Salvatore Federico

University of Bologna — Italy

Economics, Econometrics and Finance · Social Sciences

17h-index972citations118works1.02yr avg
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Research Topics

Stochastic processes and financial applications(66), Economic theories and models(46), Climate Change Policy and Economics(23), Insurance, Mortality, Demography, Risk Management(15), Capital Investment and Risk Analysis(14)

Publications118 total

Partial Regularity of Semiconvex Viscosity Supersolutions to Fully Nonlinear Elliptic HJB Equations and Applications to Stochastic Control
SIAM Journal on Mathematical Analysis·2026Open Access
Linear-Quadratic Mean Field Games in Hilbert Spaces
SIAM Journal on Mathematical Analysis·2025· 1 citedOpen Access
On mean field games in infinite dimension
Journal de Mathématiques Pures et Appliquées·2025· 1 citedOpen Access
Preface to the special issue for Prof. Marcelo Epstein’s 80th birthday
Mathematics and Mechanics of Solids·2025
Foreword to the Special Issue “Advances in optimal control and dynamic games in economics, finance, and insurance” of “Decision in economics and finance”
Decisions in Economics and Finance·2025Open Access
Partial regularity of semiconvex viscosity supersolutions to fully nonlinear elliptic HJB equations and applications to stochastic control
arXiv (Cornell University)·2025Open Access
Multiple equilibria in mean-field game models of firm competition with strategic complementarities
Quantitative Finance·2025· 3 cited
An integral transformation approach to differential games: a climate model application
arXiv (Cornell University)·2025Open Access
High risk aversion Merton's problem without transversality conditions
SSRN Electronic Journal·2025Open Access
Coordinating Bank Dividend and Capital Regulation
SSRN Electronic Journal·2025Open Access
Regulation in a Mean-Field Investment Game with Climate Damage
SSRN Electronic Journal·2025· 1 citedOpen Access
Differential climate games with heterogenous players
SSRN Electronic Journal·2025Open Access
Optimal Control in Infinite Dimensional Spaces and Economic Modeling: State of the Art and Perspectives
SSRN Electronic Journal·2025Open Access
Sensitivity of functionals of McKean-Vlasov SDE's with respect to the initial distribution
arXiv (Cornell University)·2024Open Access
On Mean Field Games in Infinite Dimension
arXiv (Cornell University)·2024Open Access
Irreversible reinsurance: minimization of capital injections in presence of a fixed cost
Mathematics and Financial Economics·2024· 2 citedOpen Access
Variational inequalities and smooth-fit principle for singular stochastic control problems in Hilbert spaces
arXiv (Cornell University)·2024Open Access
Optimal Control of Stochastic Delay Differential Equations and Applications to Path-Dependent Financial and Economic Models
SIAM Journal on Control and Optimization·2024· 13 citedOpen Access
Existence and uniqueness results for a mean-field game of optimal investment
arXiv (Cornell University)·2024Open Access
Linear-Quadratic Mean Field Games in Hilbert spaces
arXiv (Cornell University)·2024Open Access
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Frequent Co-authors

Fausto Gozzi(22), Giorgio Fabbri(10), Giorgio Ferrari(10), Raouf Boucekkine(7), Marina Di Giacinto(4), Beniamin Gołdys(4), Mauro Rosestolato(4), Elena Vigna(3), Elisa Tacconi(3), Paul Gassiat(3), Tiziano De Angelis(2), Patrick Schuhmann(2), Charles H. Patti(1), L. O. Andrews(1), Lars Bengtsson(1), Audrey Cohen(1), Martha Fransson(1), Gil García(1), Robert W. Hendersen(1), Samuel E. Henry(1)