| 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 |
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