Frey, Rüdiger, Köck, Verena. 2019. Value adjustments and dynamic hedging of reinsurance counterparty risk. UNSW-Macquarie University workshop “Risk: Modelling, Optimisation and Inference" Sydney, Australien, 12.12.-13.12. Invited Talk
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| 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 risk |
| Event | UNSW-Macquarie University workshop “Risk: Modelling, Optimisation and Inference" |
| Year | 2019 |
| Date | 12.12.-13.12. |
| Country | Australia |
| Location | Sydney |
| URL | https://www.mq.edu.au/research/research-centres-groups-and-facilities/prosperous-economies/centres/centre-for-risk-analytics/news-and-events/risk-2019-workshop |
| Invited Talk | Y |
Associations
- People
- Frey, Rüdiger (Details)
- Köck, Verena (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)