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Claudia Ceci

Identifiers

  • name variant Claudia Ceci 0.60 · backfill

Papers (12)

  1. Optimal excess-of-loss reinsurance for stochastic factor risk models q-fin.MF · 2019 · author #2
  2. Optimal Reduction of Public Debt under Partial Observation of the Economic Growth math.OC · 2019 · author #2
  3. Optimal proportional reinsurance and investment for stochastic factor models q-fin.RM · 2018 · author #2
  4. Risk-Minimizing Hedging of Counterparty Risk q-fin.RM · 2017 · author #3
  5. Unit-linked life insurance policies: optimal hedging in partially observable market models q-fin.MF · 2016 · author #1
  6. The F\"ollmer-Schweizer decomposition under incomplete information math.PR · 2015 · author #1
  7. Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization q-fin.PM · 2014 · author #1
  8. Local risk-minimization under restricted information to asset prices math.PR · 2013 · author #1
  9. A Benchmark Approach to Risk-Minimization under Partial Information q-fin.PM · 2013 · author #1
  10. BSDEs under partial information and financial applications math.PR · 2013 · author #1
  11. The Zakai equation of nonlinear filtering for jump-diffusion observation: existence and uniqueness math.PR · 2012 · author #1
  12. GKW representation theorem and linear BSDEs under restricted information. An application to risk-minimization math.PR · 2012 · author #1

Mentions

  • 1210.4279 #1 · backfill · confidence 0.70 Claudia Ceci
  • 1205.3726 #1 · backfill · confidence 0.70 Claudia Ceci

Frequent Coauthors