Narrow search
Showing 1 - 10 of 15
Cover Image
The fair valuation problem of guaranteed annuity options: The stochastic mortality environment case
Ballotta, Laura; Haberman, Steven - In: Insurance / Mathematics & economics 38 (2006) 1, pp. 195
Persistent link: https://www.econbiz.de/10006872183
Cover Image
A Lévy process-based framework for the fair valuation of participating life insurance contracts
Ballotta, Laura - In: Insurance / Mathematics & economics 37 (2005) 2, pp. 173-196
Persistent link: https://www.econbiz.de/10006874806
Cover Image
Valuation of guaranteed annuity conversion options
Ballotta, Laura; Haberman, Steven - In: Insurance / Mathematics & economics 33 (2003) 1, pp. 87-108
Persistent link: https://www.econbiz.de/10006886818
Cover Image
Guarantees in With-Profit and Unitized With-Profit Life Insurance Contracts: Fair Valuation Problem in Presence of the Default Option
Ballotta, Laura; Haberman, Steven; Wang, Nan - In: The journal of risk and insurance : the journal of the … 73 (2006) 1, pp. 97-122
Persistent link: https://www.econbiz.de/10006157826
Cover Image
A note on the a-quantile option
Ballotta, Laura; Kyprianou, Andreas E. - In: Applied mathematical finance 8 (2001) 3, pp. 137-144
Persistent link: https://www.econbiz.de/10008216583
Cover Image
The IASB Insurance Project for life insurance contracts: Impact on reserving methods and solvency requirements
Ballotta, Laura; Esposito, Giorgia; Haberman, Steven - In: Insurance / Mathematics & economics 39 (2006) 3, pp. 356-375
Persistent link: https://www.econbiz.de/10007376582
Cover Image
Dynamic value at risk under optimal and suboptimal portfolio policies
Fusai, Gianluca; Luciano, Elisa - In: European journal of operational research : EJOR 135 (2001) 2, pp. 249-269
Persistent link: https://www.econbiz.de/10006657855
Cover Image
An exact analytical solution for discrete barrier options
Fusai, Gianluca; Abrahams, I.David; Sgarra, Carlo - In: Finance and stochastics 10 (2006) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10008222879
Cover Image
Analysis of quadrature methods for pricing discrete barrier options
Fusai, Gianluca; Recchioni, Maria Cristina - In: Journal of economic dynamics & control 31 (2007) 3, pp. 826-860
Persistent link: https://www.econbiz.de/10007598949
Cover Image
Pricing discretely monitored Asian options under Lévy processes
Fusai, Gianluca; Meucci, Attilio - In: Journal of banking & finance 32 (2008) 10, pp. 2076-2088
Persistent link: https://www.econbiz.de/10008099631