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 0 1 2 49
Aspects of Optimal Multiperiod Life Insurance 0 0 0 0 0 0 2 252
Components of Insurance Firm Value and the Present Value of Liabilities 0 0 1 327 0 0 1 1,225
Default risk and the effective duration of bonds 0 0 1 542 0 0 11 4,262
Economic Valuation Models for Insurers 0 0 0 540 0 0 0 1,356
Extracting Probabilistic Information from the Prices of Interest Rate Options: Tests of Distributional Assumptions 0 0 0 211 0 0 0 505
Generalized Put-Call Parity (Reprint 040) 0 0 0 1 1 1 4 1,627
Generalized put-Call parity 0 0 0 1 0 0 2 1,343
Generalized put-call parity 0 0 0 0 0 0 4 1,086
Insuring Sovereign Debt Against Default 0 0 0 1 1 1 2 1,250
On Measuring Skewness and Kurtosis in Short Rate Distributions: The Case of the US Dollar London Inter Bank Offer Rates 0 0 1 280 0 2 9 1,151
Optimal Insurance of the Common Form Under Moral Hazard 0 0 0 0 0 0 0 222
Quantity-Adjusting Options and Forward Contracts 0 0 0 1 0 0 3 371
Quantity-Adjusting Options and Forward Contracts (Revised: 29-91) 0 0 0 2 1 2 5 628
Quantity-Adjusting Options and Forward Contracts (Revision of 24-91) (Reprint 041) 0 0 0 1 0 0 3 211
Quantity-adjusting Options and Forward Contracts 0 0 0 2 0 0 3 350
Quantity-adjusting options and forward contracts 0 0 0 1 0 0 3 385
Risk Management by Insurers: An Analysis of the Process 0 0 6 928 1 5 29 1,917
Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach 0 0 0 43 0 0 3 254
Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach 0 0 1 3 0 0 8 32
Stable Value Funds: Performance to Date 0 0 0 2 0 0 3 33
Technical Review Panel for the Pension Insurance Modeling System (PIMS) 0 0 1 14 0 1 5 70
The Effect of Transaction Size on Off-the-Run Treasury Prices 0 0 0 214 0 0 4 1,272
The World Bank primer on reinsurance 0 3 13 1,996 0 6 29 4,197
Total Working Papers 0 3 24 5,119 4 19 135 24,048


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 2 67 0 0 4 252
Authors’ Reply: Economic Valuation Models for Insurers - Discussion by Jacques F. Carriere 0 0 0 0 0 0 0 3
Determining The Optimum Strategy for Hedging Currency Exposure 0 0 1 56 0 0 4 165
Economic Valuation Models for Insurers 0 0 0 1 0 0 2 8
Evaluating pension insurance pricing* 0 0 1 6 0 0 3 28
Extracting Probabilistic Information from the Prices of Interest Rate Options: Tests of Distributional Assumptions 0 0 0 95 0 0 3 389
Fair Value of Liabilities: The Financial Economics Perspective 1 2 4 4 1 2 4 6
Insuring banks against systematic credit risk 0 0 0 3 0 0 1 17
Interest rate dynamics and the term structure: A note 0 0 0 49 0 0 1 103
Interest‐rate option pricing revisited 0 1 1 2 1 2 2 10
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 1 2 3 120 3 4 14 341
Real and Illusory Value Creation by Insurance Companies 0 0 0 118 0 0 3 244
Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach 0 0 1 11 0 0 3 47
Stable Value Funds Performance 0 0 0 2 1 2 10 56
The Effect of Transaction Size on Off-the-Run Treasury Prices 0 0 0 13 0 0 2 109
The Price Elasticity of Demand for Whole Life Insurance 0 0 2 279 1 2 7 756
“Two Paradigms for The Market Value of Liabilities”, Robert R. Reitano, October 1997 0 0 0 0 0 0 0 2
Total Journal Articles 2 5 15 826 7 12 63 2,536


Statistics updated 2022-06-07