Optimal Reinsurance via BSDEs in a Partially Observable Contagion Model

Optimal Reinsurance via BSDEs in a Partially Observable Contagion Model

Centre International de Rencontres Mathématiques via YouTube Direct link

Claudia Ceci: Optimal reinsurance via BSDEs in a partially observable contagion model

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Claudia Ceci: Optimal reinsurance via BSDEs in a partially observable contagion model

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Optimal Reinsurance via BSDEs in a Partially Observable Contagion Model

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  1. 1 Claudia Ceci: Optimal reinsurance via BSDEs in a partially observable contagion model

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