List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Optimal reinsurance via BSDEs in a partially observable model with jump clusters Finance and Stochastics | 2024-04-02 | Paper |
| Debt redemption fund and fiscal incentives Communications in Nonlinear Science and Numerical Simulation | 2023-02-23 | Paper |
| A stochastic control approach to public debt management Mathematics and Financial Economics | 2022-09-23 | Paper |
| A BSDE-based approach for the optimal reinsurance problem under partial information Insurance Mathematics & Economics | 2020-11-19 | Paper |
| Optimal reinsurance and investment in a diffusion model Decisions in Economics and Finance | 2020-07-08 | Paper |
| Optimal proportional reinsurance and investment for stochastic factor models Insurance Mathematics & Economics | 2019-06-17 | Paper |
Research outcomes over time
This page was built for person: Matteo Brachetta
