Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra The Föllmer-Schweizer decomposition under incomplete information. (English) Zbl 1394.60055 Stochastics 89, No. 8, 1166-1200 (2017). MSC: 60H05 60G35 60J75 PDFBibTeX XMLCite \textit{C. Ceci} et al., Stochastics 89, No. 8, 1166--1200 (2017; Zbl 1394.60055) Full Text: DOI arXiv
Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra Unit-linked life insurance policies: optimal hedging in partially observable market models. (English) Zbl 1395.91247 Insur. Math. Econ. 76, 149-163 (2017). MSC: 91B30 60G35 60G48 91G20 PDFBibTeX XMLCite \textit{C. Ceci} et al., Insur. Math. Econ. 76, 149--163 (2017; Zbl 1395.91247) Full Text: DOI arXiv
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; Cretarola, Alessandra; Russo, Francesco BSDEs under partial information and financial applications. (English) Zbl 1329.60174 Stochastic Processes Appl. 124, No. 8, 2628-2653 (2014). MSC: 60H10 60H30 91B30 91G80 PDFBibTeX XMLCite \textit{C. Ceci} et al., Stochastic Processes Appl. 124, No. 8, 2628--2653 (2014; Zbl 1329.60174) Full Text: DOI arXiv