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 0 4 7 262
Variable annuities in a L\'evy-based hybrid model with surrender risk 0 0 0 10 0 3 5 22
Total Working Papers 0 0 0 10 0 7 12 284

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 0 104 0 1 4 198
A note on the α-quantile option 0 0 0 101 0 2 4 312
Convertible bond valuation in a jump diffusion setting with stochastic interest rates 0 0 0 7 3 5 17 74
Counterparty credit risk in a multivariate structural model with jumps 0 0 1 24 0 5 10 72
Counting jumps: does the counting process count? 0 0 0 0 0 1 3 5
Efficient Pricing of Ratchet Equity-Indexed Annuities in a Variance-Gamma Economy 0 0 0 0 0 1 2 4
Estimation of Multivariate Asset Models with Jumps 0 0 0 10 0 0 2 41
Fourier based methods for the management of complex life insurance products 0 0 0 1 0 4 9 19
Guarantees in With‐Profit and Unitized With‐Profit Life Insurance Contracts: Fair Valuation Problem in Presence of the Default Option 0 0 0 31 1 3 5 172
Hedging of Asian options under exponential Lévy models: computation and performance 0 1 1 3 0 3 4 15
Integrated structural approach to Credit Value Adjustment 0 0 1 4 0 5 12 43
Monte Carlo Simulation of the CGMY Process and Option Pricing 0 0 0 19 1 6 15 80
Multivariate FX models with jumps: Triangles, Quantos and implied correlation 1 1 1 7 2 4 10 79
Multivariate additive subordination with applications in finance 0 1 5 6 0 10 24 27
Multivariate asset models using Lévy processes and applications 0 1 1 5 0 5 10 33
Pricing and capital requirements for with profit contracts: modelling considerations 0 0 0 14 0 2 5 58
Smiles & smirks: Volatility and leverage by jumps 0 0 1 8 0 4 9 29
The IASB Insurance Project for life insurance contracts: Impact on reserving methods and solvency requirements 0 0 0 143 0 3 3 394
The fair valuation problem of guaranteed annuity options: The stochastic mortality environment case 0 0 0 191 0 4 10 382
Valuation of guaranteed annuity conversion options 0 0 0 89 0 6 11 325
Variable annuities in a Lévy-based hybrid model with surrender risk 0 0 0 1 0 2 5 15
Total Journal Articles 1 4 11 768 7 76 174 2,377

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Guaranteed annuity conversion options and their valuation 0 0 0 2 0 2 3 5
Total Chapters 0 0 0 2 0 2 3 5

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Statistics updated 2026-04-09