| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Note on Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach |
0 |
0 |
0 |
9 |
0 |
0 |
3 |
58 |
| Aspects of Optimal Multiperiod Life Insurance |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
258 |
| Components of Insurance Firm Value and the Present Value of Liabilities |
0 |
0 |
0 |
328 |
0 |
0 |
0 |
1,227 |
| Default risk and the effective duration of bonds |
0 |
1 |
2 |
545 |
0 |
1 |
5 |
4,273 |
| Economic Valuation Models for Insurers |
0 |
0 |
0 |
541 |
0 |
0 |
1 |
1,366 |
| Extracting Probabilistic Information from the Prices of Interest Rate Options: Tests of Distributional Assumptions |
0 |
0 |
0 |
211 |
1 |
1 |
2 |
507 |
| Generalized Put-Call Parity (Reprint 040) |
0 |
0 |
0 |
1 |
0 |
0 |
4 |
1,633 |
| Generalized put-Call parity |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
1,346 |
| Generalized put-call parity |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1,091 |
| Insuring Sovereign Debt Against Default |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
1,256 |
| On Measuring Skewness and Kurtosis in Short Rate Distributions: The Case of the US Dollar London Inter Bank Offer Rates |
0 |
0 |
0 |
283 |
0 |
0 |
0 |
1,155 |
| Optimal Insurance of the Common Form Under Moral Hazard |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
223 |
| Quantity-Adjusting Options and Forward Contracts |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
372 |
| Quantity-Adjusting Options and Forward Contracts (Revised: 29-91) |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
633 |
| Quantity-Adjusting Options and Forward Contracts (Revision of 24-91) (Reprint 041) |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
211 |
| Quantity-adjusting Options and Forward Contracts |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
352 |
| Quantity-adjusting options and forward contracts |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
387 |
| Risk Management by Insurers: An Analysis of the Process |
0 |
2 |
2 |
947 |
0 |
3 |
10 |
1,968 |
| Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach |
0 |
0 |
0 |
44 |
0 |
1 |
4 |
262 |
| Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach |
0 |
0 |
0 |
5 |
1 |
1 |
3 |
42 |
| Stable Value Funds: Performance to Date |
0 |
0 |
2 |
4 |
0 |
0 |
2 |
37 |
| Technical Review Panel for the Pension Insurance Modeling System (PIMS) |
0 |
1 |
1 |
16 |
0 |
1 |
3 |
76 |
| The Effect of Transaction Size on Off-the-Run Treasury Prices |
0 |
0 |
0 |
214 |
0 |
0 |
1 |
1,274 |
| The World Bank primer on reinsurance |
0 |
1 |
2 |
2,012 |
2 |
3 |
17 |
4,248 |
| Total Working Papers |
0 |
5 |
9 |
5,169 |
4 |
11 |
61 |
24,255 |
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