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Value Adjustments and Dynamic Hedging of Reinsurance Counterparty Risk.

Claudia CeciKatia ColaneriRüdiger FreyVerena Köck
Published in: SIAM J. Financial Math. (2020)
Keyphrases
  • risk management
  • dynamic environments
  • genetic algorithm
  • information systems
  • real time
  • databases
  • real world
  • machine learning
  • decision making
  • multiscale
  • risk measures