| 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 |
5 |
6 |
13 |
71 |
| Aspects of Optimal Multiperiod Life Insurance |
0 |
0 |
0 |
0 |
2 |
3 |
13 |
271 |
| Components of Insurance Firm Value and the Present Value of Liabilities |
0 |
0 |
0 |
328 |
2 |
3 |
9 |
1,236 |
| Default risk and the effective duration of bonds |
1 |
1 |
2 |
546 |
1 |
4 |
12 |
4,284 |
| Economic Valuation Models for Insurers |
0 |
0 |
1 |
542 |
1 |
3 |
9 |
1,375 |
| Extracting Probabilistic Information from the Prices of Interest Rate Options: Tests of Distributional Assumptions |
0 |
0 |
0 |
211 |
2 |
3 |
8 |
514 |
| Generalized Put-Call Parity (Reprint 040) |
0 |
0 |
0 |
1 |
1 |
1 |
5 |
1,638 |
| Generalized put-Call parity |
0 |
0 |
0 |
1 |
0 |
1 |
9 |
1,355 |
| Generalized put-call parity |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
1,095 |
| Insuring Sovereign Debt Against Default |
0 |
0 |
0 |
1 |
0 |
2 |
10 |
1,266 |
| On Measuring Skewness and Kurtosis in Short Rate Distributions: The Case of the US Dollar London Inter Bank Offer Rates |
0 |
0 |
1 |
284 |
3 |
3 |
8 |
1,163 |
| Optimal Insurance of the Common Form Under Moral Hazard |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
227 |
| Quantity-Adjusting Options and Forward Contracts |
0 |
0 |
0 |
1 |
1 |
5 |
10 |
382 |
| Quantity-Adjusting Options and Forward Contracts (Revised: 29-91) |
0 |
0 |
0 |
2 |
1 |
1 |
7 |
640 |
| Quantity-Adjusting Options and Forward Contracts (Revision of 24-91) (Reprint 041) |
0 |
0 |
0 |
1 |
0 |
2 |
5 |
216 |
| Quantity-adjusting Options and Forward Contracts |
0 |
0 |
0 |
2 |
1 |
1 |
4 |
356 |
| Quantity-adjusting options and forward contracts |
0 |
0 |
0 |
1 |
2 |
2 |
9 |
396 |
| Risk Management by Insurers: An Analysis of the Process |
0 |
1 |
3 |
950 |
1 |
3 |
12 |
1,980 |
| Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach |
0 |
1 |
1 |
6 |
1 |
3 |
8 |
49 |
| Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach |
0 |
1 |
1 |
45 |
3 |
8 |
15 |
277 |
| Stable Value Funds: Performance to Date |
0 |
0 |
1 |
5 |
1 |
2 |
6 |
43 |
| Technical Review Panel for the Pension Insurance Modeling System (PIMS) |
0 |
0 |
0 |
16 |
2 |
4 |
13 |
89 |
| The Effect of Transaction Size on Off-the-Run Treasury Prices |
0 |
0 |
0 |
214 |
2 |
2 |
10 |
1,284 |
| The World Bank primer on reinsurance |
0 |
1 |
3 |
2,014 |
4 |
7 |
20 |
4,265 |
| Total Working Papers |
1 |
5 |
13 |
5,180 |
37 |
70 |
223 |
24,472 |
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