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 4 256
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 4 273

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 0 2 194
A note on the α-quantile option 0 0 0 101 0 0 2 308
Convertible bond valuation in a jump diffusion setting with stochastic interest rates 0 0 1 7 1 3 8 60
Counterparty credit risk in a multivariate structural model with jumps 0 1 1 24 0 1 4 63
Counting jumps: does the counting process count? 0 0 0 0 0 0 2 2
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 0 39
Fourier based methods for the management of complex life insurance products 0 0 0 1 0 0 3 10
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 0 2 167
Hedging of Asian options under exponential Lévy models: computation and performance 0 0 0 2 0 0 1 11
Integrated structural approach to Credit Value Adjustment 0 1 2 4 0 2 3 33
Monte Carlo Simulation of the CGMY Process and Option Pricing 0 0 2 19 0 1 6 66
Multivariate FX models with jumps: Triangles, Quantos and implied correlation 0 0 1 6 0 0 2 70
Multivariate additive subordination with applications in finance 0 1 3 3 0 1 5 5
Multivariate asset models using Lévy processes and applications 0 0 0 4 0 0 1 23
Pricing and capital requirements for with profit contracts: modelling considerations 0 0 0 14 1 1 2 54
Smiles & smirks: Volatility and leverage by jumps 1 1 2 8 1 2 7 22
The IASB Insurance Project for life insurance contracts: Impact on reserving methods and solvency requirements 0 0 0 143 0 0 1 391
The fair valuation problem of guaranteed annuity options: The stochastic mortality environment case 0 0 0 191 0 0 0 372
Valuation of guaranteed annuity conversion options 0 0 0 89 0 0 1 314
Variable annuities in a Lévy-based hybrid model with surrender risk 0 0 0 1 0 0 2 10
Total Journal Articles 1 4 12 762 3 11 54 2,216

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

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Statistics updated 2025-08-05