Laura Ballotta

Finance · 2003–2012

A researcher in the Science corpus: 5 papers; trusts 14 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Finance — 31 citations into it; #5,922 of 10,518 by trust here, #5,728 by citations
• Economics and Econometrics — 23 citations into it
• Demography — 20 citations into it; #1,880 of 4,236 by trust here, #1,712 by citations
• Management Science and Operations Research — 6 citations into it

Whom Laura Ballotta trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Anna Rita Bacinello
2. Peter P. Carr
3. Steven Haberman
4. Anders Grosen
5. Dilip B Madan 5
6. Liuren Wu
7. P. L. Jørgensen
8. Helyette Geman
9. Mette Hansen
10. K. Miltersen

Who trusts Laura Ballotta overall

1. A. V. Haastrecht
2. Lukasz Delong
3. Pricing Annuity
4. Daniel Bauer
5. Xinbing Kong
6. Steven Haberman
7. Bing-Yi Jing
8. V. Todorov
9. Antoon Pelsser
10. A. Wilkie

Papers from Laura Ballotta's perspective

Ordered by how strongly the researchers Laura Ballotta trusts endorse each paper. Same corpus, a different order for every researcher.

1. The Fine Structure of Asset Retums : An Empirical Investigation '
2. Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed (ASTIN Bulletin: The Journal of the International Actuarial Association)
3. Valuation of Guaranteed Annuity Conversion Options
4. Minimum Rate of Return Guarantees: The Danish Case
5. A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities
6. The Pricing of Options and Corporate Liabilities
7. Time-Changed Levy Processes and Option Pricing ⁄
8. Stochastic Volatility for Lévy Processes
9. Modelling and Valuation of Guarantees in With-Profit and Unitised with Profit Life Insurance Contracts
10. Comparison Methods for Stochastic Models and Risks (Technometrics)

Their papers

• Multivariate asset models using Lévy processes and applications (2012) — 85 citations
• The fair valuation problem of guaranteed annuity options: The stochastic mortality environment case (2006) — 155 citations
• A Levy Process-based Framework for the Fair Valuation of Participating Life Insurance Contracts (2005) — 81 citations
• Modelling and Valuation of Guarantees in With-Profit and Unitised with Profit Life Insurance Contracts (2003) — 55 citations
• Valuation of Guaranteed Annuity Conversion Options (2003) — 132 citations