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Author ID: ballotta.laura Recent zbMATH articles by "Ballotta, Laura"
Published as: Ballotta, Laura
Documents Indexed: 14 Publications since 2001
Co-Authors: 11 Co-Authors with 10 Joint Publications
290 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

13 Publications have been cited 143 times in 114 Documents Cited by Year
The fair valuation problem of guaranteed annuity options: the stochastic mortality environment case. Zbl 1101.60045
Ballotta, Laura; Haberman, Steven
41
2006
A Lévy process-based framework for the fair valuation of participating life insurance contracts. Zbl 1125.91060
Ballotta, Laura
35
2005
Valuation of guaranteed annuity conversion options. Zbl 1071.91019
Ballotta, Laura; Haberman, Steven
30
2003
Multivariate FX models with jumps: triangles, quantos and implied correlation. Zbl 1403.91329
Ballotta, Laura; Deelstra, Griselda; Rayée, Grégory
6
2017
Efficient pricing of ratchet equity indexed annuities in a Variance-Gamma economy. Zbl 1219.91136
Ballotta, Laura
6
2010
Convertible bond valuation in a jump diffusion setting with stochastic interest rates. Zbl 1398.91562
Ballotta, Laura; Kyriakou, Ioannis
5
2015
Integrated structural approach to credit value adjustment. Zbl 1403.91383
Ballotta, Laura; Fusai, Gianluca; Marazzina, Daniele
5
2019
The IASB insurance project for life insurance contracts: Impact on reserving methods and solvency requirements. Zbl 1151.91561
Ballotta, Laura; Esposito, Giorgia; Haberman, Steven
5
2006
Pricing and capital requirements for with profit contracts: modelling considerations. Zbl 1180.91160
Ballotta, Laura
5
2009
Variable annuities in a Lévy-based hybrid model with surrender risk. Zbl 1466.91248
Ballotta, Laura; Eberlein, Ernst; Schmidt, Thorsten; Zeineddine, Raghid
2
2020
A note on the \(\alpha\)-quantile option. Zbl 1013.91048
Ballotta, Laura; Kyprianou, Andreas E.
1
2001
\(\alpha\)-quantile option in a jump-diffusion economy. Zbl 1029.91022
Ballotta, Laura
1
2002
Smiles & smirks: volatility and leverage by jumps. Zbl 07478874
Ballotta, Laura; Rayée, Grégory
1
2022
Smiles & smirks: volatility and leverage by jumps. Zbl 07478874
Ballotta, Laura; Rayée, Grégory
1
2022
Variable annuities in a Lévy-based hybrid model with surrender risk. Zbl 1466.91248
Ballotta, Laura; Eberlein, Ernst; Schmidt, Thorsten; Zeineddine, Raghid
2
2020
Integrated structural approach to credit value adjustment. Zbl 1403.91383
Ballotta, Laura; Fusai, Gianluca; Marazzina, Daniele
5
2019
Multivariate FX models with jumps: triangles, quantos and implied correlation. Zbl 1403.91329
Ballotta, Laura; Deelstra, Griselda; Rayée, Grégory
6
2017
Convertible bond valuation in a jump diffusion setting with stochastic interest rates. Zbl 1398.91562
Ballotta, Laura; Kyriakou, Ioannis
5
2015
Efficient pricing of ratchet equity indexed annuities in a Variance-Gamma economy. Zbl 1219.91136
Ballotta, Laura
6
2010
Pricing and capital requirements for with profit contracts: modelling considerations. Zbl 1180.91160
Ballotta, Laura
5
2009
The fair valuation problem of guaranteed annuity options: the stochastic mortality environment case. Zbl 1101.60045
Ballotta, Laura; Haberman, Steven
41
2006
The IASB insurance project for life insurance contracts: Impact on reserving methods and solvency requirements. Zbl 1151.91561
Ballotta, Laura; Esposito, Giorgia; Haberman, Steven
5
2006
A Lévy process-based framework for the fair valuation of participating life insurance contracts. Zbl 1125.91060
Ballotta, Laura
35
2005
Valuation of guaranteed annuity conversion options. Zbl 1071.91019
Ballotta, Laura; Haberman, Steven
30
2003
\(\alpha\)-quantile option in a jump-diffusion economy. Zbl 1029.91022
Ballotta, Laura
1
2002
A note on the \(\alpha\)-quantile option. Zbl 1013.91048
Ballotta, Laura; Kyprianou, Andreas E.
1
2001
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Cited by 196 Authors

8 Ballotta, Laura
7 Mamon, Rogemar S.
6 Haberman, Steven
6 Liu, Xiaoming
4 Deelstra, Griselda
4 Gao, Huan
3 Bernard, Carole L.
3 Chen, An
3 Delong, Łukasz
3 Eberlein, Ernst W.
3 Hieber, Peter
3 Kwok, Yue-Kuen
3 le Courtois, Olivier
3 Millossovich, Pietro
3 Pelsser, Antoon A. J.
3 Quittard-Pinon, François M.
3 Rayée, Grégory
2 Bacinello, Anna Rita
2 Bertocchi, Marida
2 Cox, Samuel H. jun.
2 de Melo, Eduardo Fraga L.
2 Gatzert, Nadine
2 Gerrard, Russell
2 Giacometti, Rosella
2 Jalen, Luka
2 Jing, Bingyi
2 Kleinow, Torsten
2 Kong, Xinbing
2 Lin, X. Sheldon
2 Lin, Yijia
2 Liu, Zhi
2 Marazzina, Daniele
2 Mück, Matthias
2 Planchet, Frédéric
2 Schmidt, Thorsten
2 Sherris, Michael
2 van Haastrecht, Alexander
2 Yang, Hailiang
2 Yang, Sharon S.
2 Young, Virginia R.
2 Zeineddine, Raghid
1 Ahmadi, Seyed Saeed
1 Azzone, Michele
1 Bai, Manying
1 Bauer, Daniel J.
1 Baviera, Roberto
1 Bhuruth, Muddun
1 Biagini, Francesca
1 Bianchi, Michele Leonardo
1 Biffis, Enrico
1 Blake, David
1 Boen, Lynn
1 Bonnin, François
1 Branger, Nicole
1 Bravo, Jorge Miguel
1 Brockett, Patrick L.
1 Chang, Lung-Fu
1 Chang, Shih-Chieh
1 Chevallier, Julien
1 Chu, Chi Chiu
1 Chuang, Shuo-Li
1 Chung, Tsz-Kin
1 Coonjobeharry, Radha Krishn
1 Corsaro, Stefania
1 Dai, Tian-Shyr
1 Date, Prasanna
1 De Angelis, Pasquale L.
1 Devolder, Pierre
1 Dong, Bing
1 Dong, Yinghui
1 Eckert, Johanna
1 Eling, Martin
1 Emms, Paul
1 Esposito, Giorgia
1 Fabozzi, Frank J.
1 Fang, Jun
1 Fard, Farzad Alavi
1 Feng, Runhuan
1 Fung, Man Chung
1 Fusai, Gianluca
1 Gaillardetz, Patrice
1 Germano, Guido
1 Gerstner, Thomas
1 Gnameho, Kossi
1 Gnoatto, Alessandro
1 Goschnick, Ralf
1 Goutte, Stéphane
1 Grasselli, Martino
1 Griebel, Michael
1 Guillaume, Florence
1 Haep, Marcus
1 Hainaut, Donatien
1 Hao, Junzhang
1 Heß, Markus
1 Hitaj, Asmerilda
1 Holtz, Markus
1 Huang, Hong-Chih
1 Huang, Huaxiong
1 Hung, Mao-wei
1 Hunt, Andrew
...and 96 more Authors

Citations by Year