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 54
Aspects of Optimal Multiperiod Life Insurance 0 0 0 0 0 0 3 258
Components of Insurance Firm Value and the Present Value of Liabilities 0 0 0 327 0 0 1 1,226
Default risk and the effective duration of bonds 0 0 0 542 0 0 3 4,266
Economic Valuation Models for Insurers 0 0 1 541 0 0 2 1,361
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 0 0 0 1,629
Generalized put-Call parity 0 0 0 1 0 0 1 1,345
Generalized put-call parity 0 0 0 0 0 1 2 1,090
Insuring Sovereign Debt Against Default 0 0 0 1 0 0 2 1,254
On Measuring Skewness and Kurtosis in Short Rate Distributions: The Case of the US Dollar London Inter Bank Offer Rates 1 2 2 282 1 2 2 1,154
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 2 2 632
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 0 351
Quantity-adjusting options and forward contracts 0 0 0 1 0 0 1 387
Risk Management by Insurers: An Analysis of the Process 0 1 2 943 1 2 12 1,952
Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach 0 0 1 44 0 0 3 257
Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach 0 0 2 5 0 0 5 37
Stable Value Funds: Performance to Date 0 0 0 2 0 0 0 35
Technical Review Panel for the Pension Insurance Modeling System (PIMS) 0 0 1 15 0 0 1 71
The Effect of Transaction Size on Off-the-Run Treasury Prices 0 0 0 214 0 0 0 1,273
The World Bank primer on reinsurance 0 0 6 2,008 1 2 16 4,224
Total Working Papers 1 3 15 5,153 3 10 58 24,167


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 1 256
Asset/Liability Management for Insurers in the New Era: Focus on Value 0 1 2 2 0 2 5 5
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 0 56 0 0 0 165
Economic Valuation Models for Insurers 0 0 0 1 0 0 0 10
Evaluating pension insurance pricing* 0 0 0 6 0 0 0 28
Extracting Probabilistic Information from the Prices of Interest Rate Options: Tests of Distributional Assumptions 0 0 1 96 1 2 3 392
Fair Value of Liabilities: The Financial Economics Perspective 0 0 1 6 0 0 1 8
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 1 2 124 0 2 5 351
Real and Illusory Value Creation by Insurance Companies 0 0 1 121 0 1 5 253
Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach 0 0 1 12 1 2 4 51
Stable Value Funds Performance 0 2 5 16 1 4 17 120
The Effect of Transaction Size on Off-the-Run Treasury Prices 0 0 0 13 0 0 0 111
The Price Elasticity of Demand for Whole Life Insurance 0 0 6 289 1 1 9 772
“Two Paradigms for The Market Value of Liabilities”, Robert R. Reitano, October 1997 0 0 0 0 0 0 0 2
Total Journal Articles 0 4 19 866 4 14 50 2,658


Statistics updated 2024-02-04