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 2 5 258
Variable annuities in a L\'evy-based hybrid model with surrender risk 0 0 0 10 2 2 2 19
Total Working Papers 0 0 0 10 2 4 7 277

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 3 3 197
A note on the α-quantile option 0 0 0 101 1 2 3 310
Convertible bond valuation in a jump diffusion setting with stochastic interest rates 0 0 0 7 0 8 13 69
Counterparty credit risk in a multivariate structural model with jumps 0 0 1 24 1 3 6 67
Counting jumps: does the counting process count? 0 0 0 0 0 1 4 4
Efficient Pricing of Ratchet Equity-Indexed Annuities in a Variance-Gamma Economy 0 0 0 0 0 1 1 3
Estimation of Multivariate Asset Models with Jumps 0 0 0 10 1 2 2 41
Fourier based methods for the management of complex life insurance products 0 0 0 1 1 5 5 15
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 2 3 169
Hedging of Asian options under exponential Lévy models: computation and performance 0 0 0 2 0 1 1 12
Integrated structural approach to Credit Value Adjustment 0 0 1 4 1 5 7 38
Monte Carlo Simulation of the CGMY Process and Option Pricing 0 0 0 19 1 7 9 74
Multivariate FX models with jumps: Triangles, Quantos and implied correlation 0 0 0 6 1 5 6 75
Multivariate additive subordination with applications in finance 0 2 5 5 3 11 16 17
Multivariate asset models using Lévy processes and applications 0 0 0 4 2 4 5 28
Pricing and capital requirements for with profit contracts: modelling considerations 0 0 0 14 0 2 3 56
Smiles & smirks: Volatility and leverage by jumps 0 0 1 8 1 3 7 25
The IASB Insurance Project for life insurance contracts: Impact on reserving methods and solvency requirements 0 0 0 143 0 0 0 391
The fair valuation problem of guaranteed annuity options: The stochastic mortality environment case 0 0 0 191 2 6 6 378
Valuation of guaranteed annuity conversion options 0 0 0 89 3 4 6 319
Variable annuities in a Lévy-based hybrid model with surrender risk 0 0 0 1 2 3 4 13
Total Journal Articles 0 2 8 764 21 78 110 2,301

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 1 1 1 3
Total Chapters 0 0 0 2 1 1 1 3

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Statistics updated 2026-01-09