| 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 |
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