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 0 0 11 61
Valuation of participating contracts and risk capital assessment: the importance of market modelling 0 0 0 0 0 0 9 265
Variable annuities in a L\'evy-based hybrid model with surrender risk 0 0 0 10 1 2 7 24
Total Working Papers 0 0 0 15 1 2 27 350

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 1 6 200
A note on the α-quantile option 0 0 0 101 0 1 7 315
Convertible bond valuation in a jump diffusion setting with stochastic interest rates 0 0 0 7 0 1 15 76
Counterparty credit risk in a multivariate structural model with jumps 0 0 0 24 1 2 13 76
Counting jumps: does the counting process count? 0 0 0 0 0 1 8 11
Efficient Pricing of Ratchet Equity-Indexed Annuities in a Variance-Gamma Economy 0 0 0 0 0 0 5 7
Estimation of Multivariate Asset Models with Jumps 0 0 0 10 0 0 4 43
Fourier based methods for the management of complex life insurance products 0 0 0 1 1 1 12 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 1 10 177
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 5 0 0 15 48
Monte Carlo Simulation of the CGMY Process and Option Pricing 0 0 0 19 1 2 18 84
Multivariate FX models with jumps: Triangles, Quantos and implied correlation 0 0 1 7 0 0 13 83
Multivariate additive subordination with applications in finance 0 0 3 6 0 1 28 33
Multivariate asset models using Lévy processes and applications 0 0 1 5 0 1 12 35
Pricing and capital requirements for with profit contracts: modelling considerations 0 0 0 14 0 0 5 59
Smiles & smirks: Volatility and leverage by jumps 0 0 0 8 0 2 14 36
The IASB Insurance Project for life insurance contracts: Impact on reserving methods and solvency requirements 0 0 0 143 0 0 3 394
The fair valuation problem of guaranteed annuity options: The stochastic mortality environment case 0 0 0 191 0 0 11 383
Valuation of guaranteed annuity conversion options 0 0 0 89 0 0 11 326
Variable annuities in a Lévy-based hybrid model with surrender risk 0 0 0 1 1 1 8 18
Total Journal Articles 0 0 7 769 5 15 222 2,441

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

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Statistics updated 2026-09-10