The following pages link to Matteo Brachetta (Q777939):
Displaying 6 items.
- Optimal reinsurance and investment in a diffusion model (Q777940) (← links)
- A BSDE-based approach for the optimal reinsurance problem under partial information (Q2212153) (← links)
- Optimal proportional reinsurance and investment for stochastic factor models (Q2421393) (← links)
- A stochastic control approach to public debt management (Q2675369) (← links)
- Debt redemption fund and fiscal incentives (Q2685775) (← links)
- Optimal reinsurance via BSDEs in a partially observable model with jump clusters (Q6130335) (← links)
