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David F Babbel
David F Babbel
The Wharton School
Dirección de correo verificada de wharton.upenn.edu
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Financial risk management by insurers: An analysis of the process
AM Santomero, DF Babbel
Journal of risk and insurance, 231-270, 1997
3241997
The relation between capital structure, interest rate sensitivity, and market value in the property-liability insurance industry
KB Staking, DF Babbel
Journal of risk and insurance, 690-718, 1995
2171995
Financial markets, instruments, and institutions
AM Santomero, DF Babbel
(No Title), 2001
1672001
The price elasticity of demand for whole life insurance
DF Babbel
The Journal of Finance 40 (1), 225-239, 1985
1651985
Inflation, indexation, and life insurance sales in Brazil
DF Babbel
Journal of Risk and Insurance, 111-135, 1981
1521981
Economic valuation models for insurers
DF Babbel, C Merrill
North American actuarial journal 2 (3), 1-15, 1998
871998
Rational decumulation
DF Babbel, CB Merrill
Wharton Financial Institutions Center Working Paper, 2006
852006
Scenario analysis in the measurement of operational risk capital: a change of measure approach
KK Dutta, DF Babbel
Journal of Risk and Insurance 81 (2), 303-334, 2014
802014
Risk Management by Insurers: an analysis of the process
DF Babbel, AM Santomero
Wharton School, University Pennsylvania, 1997
791997
Real and illusory value creation by insurance companies
DF Babbel, C Merrill
The Journal of Risk and Insurance 72 (1), 1-21, 2005
782005
On measuring skewness and kurtosis in short rate distributions: The case of the us dollar london inter bank offer rates
KK Dutta, DF Babbel
Center for Financial Institutions Working Papers 02 25, 2002
732002
Extracting probabilistic information from the prices of interest rate options: Tests of distributional assumptions
KK Dutta, DF Babbel
The Journal of Business 78 (3), 841-870, 2005
722005
Fair value of liabilities: the financial economics perspective
DF Babbel, J Gold, CB Merrill
North American actuarial journal 6 (1), 12-27, 2002
612002
Duration and the term structure of interest rate volatility
DF Babbel
Innovations in bond portfolio management: Duration analysis and immunization, 1983
591983
Asset/liability management for insurers in the new era: focus on value
DF Babbel
The Journal of Risk Finance 3 (1), 9-17, 2001
562001
Default risk and the effective duration of bonds
DF Babbel, C Merrill, W Panning
Financial Analysts Journal 53 (1), 35-44, 1997
531997
Pitfalls in the analysis of option-adjusted spreads
DF Babbel, SA Zenios
Financial Analysts Journal 48 (4), 65-69, 1992
491992
Aspects of optimal multiperiod life insurance
DF Babbel, E Ohtsuka
Journal of Risk and Insurance, 460-481, 1989
48*1989
The effect of transaction size on off-the-run treasury prices
DF Babbel, CB Merrill, MF Meyer, M De Villiers
Journal of Financial and Quantitative Analysis 39 (3), 595-611, 2004
452004
Insuring sovereign debt against default
DF Babbel, S Bertozzi
World Bank, 1996
431996
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Artículos 1–20