Laura Ballotta

Available identifiers

Publication	Date of Publication	Type
Smiles \& smirks: volatility and leverage by jumps	2022-02-22	Paper
Fourier based methods for the management of complex life insurance products	2021-11-19	Paper
Variable annuities in a Lévy-based hybrid model with surrender risk	2021-06-02	Paper
Integrated structural approach to credit value adjustment	2018-10-30	Paper
Convertible bond valuation in a jump diffusion setting with stochastic interest rates	2018-09-19	Paper
Multivariate FX models with jumps: triangles, quantos and implied correlation	2018-05-29	Paper
Efficient pricing of ratchet equity indexed annuities in a Variance-Gamma economy	2011-08-23	Paper
Pricing and capital requirements for with profit contracts: modelling considerations	2009-12-07	Paper
The IASB insurance project for life insurance contracts: Impact on reserving methods and solvency requirements	2007-01-09	Paper
The fair valuation problem of guaranteed annuity options: the stochastic mortality environment case	2006-10-05	Paper
A Lévy process-based framework for the fair valuation of participating life insurance contracts	2006-01-10	Paper
Valuation of guaranteed annuity conversion options.	2003-11-16	Paper
https://portal.mardi4nfdi.de/entity/Q4782135	2002-11-27	Paper
A note on the α-quantile option	2002-09-05	Paper

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