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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Status of publication | Published |
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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 |