Claudia Ceci

According to our database, Claudia Ceci authored at least 3 papers between 2001 and 2025.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2025

Optimal Self-Protection via BSDEs for Risk Models with Jump Clusters.

Matteo Brachetta, Giorgia Callegaro, Claudia Ceci, Carlo Sgarra

SIAM J. Control. Optim., 2025

2020

Value Adjustments and Dynamic Hedging of Reinsurance Counterparty Risk.

Claudia Ceci, Katia Colaneri, Rüdiger Frey, Verena Köck

SIAM J. Financial Math., 2020

2001

An approximation method for controlled discrete jump processes under partial observations.

Claudia Ceci, Anna Gerardi, Paola Tardelli

IEEE Trans. Autom. Control., 2001