David Babbel
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David |
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Frederick |
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Babbel |
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author of:
- A Capital Budgeting Analysis of Life Insurance Costs in the United States: 1950-1979 (RePEc:bla:jfinan:v:38:y:1983:i:1:p:149-70)
by Babbel, David F & Staking, Kim B - The Price Elasticity of Demand for Whole Life Insurance (RePEc:bla:jfinan:v:40:y:1985:i:1:p:225-39)
by Babbel, David F - Real and Illusory Value Creation by Insurance Companies (RePEc:bla:jrinsu:v:72:y:2005:i:1:p:1-22)
by David F. Babbel & Craig Merrill - Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach (RePEc:bla:jrinsu:v:81:y:2014:i:2:p:303-334)
by Kabir K. Dutta & David F. Babbel - The Effect of Transaction Size on Off-the-Run Treasury Prices (RePEc:cup:jfinqa:v:39:y:2004:i:03:p:595-611_00)
by Babbel, David F. & Merrill, Craig B. & Meyer, Mark F. & de Villiers, Meiring - Evaluating pension insurance pricing (RePEc:cup:jpenef:v:14:y:2015:i:02:p:186-201_00)
by Babbel, David F. - 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 978-1-9432 (RePEc:cup:jpenef:v:7:y:2008:i:03:p:365-368_00)
by Babbel, David F. - Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach (RePEc:ecl:upafin:10-10)
by Dutta, Kabir K. & Babbel, David F. - A Note on Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach (RePEc:ecl:upafin:10-26)
by Babbel, David F. - Stable Value Funds: Performance to Date (RePEc:ecl:upafin:11-01)
by Babbel, David F. & Herce, Miguel A. - Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach (RePEc:ecl:upafin:12-15)
by Dutta, Kabir K. & Babbel, David F. - Interest rate dynamics and the term structure : A note (RePEc:eee:jbfina:v:12:y:1988:i:3:p:401-417)
by Babbel, David F. - Asset/Liability Management for Insurers in the New Era: Focus on Value (RePEc:eme:jrfpps:eb043479)
by David F. Babbel - Quantity-adjusting options and forward contracts (RePEc:fip:fedawp:91-15)
by David F. Babbel & Laurence K. Eisenberg - Generalized put-call parity (RePEc:fip:fedawp:91-9)
by David F. Babbel & Laurence K. Eisenberg - Generalized Put-Call Parity (Reprint 040) (RePEc:fth:pennfi:23-91)
by David F. Babbel & Laurence K. Eisenberg - Quantity-Adjusting Options and Forward Contracts (Revised: 29-91) (RePEc:fth:pennfi:24-91)
by David F. Babbel & Laurence K. Eisenberg - Quantity-Adjusting Options and Forward Contracts (Revision of 24-91) (Reprint 041) (RePEc:fth:pennfi:29-91)
by David F. Babbel & Laurence K. Eisenberg - Generalized put-Call parity (RePEc:fth:pennif:23-91)
by Babbel, D.F. & Eisenberg, L.K. - Quantity-adjusting Options and Forward Contracts (RePEc:fth:pennif:24-91)
by Babbel, D.F. & Eisenberg, L.K. - Quantity-Adjusting Options and Forward Contracts (RePEc:fth:pennif:29-91)
by Babbel, D.F. & Eisenberg, L.K. - Insuring Sovereign Debt Against Default (RePEc:fth:wobadi:328)
by Babbel, D.F. - Stable Value Funds Performance (RePEc:gam:jrisks:v:6:y:2018:i:1:p:12-:d:132609)
by David F. Babbel & Miguel A. Herce - Technical Review Panel for the Pension Insurance Modeling System (PIMS) (RePEc:mrr:papers:wp290)
by Olivia S. Mitchell & Christopher C. Geczy & Robert Novy-Marx & Raimond Maurer & Donald E. Fuerst & Christopher M. Bone & Donald J. Segal & Martin G. Clarke & Frank J. Fabozzi & Deborah Lucas & David F - Determining The Optimum Strategy for Hedging Currency Exposure (RePEc:pal:jintbs:v:14:y:1983:i:1:p:133-139)
by David F Babbel - “Two Paradigms for The Market Value of Liabilities”, Robert R. Reitano, October 1997 (RePEc:taf:uaajxx:v:1:y:1997:i:4:p:122-125)
by David Babbel - Economic Valuation Models for Insurers (RePEc:taf:uaajxx:v:2:y:1998:i:3:p:1-15)
by David Babbel & Craig Merrill - Authors’ Reply: Economic Valuation Models for Insurers - Discussion by Jacques F. Carriere (RePEc:taf:uaajxx:v:2:y:1998:i:3:p:16-17)
by David Babbel & Craig Merrill - Fair Value of Liabilities: The Financial Economics Perspective (RePEc:taf:uaajxx:v:6:y:2002:i:1:p:12-27)
by David Babbel & Jeremy Gold & Craig Merrill - Default Risk and the Effective Duration of Bonds (RePEc:taf:ufajxx:v:53:y:1997:i:1:p:35-44)
by David F. Babbel & Craig Merrill & William Panning - Optimal Insurance of the Common Form Under Moral Hazard (RePEc:ucb:calbrf:154)
by David F. Babbel and Jaime Cuevas Dermody. - Aspects of Optimal Multiperiod Life Insurance (RePEc:ucb:calbrf:156)
by David F. Babbel and Eisaku Ohtsuka. - Extracting Probabilistic Information from the Prices of Interest Rate Options: Tests of Distributional Assumptions (RePEc:ucp:jnlbus:v:78:y:2005:i:3:p:841-870)
by Kabir K. Dutta & David F. Babbel - Default risk and the effective duration of bonds (RePEc:wbk:wbrwps:1511)
by Babbel, David F. & Merrill, Craig & Panning, William - The World Bank primer on reinsurance (RePEc:wbk:wbrwps:1512)
by McIsaac, Donald A. & Babbel, David F. - Interest‐rate option pricing revisited (RePEc:wly:jfutmk:v:16:y:1996:i:8:p:859-863)
by Craig Merrill & David Babbel - Insuring banks against systematic credit risk (RePEc:wly:jfutmk:v:9:y:1989:i:6:p:487-505)
by David F. Babbel - The Effect of Transaction Size on Off-the-Run Treasury Prices (RePEc:wop:pennin:01-03)
by David F. Babbel & Craig B. Merrill & Mark F. Meyer & Meiring de Villiers - On Measuring Skewness and Kurtosis in Short Rate Distributions: The Case of the US Dollar London Inter Bank Offer Rates (RePEc:wop:pennin:02-25)
by Kabir K. Dutta & David F. Babbel - Extracting Probabilistic Information from the Prices of Interest Rate Options: Tests of Distributional Assumptions (RePEc:wop:pennin:02-26)
by Kabir K. Dutta & David F. Babbel - Risk Management by Insurers: An Analysis of the Process (RePEc:wop:pennin:96-16)
by David F. Babbel & Anthony M. Santomero - Economic Valuation Models for Insurers (RePEc:wop:pennin:97-44)
by David F. Babbel & Craig Merrill - Components of Insurance Firm Value and the Present Value of Liabilities (RePEc:wop:pennin:98-18)
by David F. Babbel