Catalogo dei prodotti della ricerca

CECI, CLAUDIA
 Distribuzione geografica
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Continente #
NA - Nord America 90
EU - Europa 88
AS - Asia 29
SA - Sud America 3
Totale 210
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Nazione #
US - Stati Uniti d'America 87
SE - Svezia 34
IT - Italia 31
SG - Singapore 22
GB - Regno Unito 8
IE - Irlanda 5
HK - Hong Kong 4
BR - Brasile 3
IN - India 3
MX - Messico 3
NL - Olanda 3
DE - Germania 2
LV - Lettonia 2
CH - Svizzera 1
FI - Finlandia 1
FR - Francia 1
Totale 210
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Città #
Boardman 43
Rome 15
Los Angeles 9
Singapore 6
Dublin 5
London 5
Seattle 4
Groningen 3
Mexico City 3
Florence 2
Pune 2
San Severo 2
São Paulo 2
Americana 1
Bern 1
Casoria 1
Clifton 1
Empoli 1
Helsinki 1
New Bedfont 1
Nuremberg 1
Shimla 1
Totale 110
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Nome #
Modelling the industrial production of electric and gas utilities through a stochastic the CIR3 model 19
Local risk-minimization under restricted information on asset prices 14
Optimal reinsurance and investment under common shock dependence between financial and actuarial markets 11
Optimal reinsurance via BSDEs in a partially observable model with jump clusters 11
A stochastic control approach to public debt management 10
BSDEs under partial information and financial applications 9
Indifference pricing of pure endowments via BSDEs under partial information 9
Optimal Reinsurance Problem under Fixed Cost and Exponential Preferences 9
Optimal investment-consumption for partially observed jump-diffusions 9
Controlled trees 8
Locally Risk-Minimizing Hedging of Counterparty Risk for Portfolio of Credit Derivatives 8
UTILITY INDIFFERENCE VALUATION FOR JUMP RISKY ASSETS 8
A BSDE-based approach for the optimal reinsurance problem under partial information 8
Optimal reduction of public debt under partial observation of the economic growth 7
Option hedging for high frequency data models 7
AN OPTIMAL STOPPING PROBLEM ARISING FROM A DECISION MODEL WITH MANY AGENTS 7
The Follmer-Schweizer decomposition under incomplete information 7
MIXED OPTIMAL STOPPING AND STOCHASTIC CONTROL PROBLEMS WITH SEMICONTINUOUS FINAL REWARD FOR DIFFUSION PROCESSES 7
A Benchmark Approach to Risk-Minimization under Partial Information 7
Value adjustments and dynamic hedging of reinsurance counterparty risk 7
UNE PROPRIETE FORTE DE BRANCHEMENTS 6
Optimal Excess-of-Loss Reinsurance for Stochastic Factor Risk Models 6
FILTERING OF A MARKOV JUMP PROCESS WITH COUNTING OBSERVATIONS 6
Optimal investment problems with marked point stock dynamics 6
Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization 6
An estimate of the approximation error in the filtering of a discrete jump process 5
SOME RESULTS ABOUT STOPPING TIMES ON THE MARKED TREE SPACE 5
An HJB approach to exponential utility maximization for jump processes 5
An Approximation Method for Controlled Discrete Jump Processes Under Partial Observations 5
CONTROLLED PARTIALLY OBSERVED JUMP PROCESSES: DYNAMICS DEPENDENT ON THE OBSERVED HISTORY 5
EXISTENCE OF OPTIMAL CONTROLS FOR PARTIALLY OBSERVED JUMP PROCESSES 5
A MODEL FOR HIGH FREQUENCY DATA UNDER PARTIAL INFORMATION: A FILTERING APPROACH 5
NONLINEAR FILTERING FOR JUMP DIFFUSION OBSERVATIONS 4
WEALTH OPTIMIZATION AND DUAL PROBLEMS FOR JUMP STOCK DYNAMICS WITH STOCHASTIC FACTOR 4
OPTIMAL CONTROL AND FILTERING OF THE REPRODUCTION LAW OF A BRANCHING PROCESS 4
Optimal proportional reinsurance and investment for stochastic factor models 4
PARTIALLY OBSERVED CONTROL OF A MARKOV JUMP PROCESS WITH COUNTING OBSERVATIONS: EQUIVALENCE WITH THE SEPARATED PROBLEM 4
CONDITIONAL LAW OF A BRANCHING PROCESS OBSERVING A SUBPOPULATION 4
The Zakai equation of nonlinear filtering for jump-diffusion observation: existence and uniqueness 4
Nonlinear Filtering Equation of a Jump Process with Counting Observations 4
MULTITYPE BRANCHING PROCESSES OBSERVING PARTICLES OF A GIVEN TYPE 3
RISK MINIMIZING HEDGING FOR A PARTIALLY OBSERVED HIGH FREQUENCY DATA MODEL 3
THE FILTERING PROBLEM OF A BRANCHING PROCESS GIVEN ITS SPLIT TIMES 3
Unit-linked life insurance policies: Optimal hedging in partially observable market models 3
UTILITY MAXIMIZATION WITH INTERMEDIATE CONSUMPTION UNDER RESTRICTED INFORMATION FOR JUMP MARKET MODELS 3
GKW representation theorem under restricted information. An application to risk-minimization 3
Optimal stopping of branching brownian motion: an estimation about the smallest optimal stopping time 3
null 3
OPTIMAL DESIGN IN NONPARAMETRIC LIFE TESTING 3
Optimal stopping problems with discontinuous reward: Regularity of the value function and viscosity solutions 2
Pricing for geometric marked point processes under partial information: entropy approach 2
REGULARITY OF THE VALUE FUNCTION AND VISCOSITY SOLUTIONS IN OPTIMAL STOPPING PROBLEMS FOR GENERAL MARKOV PROCESSES 2
MODELLING A MULTITYPE BRANCHING BROWNIAN MOTION: FILTERING OF A MEASURE-VALUED PROCESS 2
null 1
Utility-based hedging and pricing with a nontraded asset for jump processes 1
Totale 316
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Categoria #
all - tutte 4.320
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 4.320
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2022/2023201 0 0 0 0 65 51 3 63 7 2 9 1
2023/2024115 7 3 10 12 16 5 6 15 2 39 0 0
Totale 316