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 1 1 253
Variable annuities in a L\'evy-based hybrid model with surrender risk 0 0 0 10 0 0 0 17
Total Working Papers 0 0 0 10 1 1 1 270

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 1 2 2 194
A note on the α-quantile option 0 0 2 101 0 0 4 306
Convertible bond valuation in a jump diffusion setting with stochastic interest rates 1 1 1 7 2 4 6 56
Counterparty credit risk in a multivariate structural model with jumps 0 0 2 23 1 2 6 61
Efficient Pricing of Ratchet Equity-Indexed Annuities in a Variance-Gamma Economy 0 0 0 0 0 0 0 2
Estimation of Multivariate Asset Models with Jumps 0 0 0 10 0 0 2 39
Fourier based methods for the management of complex life insurance products 0 0 0 1 0 1 1 8
Guarantees in With‐Profit and Unitized With‐Profit Life Insurance Contracts: Fair Valuation Problem in Presence of the Default Option 0 0 0 31 0 1 1 166
Hedging of Asian options under exponential Lévy models: computation and performance 0 0 0 2 0 0 1 10
Integrated structural approach to Credit Value Adjustment 0 1 1 3 0 1 3 31
Monte Carlo Simulation of the CGMY Process and Option Pricing 0 0 2 17 0 2 8 62
Multivariate FX models with jumps: Triangles, Quantos and implied correlation 0 1 2 6 0 1 2 69
Multivariate asset models using Lévy processes and applications 0 0 0 4 0 0 0 22
Pricing and capital requirements for with profit contracts: modelling considerations 0 0 0 14 1 1 1 53
Smiles & smirks: Volatility and leverage by jumps 0 0 2 6 1 1 5 16
The IASB Insurance Project for life insurance contracts: Impact on reserving methods and solvency requirements 0 0 0 143 0 1 1 391
The fair valuation problem of guaranteed annuity options: The stochastic mortality environment case 0 0 1 191 0 0 2 372
Valuation of guaranteed annuity conversion options 0 0 1 89 0 0 1 313
Variable annuities in a Lévy-based hybrid model with surrender risk 0 0 0 1 0 0 0 8
Total Journal Articles 1 3 14 753 6 17 46 2,179

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 0 0 2
Total Chapters 0 0 0 2 0 0 0 2

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2024-11-05