Concepedia
Statistics
Publications
18
Citations
753
H-Index
15
Active since
2003
Affiliations
City, University of London(Current)
Università degli Studi del Piemonte Orientale “Amedeo Avogadro”
Sapienza University of Rome
Laura Ballotta is an author at City, University of London specializing in business, financial economics, and finance.
Publications per year
2003–2021
The fair valuation problem of guaranteed annuity options: The stochastic mortality environment case
Laura Ballotta, Steven Haberman · Insurance Mathematics and Economics · 2005 · 146 citations
Business, Economics, Finance +16
Valuation of guaranteed annuity conversion options
Laura Ballotta, Steven Haberman · Insurance Mathematics and Economics · 2003 · 112 citations
Business, Finance, Insurance +12
<scp>Guarantees in With‐Profit and Unitized With‐Profit Life Insurance Contracts: Fair Valuation Problem in Presence of the Default Option</scp>
Laura Ballotta, Steven Haberman, Nan Wang · Journal of Risk & Insurance · 2006 · 98 citations
Business, Insurance, Contract Theory +14
A Lévy process-based framework for the fair valuation of participating life insurance contracts
Laura Ballotta · Insurance Mathematics and Economics · 2004 · 87 citations
Business, Insurance, Insurance Economics +12
Monte Carlo Simulation of the CGMY Process and Option Pricing
Laura Ballotta, Ioannis Kyriakou · Journal of Futures Markets · 2014 · 44 citations
Business, Business Economics, Financial Economics +16
1–5 of 18