Matteo Brachetta

Available identifiers

zbMath Open brachetta.matteoMaRDI QIDQ777939

List of research outcomes

Publication	Date of Publication	Type
Optimal reinsurance via BSDEs in a partially observable model with jump clusters	2024-04-02	Paper
Debt redemption fund and fiscal incentives	2023-02-23	Paper
A stochastic control approach to public debt management	2022-09-23	Paper
A BSDE-based approach for the optimal reinsurance problem under partial information	2020-11-19	Paper
Optimal reinsurance and investment in a diffusion model	2020-07-08	Paper
Optimal proportional reinsurance and investment for stochastic factor models	2019-06-17	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Matteo Brachetta