Colaneri, Katia
- The Zakai equation of nonlinear filtering for jump-diffusion observation: existence and uniqueness
2012/10/16 by Claudia Ceci, Ceci, Claudia, Katia Colaneri +1 · 2 citations
Computer Science · Earth and Planetary Sciences · Medicine · #60J60 #60J75 #93E11 #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Medical Imaging Techniques and Applications #Probability (math.PR) #Seismic Imaging and Inversion Techniques
- Optimal Reinsurance and Investment under Common Shock Dependence Between\n Financial and Actuarial Markets
2021/05/16 by Claudia Ceci, Ceci, Claudia, Katia Colaneri +3 · 2 citations
Decision Sciences · Economics, Econometrics and Finance · Social Sciences · #FOS: Economics and business #Insurance and Financial Risk Management #Insurance, Mortality, Demography, Risk Management #Mathematical Finance (q-fin.MF) #Portfolio Management (q-fin.PM) #Risk and Portfolio Optimization
- Optimal investment and proportional reinsurance in a regime-switching market model under forward preferences
2021/06/25 by Colaneri, Katia, Cretarola, Alessandra, Salterini, Benedetta · 1 citation
#60G55 #60J60 #91B30 #93E20 #FOS: Economics and business #Portfolio Management (q-fin.PM)
- Optimal investment and reinsurance under exponential forward preferences
2022/10/19 by Katia Colaneri, Alessandra Cretarola, Colaneri, Katia +3 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · Social Sciences · #60G55 #60J60 #91B30 #93E20 #FOS: Economics and business #Insurance and Financial Risk Management #Insurance, Mortality, Demography, Risk Management #Mathematical Finance (q-fin.MF) #Portfolio Management (q-fin.PM) #Probability and Risk Models
- Classical solutions of the Backward PIDE for Markov Modulated Marked Point Processes and Applications to CAT Bonds
2019/03/18 by Colaneri, Katia, Frey, Rüdiger · 1 citation
#FOS: Mathematics #Probability (math.PR)
- Portfolio and reinsurance optimization under unknown market price of risk
2024/08/14 by Claudia Ceci, Katia Colaneri, Ceci, Claudia +1 · 1 citation
Economics, Econometrics and Finance · #FOS: Economics and business #Insurance and Financial Risk Management #Portfolio Management (q-fin.PM)