Access Statistics for David Babbel

Author contact details at EconPapers.

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 1 1 4 44
Aspects of Optimal Multiperiod Life Insurance 0 0 0 0 0 0 5 245
Components of Insurance Firm Value and the Present Value of Liabilities 0 0 1 324 1 2 10 1,218
Default risk and the effective duration of bonds 0 1 10 538 1 4 29 4,230
Economic Valuation Models for Insurers 0 0 1 540 0 1 8 1,355
Extracting Probabilistic Information from the Prices of Interest Rate Options: Tests of Distributional Assumptions 0 0 0 211 1 2 8 504
Generalized Put-Call Parity (Reprint 040) 0 0 0 1 1 1 3 1,623
Generalized put-Call parity 0 0 0 1 1 1 2 1,340
Generalized put-call parity 0 0 0 0 2 2 3 1,079
Insuring Sovereign Debt Against Default 0 0 0 1 1 1 11 1,244
On Measuring Skewness and Kurtosis in Short Rate Distributions: The Case of the US Dollar London Inter Bank Offer Rates 0 0 3 275 3 3 11 1,135
Optimal Insurance of the Common Form Under Moral Hazard 0 0 0 0 0 0 7 219
Quantity-Adjusting Options and Forward Contracts 0 0 0 1 0 0 1 366
Quantity-Adjusting Options and Forward Contracts (Revised: 29-91) 0 0 0 2 1 2 6 621
Quantity-Adjusting Options and Forward Contracts (Revision of 24-91) (Reprint 041) 0 0 0 1 1 1 4 207
Quantity-adjusting Options and Forward Contracts 0 0 0 2 0 2 3 342
Quantity-adjusting options and forward contracts 0 0 0 1 1 1 7 381
Risk Management by Insurers: An Analysis of the Process 0 1 2 918 1 6 32 1,868
Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach 0 0 0 42 1 2 9 241
Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach 0 0 1 1 0 0 4 15
Stable Value Funds: Performance to Date 0 0 0 2 0 1 7 18
Technical Review Panel for the Pension Insurance Modeling System (PIMS) 0 0 0 13 0 1 5 63
The Effect of Transaction Size on Off-the-Run Treasury Prices 0 0 1 214 0 0 9 1,266
The World Bank primer on reinsurance 5 10 34 1,950 10 30 107 4,098
Total Working Papers 5 12 53 5,047 27 64 295 23,722


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Capital Budgeting Analysis of Life Insurance Costs in the United States: 1950-1979 0 0 1 65 0 0 5 238
Authors’ Reply: Economic Valuation Models for Insurers - Discussion by Jacques F. Carriere 0 0 0 0 0 1 2 3
Determining The Optimum Strategy for Hedging Currency Exposure 0 0 0 54 0 0 3 159
Economic Valuation Models for Insurers 0 0 1 1 0 0 4 4
Evaluating pension insurance pricing* 0 0 0 5 0 0 2 25
Extracting Probabilistic Information from the Prices of Interest Rate Options: Tests of Distributional Assumptions 0 0 0 95 0 1 7 384
Fair Value of Liabilities: The Financial Economics Perspective 0 0 0 0 0 0 2 2
Insuring banks against systematic credit risk 0 0 0 3 0 4 6 15
Interest rate dynamics and the term structure: A note 0 0 0 49 0 1 4 101
Interest‐rate option pricing revisited 0 0 0 1 0 0 0 8
Lifetime Financial Advice: Human Capital, Asset Allocation and Insurance. Roger G. Ibbotson, Moshe A. Milevsky, Peng Chen, and Kevin X. Zhu. 2007, Research Foundation of CFA Institute, ISBN 978-1-943205, 95 pages 0 1 3 115 0 2 9 315
Real and Illusory Value Creation by Insurance Companies 0 0 0 117 0 0 3 237
Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach 0 0 0 9 0 0 6 40
Stable Value Funds Performance 0 0 1 2 3 5 13 22
The Effect of Transaction Size on Off-the-Run Treasury Prices 0 0 1 13 0 1 10 107
The Price Elasticity of Demand for Whole Life Insurance 1 2 5 274 2 3 19 734
“Two Paradigms for The Market Value of Liabilities”, Robert R. Reitano, October 1997 0 0 0 0 0 1 2 2
Total Journal Articles 1 3 12 803 5 19 97 2,396


Statistics updated 2020-09-04