance
Interests: longevity risk; stochastic mortality modelling; financial risk management
Interests: risk analysis of pension annuities; mortality; longevity risk and solvency for life insurance companies
Special Issues, Collections and Topics in MDPI journals
Interests: interest rates; credit risk; arbitrage theory; information modelling; portfolio optimization
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: 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