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Katia Colaneri

1 paper here

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author1

Across the 1 of 1 paper where every author was matched, so the position is known.

fields
  • q-fin.PM1
ORCID 0000-0003-3933-3788
same name
  • Katia Colaneri — 10 papers, h 11

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

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

13 citations · 13 across the 1 of their papers we have counts for

collaborators

1 paper

q-fin.PM2014★ 13 cited

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

Claudia Ceci, Katia Colaneri, Alessandra Cretarola

In this paper we investigate the local risk-minimization approach for a combined financial-insurance model where there are restrictions on the information available to the insuranc…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.