Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization. (English) Zbl 1308.91077 Insur. Math. Econ. 60, 47-60 (2015). MSC: 91B30 60J25 60G35 60G55 PDFBibTeX XMLCite \textit{C. Ceci} et al., Insur. Math. Econ. 60, 47--60 (2015; Zbl 1308.91077) Full Text: DOI arXiv
Ceci, Claudia; Colaneri, Katia The Zakai equation of nonlinear filtering for jump-diffusion observations: existence and uniqueness. (English) Zbl 1291.93303 Appl. Math. Optim. 69, No. 1, 47-82 (2014). MSC: 93E11 60J75 60H10 PDFBibTeX XMLCite \textit{C. Ceci} and \textit{K. Colaneri}, Appl. Math. Optim. 69, No. 1, 47--82 (2014; Zbl 1291.93303) Full Text: DOI arXiv