Matteo Brachetta

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Publications

Citations

101

H-Index

Active since

2019

Affiliations

University of Chieti-Pescara(Current)

Matteo Brachetta is an author at University of Chieti-Pescara specializing in risk management, reinsurance economics, and reinsurance optimization under uncertainty.

ORCID

Publications per year

2019–2023

Publications

Optimal proportional reinsurance and investment for stochastic factor models

Matteo Brachetta, Claudia Ceci · Insurance Mathematics and Economics · 2019 · 41 citations · Full text

Business, Finance, Risk Management +14

A BSDE-based approach for the optimal reinsurance problem under partial information

Matteo Brachetta, Claudia Ceci · Virtual Community of Pathological Anatomy (University of Castilla La Mancha) · 2020 · 19 citations · Full text

Business, Insurance, Insurance Economics +15

Optimal reinsurance via BSDEs in a partially observable model with jump clusters

Matteo Brachetta, Giorgia Callegaro, Claudia Ceci et al. · Finance and Stochastics · 2023 · 15 citations · Full text

Business, Insurance, Risk Management +12

Optimal Excess-of-Loss Reinsurance for Stochastic Factor Risk Models

Matteo Brachetta, Claudia Ceci · Risks · 2019 · 13 citations · Full text

Business, Insurance, Risk Management +17

Optimal reinsurance and investment in a diffusion model

Matteo Brachetta, Hanspeter Schmidli · CINECA IRIS Institutial Research Information System (University of Genoa) · 2020 · 13 citations · Full text

Business, Insurance, Risk Management +14

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