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Information about:
Laura Ballotta

Personal Details | Affiliation | Works
This is information that was supplied by Laura Ballotta in registering through RePEc. If you are Laura Ballotta , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Laura
Middle Name:
Last Name: Ballotta
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RePEc Short-ID: pba282

Email: [This author has chosen not to make the email address public]
Homepage: http://www.cass.city.ac.uk/faculty/l.ballotta/
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Laura Ballotta, 2006. "Valuation of participating contracts and risk capital assessment: the importance of market modelling," Computing in Economics and Finance 2006 506, Society for Computational Economics.

  2. Laura Ballotta & Steven Haberman, 2002. "Annuity Risk: Volatility and Inflation Exposure in Payments from Immediate Life Annuities," CeRP Working Papers 24, Center for Research on Pensions and Welfare Policies, Turin (Italy). [Downloadable!]

Articles

  1. Laura Ballotta, 2009. "Pricing and capital requirements for with profit contracts: modelling considerations," Quantitative Finance, Taylor and Francis Journals, vol. 9(7), pages 803-817. [Downloadable!] (restricted)

  2. Laura Ballotta & Steven Haberman & Nan Wang, 2006. "Guarantees in With-Profit and Unitized With-Profit Life Insurance Contracts: Fair Valuation Problem in Presence of the Default Option," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 73(1), pages 97-121. [Downloadable!] (restricted)

  3. Ballotta, Laura & Haberman, Steven, 2006. "The fair valuation problem of guaranteed annuity options: The stochastic mortality environment case," Insurance: Mathematics and Economics, Elsevier, vol. 38(1), pages 195-214, February. [Downloadable!] (restricted)

  4. Ballotta, Laura & Esposito, Giorgia & Haberman, Steven, 2006. "The IASB Insurance Project for life insurance contracts: Impact on reserving methods and solvency requirements," Insurance: Mathematics and Economics, Elsevier, vol. 39(3), pages 356-375, December. [Downloadable!] (restricted)

  5. Ballotta, Laura, 2005. "A Lévy process-based framework for the fair valuation of participating life insurance contracts," Insurance: Mathematics and Economics, Elsevier, vol. 37(2), pages 173-196, October. [Downloadable!] (restricted)

  6. Ballotta, Laura & Haberman, Steven, 2003. "Valuation of guaranteed annuity conversion options," Insurance: Mathematics and Economics, Elsevier, vol. 33(1), pages 87-108, August. [Downloadable!] (restricted)

  7. Laura Ballotta & Andreas E. Kyprianou, 2001. "A note on the α-quantile option," Applied Mathematical Finance, Taylor and Francis Journals, vol. 8(3), pages 137-144, September. [Downloadable!] (restricted)

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This page was last updated on 2009-12-6.

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