Quotation 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

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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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