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researcher

R. Frey

4 papers hereh-index 266.1k citations78 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author2
  • middle author2

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • math.NA1
  • q-fin.MF1
  • q-fin.PR1
  • q-fin.RM1
same name
  • R. Frey — 79 papers
  • R. Frey — 62 papers, h 93
  • R. Frey — 59 papers, h 53
  • R. Frey — 23 papers, h 0
  • R. Frey — 6 papers, h 9
  • R. Frey — 5 papers

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20192026
collaborators
Showing 2019Show all

1 paper · 1 filter

q-fin.RM2019

Value adjustments and dynamic hedging of reinsurance counterparty risk

Claudia Ceci, Katia Colaneri, Rdiger Frey +1

Reinsurance counterparty credit risk (RCCR) is the risk of a loss arising from the fact that a reinsurance company is unable to fulfill her contractual obligations towards the cedi…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.