Concepedia

Katia Colaneri

KC

11

Publications

221

Citations

10

H-Index

2012

Active since

Affiliations

University of Chieti-Pescara(Current)

University of Perugia

University of Rome Tor Vergata

Vienna University of Economics and Business

Katia Colaneri is an author at University of Chieti-Pescara specializing in finance, business, and asset pricing.

Top concepts

FinanceBusinessAsset PricingEconomicsEngineeringProbabilityInsuranceRisk ManagementFinancial EconomicsStochastic Analysis

Publications per year

2012–2022

11

Publications

11

The Zakai Equation of Nonlinear Filtering for Jump-Diffusion Observations: Existence and Uniqueness

Claudia Ceci, Katia Colaneri · Applied Mathematics & Optimization · 2013 · 38 citations

Zakai Equation, Jump-diffusion Observations, Nonlinear Filtering +5

Nonlinear Filtering for Jump Diffusion Observations

Claudia Ceci, Katia Colaneri · Advances in Applied Probability · 2012 · 36 citations

Engineering, Stochastic Analysis, Stochastic Phenomenon +16

Optimal reinsurance and investment under common shock dependence between financial and actuarial markets

Claudia Ceci, Katia Colaneri, Alessandra Cretarola · Insurance Mathematics and Economics · 2022 · 30 citations

Empirical Finance, Economics, Financial Economics +10

Unit-linked life insurance policies: Optimal hedging in partially observable market models

Claudia Ceci, Katia Colaneri, Alessandra Cretarola · Insurance Mathematics and Economics · 2017 · 19 citations · Full text

Option Pricing, Economics, Optimal Hedging +14

PAIRS TRADING UNDER DRIFT UNCERTAINTY AND RISK PENALIZATION

Sühan Altay, Katia Colaneri, Zehra Eksi · International Journal of Theoretical and Applied Finance · 2018 · 18 citations · Full text

Mathematical Programming, Economics, Portfolio Optimization +14

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