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 0 3 58
Aspects of Optimal Multiperiod Life Insurance 0 0 0 0 0 0 0 258
Components of Insurance Firm Value and the Present Value of Liabilities 0 0 0 328 0 0 0 1,227
Default risk and the effective duration of bonds 0 1 2 545 0 1 5 4,273
Economic Valuation Models for Insurers 0 0 0 541 0 0 1 1,366
Extracting Probabilistic Information from the Prices of Interest Rate Options: Tests of Distributional Assumptions 0 0 0 211 1 1 2 507
Generalized Put-Call Parity (Reprint 040) 0 0 0 1 0 0 4 1,633
Generalized put-Call parity 0 0 0 1 0 0 1 1,346
Generalized put-call parity 0 0 0 0 0 0 1 1,091
Insuring Sovereign Debt Against Default 0 0 0 1 0 0 2 1,256
On Measuring Skewness and Kurtosis in Short Rate Distributions: The Case of the US Dollar London Inter Bank Offer Rates 0 0 0 283 0 0 0 1,155
Optimal Insurance of the Common Form Under Moral Hazard 0 0 0 0 0 0 0 223
Quantity-Adjusting Options and Forward Contracts 0 0 0 1 0 0 0 372
Quantity-Adjusting Options and Forward Contracts (Revised: 29-91) 0 0 0 2 0 0 1 633
Quantity-Adjusting Options and Forward Contracts (Revision of 24-91) (Reprint 041) 0 0 0 1 0 0 0 211
Quantity-adjusting Options and Forward Contracts 0 0 0 2 0 0 1 352
Quantity-adjusting options and forward contracts 0 0 0 1 0 0 0 387
Risk Management by Insurers: An Analysis of the Process 0 2 2 947 0 3 10 1,968
Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach 0 0 0 44 0 1 4 262
Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach 0 0 0 5 1 1 3 42
Stable Value Funds: Performance to Date 0 0 2 4 0 0 2 37
Technical Review Panel for the Pension Insurance Modeling System (PIMS) 0 1 1 16 0 1 3 76
The Effect of Transaction Size on Off-the-Run Treasury Prices 0 0 0 214 0 0 1 1,274
The World Bank primer on reinsurance 0 1 2 2,012 2 3 17 4,248
Total Working Papers 0 5 9 5,169 4 11 61 24,255


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 0 69 0 0 0 256
Asset/Liability Management for Insurers in the New Era: Focus on Value 0 0 2 5 0 0 3 10
Authors’ Reply: Economic Valuation Models for Insurers - Discussion by Jacques F. Carriere 0 0 0 0 1 1 2 5
Default Risk and the Effective Duration of Bonds 0 0 0 0 0 0 0 0
Determining The Optimum Strategy for Hedging Currency Exposure 0 0 0 56 0 0 1 166
Economic Valuation Models for Insurers 0 0 1 2 0 1 4 14
Evaluating pension insurance pricing* 0 0 0 6 0 0 2 30
Extracting Probabilistic Information from the Prices of Interest Rate Options: Tests of Distributional Assumptions 0 0 0 96 0 0 1 393
Fair Value of Liabilities: The Financial Economics Perspective 1 1 1 8 1 1 1 10
Insuring banks against systematic credit risk 0 0 0 4 0 0 0 18
Interest rate dynamics and the term structure: A note 0 0 0 49 0 0 0 103
Interest‐rate option pricing revisited 0 0 0 2 0 0 0 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 0 0 0 125 1 2 3 356
Real and Illusory Value Creation by Insurance Companies 0 0 2 123 0 0 6 260
Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach 0 0 0 12 1 1 2 54
Stable Value Funds Performance 0 1 4 21 1 2 9 130
The Effect of Transaction Size on Off-the-Run Treasury Prices 0 0 0 13 0 1 1 113
The Price Elasticity of Demand for Whole Life Insurance 0 0 2 292 0 1 4 780
“Two Paradigms for The Market Value of Liabilities”, Robert R. Reitano, October 1997 0 0 1 1 0 0 1 3
Total Journal Articles 1 2 13 884 5 10 40 2,711


Statistics updated 2025-07-04