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~person:"Brachetta, M."
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Brachetta, M.
Fabozzi, Frank J.
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A BSDE-based approach for the optimal reinsurance problem under partial information
Brachetta, M.
;
Ceci, C.
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012419211
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Optimal proportional reinsurance and investment for stochastic factor models
Brachetta, M.
;
Ceci, C.
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 15-33
Persistent link: https://www.econbiz.de/10012058904
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