Matteo Brachetta

Matteo Brachetta

Politecnico di Milano - Milano / Italy
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 5178616
Polytechnic University of Milan
person_outline Matteo Brachetta's MOST POPULAR ARTICLES
1-) Optimal proportional reinsurance and investment for stochastic factor modelsM Brachetta, C CeciInsurance: Mathematics and Economics 87, 15-33, 2019362019
2-) A BSDE-based approach for the optimal reinsurance problem under partial informationM Brachetta, C CeciInsurance: Mathematics and Economics 95, 1-16, 2020142020
3-) Optimal excess-of-loss reinsurance for stochastic factor risk modelsM Brachetta, C CeciRisks 7 (2), 48, 2019132019
4-) Optimal reinsurance and investment in a diffusion modelM Brachetta, H SchmidliDecisions in Economics and Finance 43 (1), 341-361, 2020122020
5-) Optimal reinsurance via BSDEs in a partially observable model with jump clustersM Brachetta, G Callegaro, C Ceci, C SgarraFinance and Stochastics 28 (2), 453-495, 202482024