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

Associations

People: 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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