Santacroce, Marina
Santacroce, Marina
MILANO - Dipartimento di Matematica per le Scienze economiche, finanziarie ed attuariali (DiMSEFA)
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Pricing natural-disasters and climate-change risks: Insights from CAPM with self and externally excited jumps
2026 Radi, Davide; Santacroce, Marina; Trivellato, B.
Forward Backward SDEs Systems for Utility Maximization in Jump Diffusion Models
2024 Santacroce, Marina; Siri, Paola; Trivellato, Barbara
On mean-variance optimal reinsurance-investment strategies in dynamic contagion claims models
2024 Santacroce, Marina; Trivellato, Barbara
| Data di pubblicazione | Titolo | Autore(i) | File |
|---|---|---|---|
| 1-gen-2026 | Pricing natural-disasters and climate-change risks: Insights from CAPM with self and externally excited jumps | Radi, Davide; Santacroce, Marina; Trivellato, B. | |
| 1-gen-2024 | Forward Backward SDEs Systems for Utility Maximization in Jump Diffusion Models | Santacroce, Marina; Siri, Paola; Trivellato, Barbara | |
| 1-gen-2024 | On mean-variance optimal reinsurance-investment strategies in dynamic contagion claims models | Santacroce, Marina; Trivellato, Barbara |