New Perspectives in Mathematical and Statistical Methods for Actuarial Sciences and Finance
暫譯: 精算科學與金融的數學與統計方法新視野

數學家、統計學家和計量經濟學家在精算科學和金融領域的科學交流正在改善這些主題的研究，並產生許多有意義的科學成果。本卷包含在「精算科學和金融的數學與統計方法新視角」研討會上發表的論文選集。

該研討會是一個為期兩天的學術活動，旨在從理論和應用的角度介紹保險和金融領域數學與統計方法的新想法和創新研究方向。研討會由薩萊諾大學經濟與統計系主辦，於2025年6月27日至28日在意大利薩萊諾舉行。

本書涵蓋了多種主題，包括：社會福祉、保險和金融中的人工智慧與機器學習、銀髮經濟與保險、氣候相關風險與保險、保險科技與金融科技、災難風險、網路風險。

本卷對於學術界、博士生、實務工作者、專業人士和研究人員來說都是一個寶貴的資源。此外，對於具備定量背景知識的其他讀者也具有興趣。

Michele La Rocca is a Full Professor of Statistics at the University of Salerno in Italy. His research areas include empirical likelihood, nonlinear time series, neural networks and deep learning, and resampling techniques, which he has applied to biological and financial data. A crucial aspect of his research is building bridges between data analysis, statistics, and machine learning methods. He is an elected member of ISI and the Charting Committee of the International Symposia on Nonparametric Statistics (ISNPS), an IMS group. He has served as Associate Editor of Computational Statistics and Data Analysis and is now Associate Editor of Statistical Methods and Applications, the journal of the Italian Statistical Society.

Massimiliano Menzietti is Associate Professor of Mathematical Methods for Economics, Finance and Actuarial Sciences at the Department of Economics and Statistics of the University of Salerno (Italy). He got a master degree (cum laude) in Economics at "LUISS - Guido Carli" University of Rome in 1995 and a PhD in Actuarial Science at "Sapienza" University of Rome in 2002.
His primary areas of research are: automatic balance mechanisms in PAYG pension systems; actuarial models for health insurance and health funds, modelling and management of
biometric risks (disability and longevity); pricing of mortality and longevity linked securities; solvency capital requirements for life insurance and pension funds.

Cira Perna is full professor of Statistics at the Department of Economics and Statistics of the University of Salerno (Italy). She was Head of the Department from 2009 to 2018, member of the
Board of Directors of the University of Salerno from 2018 to 2022, and elected member of the Steering committee of the Italian Statistical Society from 2018 to 2020. Since the first edition of the
Conference, in 2004, she is chair of the international conference MAF and guest editor of the associated international journals. Since 2006 she is Editor of the Springer books MAF. Her research
work mainly focuses on non-linear time series, artificial neural network models and resampling techniques. On these topics, she has published numerous papers in national and international
journals. She has participated in several research projects, both at national and international level and she has been a member of several scientific committees of national and international conferences.

Marilena Sibillo is full professor of Mathematical Methods for Economics, Finance and Actuarial Sciences at the University of Salerno and at present adjunct professor of Financial Mathematics at Luiss University in Rome. In 2012 she was awarded as Highly Commended Award Winner at the Literati Network Awards for Excellence and since 2013 she is a Paul Harris Fellow. She had national and international awards related to teaching. Since 2006 she is Editor of the Springer books MAF, and guest editor of international journals, since 2004 chair of the international conference MAF and since 2016 chair of the UNISActuarial School. She is author of more than 100 papers published in international journals and books. Her scientific activity mainly deals with Risk Theory, Analysis and control of the interactions between financial and demographic risks, Variable annuities, Stochastic mortality, Innovative pension contracts, Sustainability in insurance.

Michele La Rocca 是義大利薩萊諾大學的統計學全職教授。他的研究領域包括經驗似然、非線性時間序列、神經網絡和深度學習，以及重抽樣技術，這些技術已應用於生物和金融數據。他研究的一個關鍵方面是建立數據分析、統計學和機器學習方法之間的橋樑。他是國際統計學會（ISI）和國際非參數統計研討會（ISNPS）圖表委員會的當選成員，該委員會屬於IMS組織。他曾擔任《計算統計與數據分析》的副編輯，現在是意大利統計學會期刊《統計方法與應用》的副編輯。

Massimiliano Menzietti 是義大利薩萊諾大學經濟與統計系的經濟學、金融學和精算科學數學方法副教授。他於1995年在羅馬的「LUISS - Guido Carli」大學獲得經濟學碩士學位（優等），並於2002年在羅馬的「Sapienza」大學獲得精算科學博士學位。
他的主要研究領域包括：即時支付（PAYG）養老金系統中的自動平衡機制；健康保險和健康基金的精算模型，生物風險（殘疾和壽命）的建模和管理；與死亡率和壽命相關的證券定價；人壽保險和養老金基金的償付能力資本要求。

Cira Perna 是義大利薩萊諾大學經濟與統計系的統計學全職教授。她曾於2009年至2018年擔任系主任，2018年至2022年擔任薩萊諾大學董事會成員，並於2018年至2020年當選為意大利統計學會的指導委員會成員。自2004年首次舉辦會議以來，她一直擔任國際會議MAF的主席及相關國際期刊的客座編輯。自2006年以來，她是Springer出版的MAF書籍的編輯。她的研究工作主要集中在非線性時間序列、人工神經網絡模型和重抽樣技術上。在這些主題上，她在國內外期刊上發表了多篇論文。她參與了多個國內外的研究項目，並曾是多個國內外會議的科學委員會成員。

Marilena Sibillo 是義大利薩萊諾大學經濟學、金融學和精算科學的數學方法全職教授，目前擔任羅馬LUISS大學的金融數學兼任教授。2012年，她獲得文學網絡卓越獎的高度推薦獎，自2013年以來成為保羅·哈里斯獎學金獲得者。她曾獲得與教學相關的國內外獎項。自2006年以來，她是Springer出版的MAF書籍的編輯，並擔任國際期刊的客座編輯，自2004年以來擔任國際會議MAF的主席，自2016年以來擔任UNIS精算學校的主席。她是超過100篇在國際期刊和書籍上發表的論文的作者。她的科學活動主要涉及風險理論、金融與人口風險之間互動的分析與控制、變額年金、隨機死亡率、創新養老合同、保險的可持續性。