| The fair valuation problem of guaranteed annuity options: The stochastic mortality environment case L Ballotta, S Haberman Insurance: Mathematics and Economics 38 (1), 195-214, 2006 | 168 | 2006 |
| A Lévy process-based framework for the fair valuation of participating life insurance contracts L Ballotta Insurance: Mathematics and Economics 37 (2), 173-196, 2005 | 125* | 2005 |
| Guarantees in With‐Profit and Unitized With‐Profit Life Insurance Contracts: Fair Valuation Problem in Presence of the Default Option L Ballotta, S Haberman, N Wang Journal of Risk and Insurance 73 (1), 97-121, 2006 | 121 | 2006 |
| Valuation of guaranteed annuity conversion options L Ballotta, S Haberman Insurance: Mathematics and Economics 33 (1), 87-108, 2003 | 116 | 2003 |
| Multivariate asset models using Lévy processes and applications L Ballotta, E Bonfiglioli European Journal of Finance, 2014 | 110 | 2014 |
| Monte Carlo simulation of the CGMY process and option pricing L Ballotta, I Kyriakou Journal of Futures Markets 34 (12), 1095-1121, 2014 | 48 | 2014 |
| Modelling and valuation of guarantees in with-profit and unitised with profit life insurance contracts S Haberman, L Ballotta, N Wang Cass Business School Research Paper, 2003 | 36* | 2003 |
| Risk management of climate impact for tourism operators: An empirical analysis on ski resorts L Ballotta, G Fusai, I Kyriakou, NC Papapostolou, PK Pouliasis Tourism Management 77, 104011, 2020 | 33 | 2020 |
| Integrated structural approach to credit value adjustment L Ballotta, G Fusai, D Marazzina European Journal of Operational Research 272 (3), 1143-1157, 2019 | 32* | 2019 |
| The IASB Insurance Project for life insurance contracts: impact on reserving methods and solvency requirements L Ballotta, G Esposito, S Haberman Insurance: Mathematics and Economics 39 (3), 356-375, 2006 | 31 | 2006 |
| Multivariate FX models with jumps: Triangles, quantos and implied correlation L Ballotta, G Deelstra, G Rayée European Journal of Operational Research 260 (3), 1181-1199, 2017 | 30* | 2017 |
| Counterparty credit risk in a multivariate structural model with jumps L Ballotta 1, G Fusai 2 Finance 36 (1), 39-74, 2015 | 30 | 2015 |
| Convertible Bonds Valuation in a Jump Diffusion Setting with Stochastic Interest Rates L Ballotta, I Kyriakou Quantitative Finance, 2014 | 26* | 2014 |
| Estimation of multivariate asset models with jumps L Ballotta, G Fusai, A Loregian, MF Perez Journal of Financial and Quantitative Analysis 54 (5), 2053-2083, 2019 | 18* | 2019 |
| Efficient pricing of ratchet equity-indexed annuities in a variance-gamma economy L Ballotta North American Actuarial Journal 14 (3), 355-368, 2010 | 17* | 2010 |
| Pricing and capital requirements for with profit contracts: modelling considerations L Ballotta Quantitative Finance 9 (7), 803-817, 2009 | 14 | 2009 |
| Variable annuities in a Lévy-based hybrid model with surrender risk L Ballotta, E Eberlein, T Schmidt, R Zeineddine Quantitative Finance 20 (5), 867-886, 2020 | 13 | 2020 |
| A gentle introduction to value at risk L Ballotta, G Fusai Available at SSRN 2942138, 2017 | 13 | 2017 |
| A note on the α-quantile option L Ballotta, AE Kyprianou Applied Mathematical Finance 8 (3), 137-144, 2001 | 12* | 2001 |
| Dynamic financial analysis and risk-based capital for a general insurer L Ballotta, N Savelli Transactions XXVIII International Congress of Actuaries, Paris, 2006 | 11* | 2006 |
Steven HabermanProfessor of Actuarial Science, Bayes Business School (formerly Cass), City, University of LondonEmail verificata su city.ac.uk
