Frey, Rüdiger. 2019. Dynamic hedging of reinsurance counterparty risk and classical solutions of IPDEs. 12th International Workshop on Stochastic Models and Control, Cottbus, Deutschland, 19.03.-22-03. Invited Talk

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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	Dynamic hedging of reinsurance counterparty risk and classical solutions of IPDEs
Event	12th International Workshop on Stochastic Models and Control
Year	2019
Date	19.03.-22-03.
Country	Germany
Location	Cottbus
Invited Talk	Y

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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