| Optimal proportional reinsurance and investment for stochastic factor models M Brachetta, C Ceci Insurance: Mathematics and Economics 87, 15-33, 2019 | 37 | 2019 |
| A BSDE-based approach for the optimal reinsurance problem under partial information M Brachetta, C Ceci Insurance: Mathematics and Economics 95, 1-16, 2020 | 15 | 2020 |
| Optimal excess-of-loss reinsurance for stochastic factor risk models M Brachetta, C Ceci Risks 7 (2), 48, 2019 | 13 | 2019 |
| Optimal reinsurance and investment in a diffusion model M Brachetta, H Schmidli Decisions in Economics and Finance 43 (1), 341-361, 2020 | 12 | 2020 |
| A stochastic control approach to public debt management M Brachetta, C Ceci Mathematics and Financial Economics 16 (4), 749-778, 2022 | 5 | 2022 |
| Optimal reinsurance problem under fixed cost and exponential preferences M Brachetta, C Ceci Mathematics 9 (4), 295, 2021 | 4 | 2021 |
| Optimal reinsurance via BSDEs in a partially observable model with jump clusters M Brachetta, G Callegaro, C Ceci, C Sgarra Finance and Stochastics 28 (2), 453-495, 2024 | 3 | 2024 |
| Debt redemption fund and fiscal incentives E Barucci, M Brachetta, D Marazzina Communications in Nonlinear Science and Numerical Simulation 119, 107094, 2023 | 1 | 2023 |
| Optimal reinsurance via bsdes in a partially observable contagion model with jump clusters M Brachetta, G Callegaro, C Ceci, C Sgarra arXiv preprint arXiv:2207.05489, 2022 | 1 | 2022 |
| On the feasibility of a debt redemption fund E Barucci, M Brachetta, D Marazzina Economic Modelling 119, 106141, 2023 | | 2023 |
| Optimal Reinsurance Strategies in a Partially Observable Catastrophic Framework C Ceci, G Callegaro, C Sgarra, M Brachetta | | |
claudia ceciDep. MEMOTEF, University of Rome Sapienza在 uniroma1.it 的电子邮件经过验证
claudia ceciDep. MEMOTEF, University of Rome Sapienza在 uniroma1.it 的电子邮件经过验证