Quotation Frey, Rüdiger. 2017. Value Adjustments and Dynamic Hedging of Reinsurance Counterparty Credit Risk. 21st International Congress on Insurance: Mathematics and Economics - IME 2017, TU Wien, Vienna, Österreich, 03.07.-05.07.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Paper presented at an academic conference or symposium
Language English
Title Value Adjustments and Dynamic Hedging of Reinsurance Counterparty Credit Risk
Event 21st International Congress on Insurance: Mathematics and Economics - IME 2017, TU Wien
Year 2017
Date 03.07.-05.07.
Country Austria
Location Vienna

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Frey, Rüdiger (Details)
Organization
Institute for Statistics and Mathematics IN (Details)
Research areas (ÖSTAT Classification 'Statistik Austria')
1118 Probability theory (Details)
1137 Financial mathematics (Details)
5361 Financial management (Details)
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