Optimal Reinsurance via BSDEs in a Partially Observable Contagion Model

Explore a 44-minute lecture on optimal reinsurance using Backward Stochastic Differential Equations (BSDEs) in a partially observable contagion model. Delivered by Claudia Ceci at the "Advances in Stochastic Control and Optimal Stopping with Applications in Economics and Finance" meeting, this talk delves into advanced mathematical concepts applied to financial risk management. Gain insights into how BSDEs can be utilized to model and optimize reinsurance strategies in complex, partially observable environments. Recorded by the Centre International de Rencontres Mathématiques in Marseille, France, this presentation offers valuable knowledge for mathematicians, actuaries, and finance professionals interested in cutting-edge approaches to reinsurance optimization.