Salterini, Benedetta
- 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, Colaneri, Katia, Alessandra Cretarola +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