Financial risk management by insurers: An analysis of the process AM Santomero, DF Babbel Journal of risk and insurance, 231-270, 1997 | 324 | 1997 |
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 | 217 | 1995 |
Financial markets, instruments, and institutions AM Santomero, DF Babbel (No Title), 2001 | 167 | 2001 |
The price elasticity of demand for whole life insurance DF Babbel The Journal of Finance 40 (1), 225-239, 1985 | 165 | 1985 |
Inflation, indexation, and life insurance sales in Brazil DF Babbel Journal of Risk and Insurance, 111-135, 1981 | 152 | 1981 |
Economic valuation models for insurers DF Babbel, C Merrill North American actuarial journal 2 (3), 1-15, 1998 | 87 | 1998 |
Rational decumulation DF Babbel, CB Merrill Wharton Financial Institutions Center Working Paper, 2006 | 85 | 2006 |
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 | 80 | 2014 |
Risk Management by Insurers: an analysis of the process DF Babbel, AM Santomero Wharton School, University Pennsylvania, 1997 | 79 | 1997 |
Real and illusory value creation by insurance companies DF Babbel, C Merrill The Journal of Risk and Insurance 72 (1), 1-21, 2005 | 78 | 2005 |
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 | 73 | 2002 |
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 | 72 | 2005 |
Fair value of liabilities: the financial economics perspective DF Babbel, J Gold, CB Merrill North American actuarial journal 6 (1), 12-27, 2002 | 61 | 2002 |
Duration and the term structure of interest rate volatility DF Babbel Innovations in bond portfolio management: Duration analysis and immunization, 1983 | 59 | 1983 |
Asset/liability management for insurers in the new era: focus on value DF Babbel The Journal of Risk Finance 3 (1), 9-17, 2001 | 56 | 2001 |
Default risk and the effective duration of bonds DF Babbel, C Merrill, W Panning Financial Analysts Journal 53 (1), 35-44, 1997 | 53 | 1997 |
Pitfalls in the analysis of option-adjusted spreads DF Babbel, SA Zenios Financial Analysts Journal 48 (4), 65-69, 1992 | 49 | 1992 |
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 | 45 | 2004 |
Insuring sovereign debt against default DF Babbel, S Bertozzi World Bank, 1996 | 43 | 1996 |