activity
20122022
most citedThe Zakai equation of nonlinear filtering for jump-diffusion observation: existence and uniqueness

5 citations · 6 across the 5 of their papers we have counts for

collaborators

10 papers

q-fin.MF20221 cited

Optimal investment and reinsurance under exponential forward preferences

Katia Colaneri, Alessandra Cretarola, Benedetta Salterini

We study the optimal investment and proportional reinsurance problem of an insurance company, whose investment preferences are described via a forward dynamic utility of exponentia…

q-fin.PM2021

Optimal investment and proportional reinsurance in a regime-switching market model under forward preferences

Katia Colaneri, Alessandra Cretarola, Benedetta Salterini

In this paper we study the optimal investment and reinsurance problem of an insurance company whose investment preferences are described via a forward dynamic exponential utility i…

q-fin.PM2021

Optimal Reinsurance and Investment under Common Shock Dependence Between Financial and Actuarial Markets

Claudia Ceci, Katia Colaneri, Alessandra Cretarola

We study optimal proportional reinsurance and investment strategies for an insurance company which experiences both ordinary and catastrophic claims and wishes to maximize the expe…

q-fin.PM2020

Implicit Incentives for Fund Managers with Partial Information

Flavio Angelini, Katia Colaneri, Stefano Herzel +1

We study the optimal asset allocation problem for a fund manager whose compensation depends on the performance of her portfolio with respect to a benchmark. The objective of the ma…

q-fin.PM2019

Optimal Convergence Trading with Unobservable Pricing Errors

Sühan Altay, Katia Colaneri, Zehra Eksi

We study a dynamic portfolio optimization problem related to convergence trading, which is an investment strategy that exploits temporary mispricing by simultaneously buying relati…

q-fin.PM2019

The value of knowing the market price of risk

Katia Colaneri, Stefano Herzel, Marco Nicolosi

This paper presents an optimal allocation problem in a financial market with one risk-free and one risky asset, when the market is driven by a stochastic market price of risk. We s…