Publications

List of Publications:

1. Brachetta, M., Callegaro, G., Ceci, C. and Sgarra, C. Optimal reinsurance via BSDEs in a partially observable model with jump clusters ””, 2023, Finance and Stochastics [link]

2. Barucci, E., Brachetta, M. and Marazzina, D. "On the feasibility of a debt redemption fund", 2023, Economic Modelling, 119. [link]

3. Barucci, E., Brachetta, M. and Marazzina, D. "Debt redemption fund and fiscal incentives", 2023, Communications in Nonlinear Science and Numerical Simulation, 119. [link]

4. Brachetta, M. and Ceci, C. “A stochastic control approach to public debt management”. 2022. Math Finan Econ. [link]

5. Brachetta, M. and Ceci, C. “Optimal reinsurance problem under fixed cost and exponential preferences”. 2021, Mathematics, 9(4) [link]

6. Brachetta, M. and Ceci, C. “A BSDE-based approach for the optimal reinsurance problem under partial information”. 2020, Insurance: Mathematics and Economics, 95:1-16 [link]

7. Brachetta, M. and Schmidli, H. “Optimal Reinsurance and Investment in a Diffusion Model”. 2019, Decisions in Economics and Finance. 8:1 – 21 [link]

8. Brachetta, M. and Ceci, C. “Optimal proportional reinsurance and investment for stochastic factor models”. 2019, Insurance: Mathematics and Economics, 87:15 – 33 [link]

9. Brachetta, M. and Ceci, C. “Optimal excess-of-loss reinsurance for stochastic factor risk models”. 2019, Risks, 7(2) [link]