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Matteo Brachetta

About Matteo Brachetta

Matteo Brachetta, With an exceptional h-index of 4 and a recent h-index of 4 (since 2020), a distinguished researcher at Politecnico di Milano, specializes in the field of Stochastic Control, Risk Theory, Insurance, Financial Mathematics.

His recent articles reflect a diverse array of research interests and contributions to the field:

Optimal reinsurance via BSDEs in a partially observable model with jump clusters

Debt redemption fund and fiscal incentives

On the feasibility of a debt redemption fund

A stochastic control approach to public debt management

Optimal reinsurance problem under fixed cost and exponential preferences

A BSDE-based approach for the optimal reinsurance problem under partial information

Optimal reinsurance and investment in a diffusion model

Matteo Brachetta Information

University

Position

Department of Mathematics

Citations(all)

84

Citations(since 2020)

84

Cited By

11

hIndex(all)

4

hIndex(since 2020)

4

i10Index(all)

4

i10Index(since 2020)

4

Email

University Profile Page

Google Scholar

Matteo Brachetta Skills & Research Interests

Stochastic Control

Risk Theory

Insurance

Financial Mathematics

Top articles of Matteo Brachetta

Optimal reinsurance via BSDEs in a partially observable model with jump clusters

Finance and Stochastics

2024/4

Matteo Brachetta
Matteo Brachetta

H-Index: 2

Giorgia Callegaro
Giorgia Callegaro

H-Index: 8

Carlo Sgarra
Carlo Sgarra

H-Index: 9

Debt redemption fund and fiscal incentives

Communications in Nonlinear Science and Numerical Simulation

2023/5/1

Matteo Brachetta
Matteo Brachetta

H-Index: 2

Daniele Marazzina
Daniele Marazzina

H-Index: 9

On the feasibility of a debt redemption fund

Economic Modelling

2023/2/1

Matteo Brachetta
Matteo Brachetta

H-Index: 2

Daniele Marazzina
Daniele Marazzina

H-Index: 9

A stochastic control approach to public debt management

Mathematics and Financial Economics

2022/10

Matteo Brachetta
Matteo Brachetta

H-Index: 2

Optimal reinsurance problem under fixed cost and exponential preferences

Mathematics

2021/2/3

Matteo Brachetta
Matteo Brachetta

H-Index: 2

A BSDE-based approach for the optimal reinsurance problem under partial information

Insurance: Mathematics and Economics

2020/11/1

Matteo Brachetta
Matteo Brachetta

H-Index: 2

Optimal reinsurance and investment in a diffusion model

Decisions in Economics and Finance

2020/6

Matteo Brachetta
Matteo Brachetta

H-Index: 2

See List of Professors in Matteo Brachetta University(Politecnico di Milano)