Mathematical and Statistical Methods for Actuarial Sciences and Finance. MAF 2016

This volume is a collection of referred papers from the several tens presented at the international conference MAF 2016 { Mathematical and Statistical Methods for Actuarial Sciences and Finance. The conference was held in Paris (France), from March 30 to April 1, 2016, at the Université Paris-Dauphine. It was organized by the Executive MBA CHEA - Centre des Hautes Etudes dAssurances and by the Department of Economics of the University Ca' Foscari of Venice (Italy), with the collaboration of the Department of Economics and Statistics of the University of Salerno (Italy). The conference was the seventh of an international biennial series which began in 2004. It was born out of the idea following which the cooperation between mathematicians and statisticians in working in actuarial sciences, in insurance and in nance can improve the research on these themselves topics. The proof of the merits of this idea is the wide participation in all the conferences of the series. In particular, with reference to the 2016 edition: - about 120 attendants, among which academicians, professionals, researchers, and students; - more than 80 accepted communications; - attendants and authors coming from about 15 dierent countries; - 2 plenary keynote lectures. The papers published in this volume present theoretical and methodological contributions and their applications to real contexts. Of course, succes of MAF 2016 would not have been possible without the valuable help of all the members of the Scientic, of the Organizing and of the Local Committees. Finally, we are pleased to inform that the organizing machine of the next edition is yet working: the conference MAF 2018 will be held in Madrid (Spain), from April 4 to 6, 2018 (for details visit the website http://www.est-econ.uc3m.es/maf2018/).

This volume is a collection of referred papers from the several tens that were presented at the international conference MAF 2016—Mathematical and Statistical Methods for Actuarial Sciences and Finance. The conference was held in Paris (France), from March 30 to April 1, 2016, at the Université Paris-Dauphine. It was organized by the Executive MBA CHEA—Centre des Hautes Etudes d’Assurances and by the Department of Economics of the Ca’ Foscari University of Venice (Italy), with the collaboration of the Department of Economics and Statistics of the University of Salerno (Italy). The papers published in this volume present theoretical and methodological contributions and their applications to real contexts.