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Ballotta, L. (2009). Pricing and capital requirements for with profit contracts: modelling considerations. Quantitative Finance, 9(7), pp. 803-817. doi: 10.1080/14697680802452068

Ballotta, L. (2002). α-quantile option in a jump-diffusion economy. Financial Engineering, E-commerce and Supply Chain, 70, pp. 75-87. doi: 10.1007/978-1-4757-5226-7_5

Ballotta, L., Esposito, G. & Haberman, S. (2006). The IASB Insurance Project for life insurance contracts: Impact on reserving methods and solvency requirements. Insurance: Mathematics and Economics, 39(3), pp. 356-375. doi: 10.1016/j.insmatheco.2006.04.004

Ballotta, L. & Haberman, S. (2003). Valuation of guaranteed annuity conversion options. Insurance: Mathematics and Economics, 33(1), pp. 87-108. doi: 10.1016/s0167-6687(03)00146-x

Ballotta, L. & Haberman, S. (2006). The fair valuation problem of guaranteed annuity options: The stochastic mortality environment case. Insurance: Mathematics and Economics, 38(1), pp. 195-214. doi: 10.1016/j.insmatheco.2005.10.002

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Jarzabkowski, P., Bednarek, G., Burke, G. & Cabantous, L.view all authors (2012). Beyond Borders: Charting the Changing Global Reinsurance Landscape. Cass Business School, City University London.

Thesis

Al-Rashoud, R. H. (1994). Determinants of fertility and child survival in Kuwait. (Unpublished Doctoral thesis, City, University of London)

Ananthapuvirajah, A. (2019). Free vibration and flutter behaviour of metallic and composite aircraft using DSM and developments of dynamic stiffness matrices for structural elements with applications. (Unpublished Doctoral thesis, City, University of London)

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Verrall, R. J. (1989). Stochastic Models for Triangular Tables with Applications to Cohort Data and Claims Reserving. (Unpublished Doctoral thesis, City University London)

Zimbidis, A. (1999). Control Theory and Insurance Systems. (Unpublished Doctoral thesis, City, University of London)

Working Paper

Ballotta, L. (2004). Alternative framework for the fair valuation of participating life insurance contracts (Actuarial Research Paper No. 157). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Ballotta, L., Esposito, G. & Haberman, S. (2006). Modelling the fair value of annuities contracts: the impact of interest rate risk and mortality risk (Actuarial Research Paper No. 176). London, UK: Faculty of Actuarial Science & Insurance, City University London.

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