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Modeling, Analysis and Optimization for Mathematical Finance, Economics and Risks
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Modeling, Analysis, and Optimization for Mathematical Finance, Economics, and Risks is a critical domain that integrates mathematical theory with practical applications to address the complexities of modern financial and economic systems. This special issue focuses on recent studies that are helping to develop sophisticated mathematical models to better understand, predict, and optimize financial markets, economic behaviors, and risk management. These studies, as well as the theoretical results and practical applications contained in this reprint, underscore the importance of a rigorous, quantitative approach to navigate and master the intricacies of these interconnected fields. This synergy not only advances theoretical understanding but also drives practical innovations, ensuring robustness and resilience in a rapidly evolving global landscape of modern quantitative techniques for financial mathematics, actuarial science and operational research.
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Keywords
- (j,m)-core inverse
- (p,q,m)-core inverse
- ambiguity aversion
- ambiguity-aversion
- automobile insurance
- bidimensional perturbed risk model
- Cauchy problem
- change in time
- CIR model
- CoES
- common shock dependence
- consumer studies
- core inverse
- core-EP inverse
- correlated brownian motions
- DC pension plan
- default risk
- dividend payment
- DMP-inverse
- emergency fund
- Estimator
- expected utility
- financial preparedness
- finite-time ruin probability
- generalized additive models
- Gerber–Shiu function
- Hamilton–Jacobi–Bellman equation
- HARA
- heavy-tailed risk model
- HJB equation
- impatient customers
- Inflation
- interest force
- Laguerre series
- local time
- M-CEV model
- Machine learning
- model ambiguity
- optimal debt ratio
- optimal investment
- optimization
- penalty-alternating-direction method
- perturbed diffusion process
- perturbed skew diffusion process
- Poisson process
- portfolio optimization
- pricing strategy
- queuing system
- recurrence
- reflection
- robustness
- rolling of Monte Carlo simulation
- skew diffusion process
- sparsity
- Splines
- stochastic volatility
- Systemic Risk
- tariff analysis
- thema EDItEUR::K Economics, Finance, Business and Management
- thema EDItEUR::K Economics, Finance, Business and Management::KF Finance and accounting
- time-dependent region
- Transience
- two-sided jumps
- uncertainty set
- vine copula grouped model
- 〈i,m〉-core inverse
- 〈p,q,n〉-core inverse
Links
DOI: 10.3390/books978-3-7258-1730-6Editions