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A market-consistent framework for the fair evaluation of insurance contracts under Solvency II
Gambaro, Anna Maria; Casalini, Riccardo; Fusai, Gianluca; … - In: Decisions in economics and finance : DEF ; a journal of … 42 (2019) 1, pp. 157-187
Persistent link: https://www.econbiz.de/10012065187
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Guaranteed annuity conversion options and their valuation
Ballotta, Laura; Haberman, Steven - In: Developing an annuity market in Europe, (pp. 168-199). 2004
Persistent link: https://www.econbiz.de/10003372389
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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. 97-121
Persistent link: https://www.econbiz.de/10003302391
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Fourier based methods for the management of complex life insurance products
Ballotta, Laura; Eberlein, Ernst; Schmidt, Thorsten; … - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 320-341
Persistent link: https://www.econbiz.de/10012793930
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Variable annuities in a Lévy-based hybrid model with surrender risk
Ballotta, Laura; Eberlein, Ernst; Schmidt, Thorsten; … - In: Quantitative finance 20 (2020) 5, pp. 867-886
Persistent link: https://www.econbiz.de/10012262632