3 citations · 3 across the 5 of their papers we have counts for
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econ.GN2021
A Stochastic Control Approach to Public Debt Management
Matteo Brachetta, Claudia Ceci
We discuss a class of debt management problems in a stochastic environment model. We propose a model for the debt-to-GDP (Gross Domestic Product) ratio where the government interve…
q-fin.MF2021
Optimal reinsurance problem under fixed cost and exponential preferences
Matteo Brachetta, Claudia Ceci
We investigate an optimal reinsurance problem for an insurance company facing a constant fixed cost when the reinsurance contract is signed. The insurer needs to optimally choose b…