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A Celebration of the Ties That Bind Us: Connections Between Actuarial Science and Mathematical Finance

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ISBN: 9783038427339 9783038427346 Year: Pages: 216 DOI: 10.3390/books978-3-03842-734-6 Language: English
Publisher: MDPI - Multidisciplinary Digital Publishing Institute
Subject: Business and Management
Added to DOAB on : 2018-02-22 12:19:25
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Abstract

The articles in this volume are contributed by scholars who are not only experts in areas of Actuarial Science (AS) and Mathematical Finance (MF), but also those who present diverse perspectives from both industry and academia. Topics from multiple areas, such as Stochastic Modeling, Credit Risk, Monte Carlo Simulation, and Pension Valuation, among others, that were maybe thought to be the domain of one type of risk manager, are shown time and again to have deep value to other areas of risk management as well. The articles in this collection, in my opinion, contribute techniques, ideas, and overviews of tools that folks in both AS and MF will find useful and interesting to implement in their work. It is also my hope that this collection will inspire future collaboration between those who seek an interdisciplinary approach to risk management.

Advanced Mathematical Methods: Theory and Applications

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ISBN: 9783039282463 9783039282470 Year: Pages: 198 DOI: 10.3390/books978-3-03928-247-0 Language: English
Publisher: MDPI - Multidisciplinary Digital Publishing Institute
Subject: Physics (General) --- Science (General)
Added to DOAB on : 2020-04-07 23:07:08
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The many technical and computational problems that appear to be constantly emerging in various branches of physics and engineering beg for a more detailed understanding of the fundamental mathematics that serves as the cornerstone of our way of understanding natural phenomena. The purpose of this Special Issue was to establish a brief collection of carefully selected articles authored by promising young scientists and the world's leading experts in pure and applied mathematics, highlighting the state-of-the-art of the various research lines focusing on the study of analytical and numerical mathematical methods for pure and applied sciences.

Keywords

ultraparabolic equation --- ultradiffusion process --- probabilistic representation --- mathematical finance --- linear elastostatics --- layer potentials --- fredholmian operators --- fractional differential equations --- fractional derivative --- Abel-type integral --- time delay --- distributed lag --- gamma distribution --- macroeconomics --- Keynesian model --- integral transforms --- Laplace integral transform --- transmutation operator --- generating operator --- integral equations --- differential equations --- operational calculus of Mikusinski type --- Mellin integral transform --- fractional derivative --- fractional integral --- Mittag–Leffler function --- Riemann–Liouville derivative --- Caputo derivative --- Grünwald–Letnikov derivative --- space-time fractional diffusion equation --- fractional Laplacian --- subordination principle --- Mittag-Leffler function --- Bessel function --- exterior calculus --- exterior algebra --- electromagnetism --- Maxwell equations --- differential forms --- tensor calculus --- Fourier Theory --- DFT in polar coordinates --- polar coordinates --- multidimensional DFT --- discrete Hankel Transform --- discrete Fourier Transform --- Orthogonality --- multispecies biofilm --- biosorption --- free boundary value problem --- heavy metals toxicity --- method of characteristics --- relativistic diffusion equation --- Caputo fractional derivatives of a function with respect to another function --- Bessel-Riesz motion --- Mittag–Leffler function --- matrix function --- Schur decomposition --- Laplace transform --- fractional calculus --- central limit theorem --- anomalous diffusion --- stable distribution --- fractional calculus --- power law --- n/a

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