Pubblicazioni

Locally Risk-Minimizing Hedging of Counterparty Risk for Portfolio of Credit Derivatives

2020 - APPLIED MATHEMATICS AND OPTIMIZATION
Bo, Lijun; Ceci, Claudia

Unit-linked life insurance policies: Optimal hedging in partially observable market models

2017 - INSURANCE MATHEMATICS & ECONOMICS
Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra

Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization

2015 - INSURANCE MATHEMATICS & ECONOMICS
Ceci, Claudia; Colaneri, Katia; A., Cretarola

Local risk-minimization under restricted information on asset prices

2015 - ELECTRONIC JOURNAL OF PROBABILITY
Ceci, Claudia; Colaneri, Katia; Alessandra, Cretarola

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