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Verena Köck

Dipl.-Ing. Verena Köck MSc (WU)
Telephone:
+43 1 31336 6231
Email:
Contact information and photo taken from and editable at WU Directory.

CV

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Researcher Identifier

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Awards and Honors

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Classifications

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Expertise

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Activities

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Publications

Journal article

2020 Ceci, Claudia, Colaneri, Katia, Frey, Rüdiger, Köck, Verena. 2020. Value Adjustments and Dynamic Hedging of Reinsurance Counterparty Risk. SIAM Journal on Financial Mathematics. 11 (3), 788-814. (Details)

Paper presented at an academic conference or symposium

2019 Frey, Rüdiger, Köck, Verena. 2019. Value adjustments and dynamic hedging of reinsurance counterparty risk. UNSW-Macquarie University workshop “Risk: Modelling, Optimisation and Inference" Sydney, Australien, 12.12.-13.12. Invited Talk (Details)

Projects

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