BRACHETTA, MATTEO
BRACHETTA, MATTEO
DIPARTIMENTO DI ECONOMIA
Mostra
records
Risultati 1 - 3 di 3 (tempo di esecuzione: 0.009 secondi).
A BSDE-based approach for the optimal reinsurance problem under partial information
2020-01-01 Brachetta, Matteo; Ceci, Claudia
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.
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| A BSDE-based approach for the optimal reinsurance problem under partial information | 2020 | Brachetta, Matteo; Ceci, Claudia | |
| Optimal Excess-of-Loss Reinsurance for Stochastic Factor Risk Models | 2019 | Brachetta, Matteo; Ceci, Claudia | |
| Optimal proportional reinsurance and investment for stochastic factor models | 2019 | Brachetta, Matteo; Ceci, C. |