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 3 4 10 265
Variable annuities in a L\'evy-based hybrid model with surrender risk 0 0 0 10 0 1 5 22
Total Working Papers 0 0 0 10 3 5 15 287

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 1 5 199
A note on the α-quantile option 0 0 0 101 2 2 6 314
Convertible bond valuation in a jump diffusion setting with stochastic interest rates 0 0 0 7 1 4 18 75
Counterparty credit risk in a multivariate structural model with jumps 0 0 1 24 1 1 11 73
Counting jumps: does the counting process count? 0 0 0 0 4 4 7 9
Efficient Pricing of Ratchet Equity-Indexed Annuities in a Variance-Gamma Economy 0 0 0 0 3 3 5 7
Estimation of Multivariate Asset Models with Jumps 0 0 0 10 1 1 3 42
Fourier based methods for the management of complex life insurance products 0 0 0 1 2 3 11 21
Guarantees in With‐Profit and Unitized With‐Profit Life Insurance Contracts: Fair Valuation Problem in Presence of the Default Option 0 0 0 31 4 6 9 176
Hedging of Asian options under exponential Lévy models: computation and performance 0 0 1 3 0 0 4 15
Integrated structural approach to Credit Value Adjustment 0 0 1 4 3 5 15 46
Monte Carlo Simulation of the CGMY Process and Option Pricing 0 0 0 19 2 4 17 82
Multivariate FX models with jumps: Triangles, Quantos and implied correlation 0 1 1 7 4 7 13 83
Multivariate additive subordination with applications in finance 0 1 4 6 4 7 27 31
Multivariate asset models using Lévy processes and applications 0 1 1 5 0 4 10 33
Pricing and capital requirements for with profit contracts: modelling considerations 0 0 0 14 1 2 6 59
Smiles & smirks: Volatility and leverage by jumps 0 0 1 8 5 6 14 34
The IASB Insurance Project for life insurance contracts: Impact on reserving methods and solvency requirements 0 0 0 143 0 1 3 394
The fair valuation problem of guaranteed annuity options: The stochastic mortality environment case 0 0 0 191 1 2 11 383
Valuation of guaranteed annuity conversion options 0 0 0 89 1 4 12 326
Variable annuities in a Lévy-based hybrid model with surrender risk 0 0 0 1 2 3 7 17
Total Journal Articles 0 3 10 768 42 70 214 2,419

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 4 6
Total Chapters 0 0 0 2 1 1 4 6

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Statistics updated 2026-05-06