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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Status of publication | Published |
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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 |