Claudia Ceci

1. Optimal reinsurance via BSDEs in a partially observable model with jump clusters
   2022/07/12 by Matteo Brachetta, Brachetta, Matteo, Giorgia Callegaro +5 · 5 citations
   Economics, Econometrics and Finance · Social Sciences · #FOS: Mathematics #Insurance and Financial Risk Management #Insurance, Mortality, Demography, Risk Management #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and financial applications
2. The Zakai equation of nonlinear filtering for jump-diffusion observation: existence and uniqueness
   2012/10/16 by Claudia Ceci, Katia Colaneri, Ceci, Claudia +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
3. A BSDE-based approach for the optimal reinsurance problem under partial\n information
   2019/10/14 by Matteo Brachetta, Claudia Ceci, Brachetta, Matteo +1 · 2 citations
   Decision Sciences · Economics, Econometrics and Finance · Social Sciences · #60G35 #60G57 #60J75 #91B30 #93E20 #FOS: Economics and business #FOS: Mathematics #Insurance and Financial Risk Management #Insurance, Mortality, Demography, Risk Management #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC) #Probability and Risk Models #Risk Management (q-fin.RM)
4. Optimal Reinsurance and Investment under Common Shock Dependence Between\n Financial and Actuarial Markets
   2021/05/16 by Claudia Ceci, Katia Colaneri, Ceci, Claudia +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
5. A Stochastic Control Approach to Public Debt Management
   2021/07/22 by Matteo Brachetta, Claudia Ceci, Brachetta, Matteo +1 · 1 citation
   Economics, Econometrics and Finance · #60J60 #91B64 #93E20 #Economic theories and models #FOS: Economics and business #FOS: Mathematics #Fiscal Policies and Political Economy #General Economics (econ.GN) #Monetary Policy and Economic Impact #Optimization and Control (math.OC)
6. Portfolio and reinsurance optimization under unknown market price of risk
   2024/08/14 by Claudia Ceci, Ceci, Claudia, Katia Colaneri +1 · 1 citation
   Economics, Econometrics and Finance · #FOS: Economics and business #Insurance and Financial Risk Management #Portfolio Management (q-fin.PM)