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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
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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
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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
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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
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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
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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