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
Quanto Implied Correlation in a Multi-Lévy Framework 0 0 0 5 3 3 14 64
Valuation of participating contracts and risk capital assessment: the importance of market modelling 0 0 0 0 3 5 12 270
Variable annuities in a L\'evy-based hybrid model with surrender risk 0 0 0 10 0 1 7 24
Total Working Papers 0 0 0 15 6 9 33 358

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 4 201
A note on the α-quantile option 0 0 0 101 4 4 10 319
Convertible bond valuation in a jump diffusion setting with stochastic interest rates 0 0 0 7 2 3 15 79
Counterparty credit risk in a multivariate structural model with jumps 0 0 0 24 2 3 14 78
Counting jumps: does the counting process count? 0 0 0 0 1 1 8 12
Efficient Pricing of Ratchet Equity-Indexed Annuities in a Variance-Gamma Economy 0 0 0 0 2 2 6 9
Estimation of Multivariate Asset Models with Jumps 0 0 0 10 0 0 3 43
Fourier based methods for the management of complex life insurance products 0 0 0 1 0 1 10 22
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 11 178
Hedging of Asian options under exponential Lévy models: computation and performance 0 0 1 3 2 3 7 18
Integrated structural approach to Credit Value Adjustment 0 1 2 6 1 2 15 50
Monte Carlo Simulation of the CGMY Process and Option Pricing 0 0 0 19 1 2 13 85
Multivariate FX models with jumps: Triangles, Quantos and implied correlation 0 1 2 8 1 3 14 86
Multivariate additive subordination with applications in finance 0 0 2 6 0 0 22 33
Multivariate asset models using Lévy processes and applications 0 0 1 5 2 3 13 38
Pricing and capital requirements for with profit contracts: modelling considerations 0 0 0 14 1 1 4 60
Smiles & smirks: Volatility and leverage by jumps 0 0 0 8 1 1 14 37
The IASB Insurance Project for life insurance contracts: Impact on reserving methods and solvency requirements 0 0 0 143 2 2 5 396
The fair valuation problem of guaranteed annuity options: The stochastic mortality environment case 0 0 0 191 1 2 12 385
Valuation of guaranteed annuity conversion options 0 0 0 89 1 2 13 328
Variable annuities in a Lévy-based hybrid model with surrender risk 0 0 0 1 0 1 8 18
Total Journal Articles 0 2 8 771 26 39 221 2,475

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 2 2 6 8
Total Chapters 0 0 0 2 2 2 6 8

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Statistics updated 2026-11-12