Value Adjustments and Dynamic Hedging of Reinsurance Counterparty Risk. - Claudia Ceci; Katia Colaneri; Rüdiger Frey; Verena Köck (SIAM J. Financial Math., 2020)

Deep Neural Network Algorithms for Parabolic PIDEs and Applications in Insurance Mathematics. - Rüdiger Frey; Verena Köck (CoRR, 2021)

Deep Neural Network Algorithms for Parabolic PIDEs and Applications in Insurance and Finance. - Rüdiger Frey; Verena Köck (Comput., 2022)

Convergence Analysis of the Deep Splitting Scheme: the Case of Partial Integro-Differential Equations and the associated FBSDEs with Jumps. - Rüdiger Frey; Verena Köck (CoRR, 2022)

Convergence Analysis of the Deep Splitting Scheme: The Case of Partial Integro-Differential Equations and the Associated Forward Backward SDEs with Jumps. - Rüdiger Frey; Verena Köck (SIAM J. Sci. Comput., 2025)