Sfoglia per Autore
Unit-linked life insurance policies: Optimal hedging in partially observable market models
2017-01-01 Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra
The Follmer-Schweizer decomposition under incomplete information
2017-01-01 Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra
Optimal Excess-of-Loss Reinsurance for Stochastic Factor Risk Models
2019-01-01 Brachetta, Matteo; Ceci, Claudia
Optimal proportional reinsurance and investment for stochastic factor models
2019-01-01 Brachetta, Matteo; Ceci, C.
Value adjustments and dynamic hedging of reinsurance counterparty risk
2020-01-01 Ceci, Claudia; Colaneri, Katia; Frey, Rüdiger; Köck, Verena
Locally Risk-Minimizing Hedging of Counterparty Risk for Portfolio of Credit Derivatives
2020-01-01 Bo, Lijun; Ceci, Claudia
Indifference pricing of pure endowments via BSDEs under partial information
2020-01-01 Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra
A BSDE-based approach for the optimal reinsurance problem under partial information
2020-01-01 Brachetta, Matteo; Ceci, Claudia
Optimal reduction of public debt under partial observation of the economic growth
2020-01-01 Callegaro, Giorgia; Ceci, Claudia; Ferrari, Giorgio
Optimal Reinsurance Problem under Fixed Cost and Exponential Preferences
2021-01-01 Brachetta, Matteo; Ceci, Claudia
OPTIMAL REINSURANCE AND INVESTMENT UNDER COMMON SHOCK DEPENDENCE BETWEEN FINANCIAL AND ACTUARIAL MARKETS
2022-01-01 Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra
Modelling the industrial production of electric and gas utilities through a stochastic three-factor model
2022-01-01 Ceci, Claudia; Bufalo, Michele; Orlando, Giuseppe
A Stochastic Control Approach to Public Debt Management
2022-01-01 Brachetta, Matteo; Ceci, Claudia
Regulations hindering or enabling digital innovation?
2023-01-01 Kazemargi., N.; Ceci, C
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