Matteo Brachetta - Author Profile

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Brachetta, Matteo

Author ID:	brachetta.matteo
Published as:	Brachetta, Matteo; Brachetta, M.

Documents Indexed:	6 Publications since 2019
Co-Authors:	6 Co-Authors with 6 Joint Publications
	118 Co-Co-Authors

all top 5

2	Insurance Mathematics & Economics
1	Finance and Stochastics
1	Communications in Nonlinear Science and Numerical Simulation
1	Decisions in Economics and Finance
1	Mathematics and Financial Economics

6	Game theory, economics, finance, and other social and behavioral sciences (91-XX)
5	Systems theory; control (93-XX)
4	Probability theory and stochastic processes (60-XX)

4 Publications have been cited 38 times in 27 Documents	Cited by ▼	Year ▼
Optimal proportional reinsurance and investment for stochastic factor models. Zbl 1410.91257 Brachetta, Matteo; Ceci, C.	22	2019
A BSDE-based approach for the optimal reinsurance problem under partial information. Zbl 1452.91264 Brachetta, Matteo; Ceci, C.	9	2020
Optimal reinsurance and investment in a diffusion model. Zbl 1444.91191 Brachetta, Matteo; Schmidli, Hanspeter	6	2020
A stochastic control approach to public debt management. Zbl 1498.91267 Brachetta, M.; Ceci, C.	1	2022
A stochastic control approach to public debt management. Zbl 1498.91267 Brachetta, M.; Ceci, C.	1	2022
A BSDE-based approach for the optimal reinsurance problem under partial information. Zbl 1452.91264 Brachetta, Matteo; Ceci, C.	9	2020
Optimal reinsurance and investment in a diffusion model. Zbl 1444.91191 Brachetta, Matteo; Schmidli, Hanspeter	6	2020
Optimal proportional reinsurance and investment for stochastic factor models. Zbl 1410.91257 Brachetta, Matteo; Ceci, C.	22	2019

all top 5

4	Brachetta, Matteo
3	Ceci, Claudia
3	Yuan, Yu
2	Han, Xia
2	Liang, Zhibin
2	Ma, Jingtang
2	Zhang, Caibin
1	Acciaio, Beatrice
1	Albrecher, Hansjörg
1	Bai, Lihua
1	Bai, Yanfei
1	Barucci, Emilio
1	Bäuerle, Nicole
1	Bensalem, Sarah
1	Biagini, Francesca
1	Callegaro, Giorgia
1	Chen, Dengsheng
1	Chen, Lv
1	Chen, Shumin
1	Colaneri, Katia
1	Cretarola, Alessandra
1	Fan, Kun
1	Gao, Rui
1	Gu, Ailing
1	Hernández-Santibáñez, Nicolás
1	Hu, Duni
1	Kazi-Tani, Nabil
1	Kong, Xiaoyu
1	Leimcke, Gregor
1	Li, Danping
1	Li, Guoqing
1	Li, Mengjie
1	Li, Zhongfei
1	Liang, Xiaoqing
1	Lu, Yuhua
1	Lu, Zhengyang
1	Lv, You
1	Marazzina, Daniele
1	Park, Kyunghyun
1	Qian, Linyi
1	Schmidli, Hanspeter
1	Sgarra, Carlo
1	Shen, Weiwei
1	Si, Qinrui
1	Siu, Tak Kuen
1	Teng, Ye
1	Tian, Linlin
1	Torrente, Maria-Laura
1	Viens, Frederi G.
1	Wang, Hailong
1	Wang, Kexin
1	Wang, Ning
1	Wong, Hoi Ying
1	Xiao, Helu
1	Xie, Lin
1	Xie, Pengxu
1	Xing, Jie
1	Yan, Tingjin
1	Yang, Wensheng
1	Yang, Zhixin
1	Young, Virginia R.
1	Yuen, Kam Chuen
1	Zhang, Huayue
1	Zhang, Zhimin
1	Zhao, Xia
1	Zhong, Feimin
1	Zhou, Zhongbao

all top 5

4	Insurance Mathematics & Economics
3	Journal of Industrial and Management Optimization
2	Annals of Operations Research
2	Communications in Statistics. Theory and Methods
2	European Journal of Operational Research
2	Finance and Stochastics
2	Scandinavian Actuarial Journal
2	Decisions in Economics and Finance
1	Applied Mathematics and Computation
1	Journal of Applied Probability
1	Communications in Nonlinear Science and Numerical Simulation
1	Quantitative Finance
1	Hacettepe Journal of Mathematics and Statistics
1	Oberwolfach Reports
1	Statistics & Risk Modeling
1	Electronic Research Archive

all top 5

24	Game theory, economics, finance, and other social and behavioral sciences (91-XX)
12	Systems theory; control (93-XX)
7	Calculus of variations and optimal control; optimization (49-XX)
7	Probability theory and stochastic processes (60-XX)
1	General and overarching topics; collections (00-XX)
1	Partial differential equations (35-XX)
1	Statistics (62-XX)
1	Operations research, mathematical programming (90-XX)