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Laura Ballotta · Study

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Laura Ballotta

10 works· latest 2019· 2 institutionscluster: provisionalORCID 0000-0002-2059-6281

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Citations668

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Most cited in this library

The fair valuation problem of guaranteed annuity options: The stochastic mortality environment case2005 · 141 citations
Valuation of guaranteed annuity conversion options2003 · 108 citations
Guarantees in With‐Profit and Unitized With‐Profit Life Insurance Contracts: Fair Valuation Problem in Presence of the Default Option2006 · 96 citations
Multivariate asset models using Lévy processes and applications2014 · 85 citations
A Lévy process-based framework for the fair valuation of participating life insurance contracts2004 · 79 citations

Works

10 shown

Risk management of climate impact for tourism operators: An empirical analysis on ski resorts

Tourism Management·2019·5 authors·Open access

35citations

Multivariate FX models with jumps: Triangles, Quantos and implied correlation

European Journal of Operational Research·2017·3 authors·Open access

24citations

Multivariate asset models using Lévy processes and applications

European Journal of Finance·2014·2 authors·Open access

85citations

Monte Carlo Simulation of the CGMY Process and Option Pricing

Journal of Futures Markets·2014·2 authors

44citations

Guarantees in With‐Profit and Unitized With‐Profit Life Insurance Contracts: Fair Valuation Problem in Presence of the Default Option

Journal of Risk & Insurance·2006·3 authors

96citations

Modelling the Fair Value of Annuities Contracts: The Impact of Interest Rate Risk and Mortality Risk

SSRN Electronic Journal·2006·2 authors·preprint·Open access

15citations

The fair valuation problem of guaranteed annuity options: The stochastic mortality environment case

Insurance Mathematics and Economics·2005·2 authors

141citations

Modelling and Valuation of Guarantees in With-Profit and Unitised with Profit Life Insurance Contracts

SSRN Electronic Journal·2005·3 authors·preprint·Open access

41citations

A Lévy process-based framework for the fair valuation of participating life insurance contracts

Insurance Mathematics and Economics·2004·1 author·Open access

79citations

Valuation of guaranteed annuity conversion options

Insurance Mathematics and Economics·2003·2 authors·Open access

108citations