Pages that link to "Item:Q5123455"
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The following pages link to Value Adjustments and Dynamic Hedging of Reinsurance Counterparty Risk (Q5123455):
Displaying 3 items.
- Classical solutions of the backward PIDE for Markov modulated marked point processes and applications to CAT bonds (Q2665872) (← links)
- Fair dynamic valuation of insurance liabilities: a loss averse convex hedging approach (Q5140651) (← links)
- Optimal reinsurance arrangement under heterogeneous beliefs: a unified method with piecewise modification (Q6648327) (← links)