Value Adjustments and Dynamic Hedging of Reinsurance Counterparty Risk (Q5123455)
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scientific article; zbMATH DE number 7252362
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Value Adjustments and Dynamic Hedging of Reinsurance Counterparty Risk |
scientific article; zbMATH DE number 7252362 |
Statements
Value Adjustments and Dynamic Hedging of Reinsurance Counterparty Risk (English)
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28 September 2020
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reinsurance
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counterparty risk
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credit value adjustment
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quadratic hedging
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