David F. Babbel
Affiliations: | University of Pennsylvania, Philadelphia, PA, United States |
Area:
Finance, System Science EngineeringGoogle:
"David Babbel"
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Publications
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| Babbel DF. (2015) Evaluating pension insurance pricing Journal of Pension Economics and Finance. 14: 186-201 |
| Dutta KK, Babbel DF. (2014) Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach Journal of Risk and Insurance. 81: 303-334 |
| Dutta KK, Babbel DF. (2014) Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach: Scenario Analysis in the Measurement of Operational Risk Capital Journal of Risk and Insurance. 81: 303-334 |
| Babbel DF, Merrill C. (2005) Real and illusory value creation by insurance companies Journal of Risk and Insurance. 72: 1-21 |
| Dutta KK, Babbel DF. (2005) Extracting probabilistic information from the prices of interest rate options: Tests of distributional assumptions Journal of Business. 78: 841-870 |
| Babbel DF, Merrill CB, Meyer MF, et al. (2004) The effect of transaction size on off-the-run treasury prices Journal of Financial and Quantitative Analysis. 39: 595-611 |
| Babbel DF, Gold J, Merrill CB. (2002) Fair Value of Liabilities: The Financial Economics Perspective The North American Actuarial Journal. 6: 12-27 |
| Babbel DF. (2001) Asset/Liability Management for Insurers in the New Era: Focus on Value The Journal of Risk Finance. 3: 9-17 |
| Babbel DF, Ma CW, Ni BJ. (2000) The Usefulness of Inverse Floaters The Journal of Portfolio Management. 26: 71-80 |
| Babbel DF, Merrill C. (1998) Economic Valuation Models for Insurers The North American Actuarial Journal. 2: 1-15 |