Access Statistics for Laura Ballotta

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Valuation of Guaranteed Annuity Conversion Options 2 9 35 82 17 55 141 317
Valuation of participating contracts and risk capital assessment: the importance of market modelling 0 0 0 0 0 11 50 128
Total Working Papers 2 9 35 82 17 66 191 445


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Levy process-based framework for the fair valuation of participating life insurance contracts 1 3 15 57 2 6 21 111
A note on the α-quantile option 0 4 12 55 4 16 40 165
The IASB Insurance Project for life insurance contracts: Impact on reserving methods and solvency requirements 2 8 43 74 10 26 102 179
The fair valuation problem of guaranteed annuity options: The stochastic mortality environment case 3 5 26 84 6 16 64 152
Valuation of guaranteed annuity conversion options 0 0 7 50 5 11 35 171
Total Journal Articles 6 20 103 320 27 75 262 778


Statistics updated 2008-08-03