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 participating contracts and risk capital assessment: the importance of market modelling 0 0 0 0 1 2 4 249
Variable annuities in a L\'evy-based hybrid model with surrender risk 0 0 3 8 0 0 7 9
Total Working Papers 0 0 3 8 1 2 11 258


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Lévy process-based framework for the fair valuation of participating life insurance contracts 0 0 0 103 2 2 5 189
A note on the α-quantile option 0 0 1 99 0 0 1 299
Convertible bond valuation in a jump diffusion setting with stochastic interest rates 0 0 1 4 0 0 5 34
Counterparty credit risk in a multivariate structural model with jumps 0 0 1 21 0 1 6 47
Efficient Pricing of Ratchet Equity-Indexed Annuities in a Variance-Gamma Economy 0 0 0 0 0 0 0 1
Estimation of Multivariate Asset Models with Jumps 0 0 6 6 0 1 18 18
Guarantees in With‐Profit and Unitized With‐Profit Life Insurance Contracts: Fair Valuation Problem in Presence of the Default Option 0 0 0 29 0 1 5 146
Hedging of Asian options under exponential Lévy models: computation and performance 0 0 1 1 0 0 1 6
Integrated structural approach to Credit Value Adjustment 0 0 1 2 0 2 8 17
Monte Carlo Simulation of the CGMY Process and Option Pricing 0 0 0 12 0 2 2 43
Multivariate FX models with jumps: Triangles, Quantos and implied correlation 0 0 0 3 1 5 34 52
Multivariate asset models using Lévy processes and applications 0 0 0 0 1 2 7 12
Pricing and capital requirements for with profit contracts: modelling considerations 0 0 0 14 0 0 2 48
The IASB Insurance Project for life insurance contracts: Impact on reserving methods and solvency requirements 0 0 0 143 0 0 2 388
The fair valuation problem of guaranteed annuity options: The stochastic mortality environment case 0 0 0 185 0 1 7 356
Valuation of guaranteed annuity conversion options 0 0 2 84 0 0 5 303
Variable annuities in a Lévy-based hybrid model with surrender risk 0 0 0 0 0 3 3 3
Total Journal Articles 0 0 13 706 4 20 111 1,962


Statistics updated 2020-09-04