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"Value Adjustments and Dynamic Hedging of Reinsurance Counterparty Risk."

Claudia Ceci et al. (2020)

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DOI: 10.1137/19M1283045

access: closed

type: Journal Article

metadata version: 2022-06-23

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  - https://dblp.org/rec/journals/siamfm/CeciCFK20
Claudia Ceci, Katia Colaneri, Rüdiger Frey, Verena Köck:
Value Adjustments and Dynamic Hedging of Reinsurance Counterparty Risk. SIAM J. Financial Math. 11(3): 788-814 (2020)

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