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Alessandra Cretarola

Identifiers

  • name variant Alessandra Cretarola 0.60 · backfill

Papers (9)

  1. Carbon-Sensitive Fund Construction and Hedging for Green Unit-Linked Life Insurance q-fin.RM · 2025 · author #2
  2. Unit-linked life insurance policies: optimal hedging in partially observable market models q-fin.MF · 2016 · author #3
  3. The F\"ollmer-Schweizer decomposition under incomplete information math.PR · 2015 · author #3
  4. Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization q-fin.PM · 2014 · author #3
  5. Local risk-minimization under restricted information to asset prices math.PR · 2013 · author #3
  6. A Benchmark Approach to Risk-Minimization under Partial Information q-fin.PM · 2013 · author #3
  7. Local Risk-Minimization under the Benchmark Approach q-fin.PR · 2012 · author #2
  8. GKW representation theorem and linear BSDEs under restricted information. An application to risk-minimization math.PR · 2012 · author #2
  9. Optimal consumption policies in illiquid markets math.PR · 2008 · author #1

Mentions

  • 1511.05465 #3 · backfill · confidence 0.70 Alessandra Cretarola
  • 1406.6902 #3 · backfill · confidence 0.70 Alessandra Cretarola
  • 1312.4385 #3 · backfill · confidence 0.70 Alessandra Cretarola
  • 1307.6036 #3 · backfill · confidence 0.70 Alessandra Cretarola
  • 2509.05676 #2 · arxiv_oai · confidence 0.70 Alessandra Cretarola
  • 1210.2337 #2 · backfill · confidence 0.70 Alessandra Cretarola
  • 1205.3726 #2 · backfill · confidence 0.70 Alessandra Cretarola
  • 0807.0326 #1 · backfill · confidence 0.70 Alessandra Cretarola

Frequent Coauthors