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Information about:
Laura Ballotta

Personal Details | Affiliation | Works

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Other registered authors

Personal Details

First Name: Laura
Middle Name:
Last Name: Ballotta
Suffix:

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/
Postal Address:
Phone:

Affiliation

(in no particular order)

Cass Business School
City University
Location: London, United Kingdom
Homepage: http://www.cass.city.ac.uk/
Email:
Phone: +44 (0) 20 7040 8600
Fax:
Postal: 106 Bunhill Row, London EC1Y 8TZ
Handle: RePEc:edi:bscituk (registered authors at this institution)

Works

Working papers

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.
Laura Ballotta & Steven Haberman, 2002. "Valuation of Guaranteed Annuity Conversion Options," CeRP Working Papers 24, Center for Research on Pensions and Welfare Policies, Turin (Italy). [Downloadable!]
Published as:
- 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)

Articles

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)
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)
Ballotta, Laura, 2005. "A Levy 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)
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)
Other versions:
- Laura Ballotta & Steven Haberman, 2002. "Valuation of Guaranteed Annuity Conversion Options," CeRP Working Papers 24, Center for Research on Pensions and Welfare Policies, Turin (Italy). [Downloadable!]
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 2008-7-15.

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