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Scenario analysis in the measurement of operational risk capital : a change of measure approach

Dutta, Kabir K.; Babbel, David F. - In: The journal of risk and insurance : the journal of the … 81 (2014) 2, pp. 303-334

Persistent link: https://www.econbiz.de/10010373213

Insuring banks against systematic credit risk

Babbel, David F. - In: The journal of futures markets 9 (1989) 6, pp. 487-505

Persistent link: https://www.econbiz.de/10001149524

Evaluating pension insurance pricing

Babbel, David F. - In: Journal of pension economics and finance 14 (2015) 2, pp. 186-201

Persistent link: https://www.econbiz.de/10011338293

Interest rate dynamics and the term structure : a note

Babbel, David F. - In: Journal of banking & finance 12 (1988) 3, pp. 401-417

Persistent link: https://www.econbiz.de/10001060447

Aspects of optimal multiperiod life insurance

Babbel, David F. - In: The journal of risk and insurance : the journal of the … 56 (1989) 3, pp. 460-481

Persistent link: https://www.econbiz.de/10001105935

Interest-rate option pricing revisited

Merrill, Craig B. - In: The journal of futures markets 16 (1996) 8, pp. 859-863

Persistent link: https://www.econbiz.de/10001209797

Insurer surplus duration and market value revisited

Staking, Kim B. - In: The journal of risk and insurance : the journal of the … 64 (1997) 4, pp. 739-743

Persistent link: https://www.econbiz.de/10001239113

The relation between capital structure, interest rate sensitivity, and market value in the property-liability insurance industry

Staking, Kim B. - In: The journal of risk and insurance : the journal of the … 62 (1995) 4, pp. 690-718

Persistent link: https://www.econbiz.de/10001200226

Stable value funds performance

Babbel, David F.; Herce, Miguel A. - In: Risks : open access journal 6 (2018) 1, pp. 1-40

Little in the scholarly economics literature is directed specifically to the performance of stable value funds, although they occupy a leading place among retirement investment vehicles. They are currently offered in more than one-third of all defined contribution plans in the USA, with more...

Persistent link: https://www.econbiz.de/10011811549

Real and illusory value creation by insurance companies

Babbel, David F.; Merrill, Craig B. - In: The journal of risk and insurance : the journal of the … 72 (2005) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10002745418