BRACHETTA, MATTEO
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Risultati 1 - 8 di 8 (tempo di esecuzione: 0.02 secondi).
A BSDE-based approach for the optimal reinsurance problem under partial information
2020-01-01 Brachetta, M.; Ceci, C.
A stochastic control approach to public debt management
2022-01-01 Brachetta, M.; Ceci, C.
Debt redemption fund and fiscal incentives
2023-01-01 Barucci, Emilio; Brachetta, Matteo; Marazzina, Daniele
On the feasibility of a debt redemption fund
2023-01-01 Barucci, Emilio; Brachetta, Matteo; Marazzina, Daniele
Optimal excess-of-loss reinsurance for stochastic factor risk models
2019-01-01 Brachetta, M; Ceci, C.
Optimal proportional reinsurance and investment for stochastic factor models
2019-01-01 Brachetta, M.; Ceci, C.
Optimal reinsurance and investment in a diffusion model
2020-01-01 Brachetta, M.; Schmidli, H.
Optimal reinsurance problem under fixed cost and exponential preferences
2021-01-01 Brachetta, M.; Ceci, C.