Quotation 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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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 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

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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)
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