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David Babbel

(deceased)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. 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, 2013. "Technical Review Panel for the Pension Insurance Modeling System (PIMS)," Working Papers wp290, University of Michigan, Michigan Retirement Research Center.

    Cited by:

    1. Tabassum, Tanjila & Ulm, Eric R., 2020. "Influences on Sponsor Voluntary Contributions to Defined Benefit Pension Plans in the US," Working Paper Series 21100, Victoria University of Wellington, School of Economics and Finance.

  2. Babbel, David F. & Herce, Miguel A., 2011. "Stable Value Funds: Performance to Date," Working Papers 11-01, University of Pennsylvania, Wharton School, Weiss Center.

    Cited by:

    1. David F. Babbel & Miguel A. Herce, 2018. "Stable Value Funds Performance," Risks, MDPI, vol. 6(1), pages 1-40, February.

  3. Babbel, David F., 2010. "A Note on Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach," Working Papers 10-26, University of Pennsylvania, Wharton School, Weiss Center.

    Cited by:

    1. Bakhodir Ergashev, 2012. "A Theoretical Framework for Incorporating Scenarios into Operational Risk Modeling," Journal of Financial Services Research, Springer;Western Finance Association, vol. 41(3), pages 145-161, June.
    2. Sovan Mitra, 2013. "Scenario Generation For Operational Risk," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 20(3), pages 163-187, July.

  4. Dutta, Kabir K. & Babbel, David F., 2010. "Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach," Working Papers 10-10, University of Pennsylvania, Wharton School, Weiss Center.

    Cited by:

    1. Martin Eling & Ruo Jia, 2017. "Recent Research Developments Affecting Nonlife Insurance—The CAS Risk Premium Project 2014 Update," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 20(1), pages 63-77, March.
    2. Christian Biener & Martin Eling & Shailee Pradhan, 2015. "Recent Research Developments Affecting Nonlife Insurance—The CAS Risk Premium Project 2013 Update," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 18(1), pages 129-141, March.
    3. Olajide Solomon Fadun & Diekolola Oye, 2020. "Impacts of Operational Risk Management on Financial Performance:A Case of Commercial Banks in Nigeria," International Journal of Finance & Banking Studies, Center for the Strategic Studies in Business and Finance, vol. 9(1), pages 22-35, January.
    4. Khan, Umair & Khalid, Umair & Farooq, Fatima, 2021. "Endogeneity Quagmire Empirical Evidence from Telecommunication Industry of Pakistan," Journal of Accounting and Finance in Emerging Economies, CSRC Publishing, Center for Sustainability Research and Consultancy Pakistan, vol. 7(4), pages 955-967, December.
    5. Babbel, David F., 2010. "A Note on Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach," Working Papers 10-26, University of Pennsylvania, Wharton School, Weiss Center.
    6. Bakhodir Ergashev, 2012. "A Theoretical Framework for Incorporating Scenarios into Operational Risk Modeling," Journal of Financial Services Research, Springer;Western Finance Association, vol. 41(3), pages 145-161, June.
    7. Michal Vyskoèil, 2020. "Scenario Analysis Approach for Operational Risk in Insurance Companies," ACTA VSFS, University of Finance and Administration, vol. 14(2), pages 153-165.
    8. Lu Wei & Jianping Li & Xiaoqian Zhu, 2018. "Operational Loss Data Collection: A Literature Review," Annals of Data Science, Springer, vol. 5(3), pages 313-337, September.
    9. Sovan Mitra, 2013. "Scenario Generation For Operational Risk," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 20(3), pages 163-187, July.
    10. Zewei Liu & Ji-Kang Chen, 2024. "Financial Resilience in China: Conceptual Framework, Risk and Protective Factors, and Empirical Evidence," Journal of Family and Economic Issues, Springer, vol. 45(4), pages 852-875, December.
    11. Dionne, Georges & Saissi-Hassani, Samir, 2016. "Hidden Markov Regimes in Operational Loss Data: Application to the Recent Financial Crisis," Working Papers 15-3, HEC Montreal, Canada Research Chair in Risk Management.
    12. Georges Dionne & Amir Saissi Hassani, 2015. "Endogenous Hidden Markov Regimes in Operational Loss Data: Application to the Recent Financial Crisis," Cahiers de recherche 1516, CIRPEE.

  5. Kabir K. Dutta & David F. Babbel, 2002. "Extracting Probabilistic Information from the Prices of Interest Rate Options: Tests of Distributional Assumptions," Center for Financial Institutions Working Papers 02-26, Wharton School Center for Financial Institutions, University of Pennsylvania.

    Cited by:

    1. David J. Mauler & James B. McDonald, 2012. "Option Pricing and Distribution Characteristics," BYU Macroeconomics and Computational Laboratory Working Paper Series 2012-08, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory.
    2. L. Eeckhoudt & H. Schlesinger, 2008. "Changes in risk and the demand for saving," Post-Print hal-00326101, HAL.
    3. Albrecht, Peter & Schwake, Edmund & Winter, Peter, 2007. "Quantifizierung operationeller Risiken: Der Loss Distribution Approach," German Risk and Insurance Review (GRIR), University of Cologne, Department of Risk Management and Insurance, vol. 3(1), pages 1-45.
    4. Xu, Yihuan & Iglewicz, Boris & Chervoneva, Inna, 2014. "Robust estimation of the parameters of g-and-h distributions, with applications to outlier detection," Computational Statistics & Data Analysis, Elsevier, vol. 75(C), pages 66-80.
    5. José Renato Haas Ornelas & José Santiago Fajardo Barbachan & Aquiles Rocha de Farias, 2012. "Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options," Working Papers Series 269, Central Bank of Brazil, Research Department.
    6. Sanjiv Jaggia & Alison Kelly-Hawke, 2009. "Modelling skewness and elongation in financial returns: the case of exchange-traded funds," Applied Financial Economics, Taylor & Francis Journals, vol. 19(16), pages 1305-1316.
    7. Fischer, Matthias J., 2006. "Generalized Tukey-type distributions with application to financial and teletraffic data," Discussion Papers 72/2006, Friedrich-Alexander University Erlangen-Nuremberg, Chair of Statistics and Econometrics.
    8. Marcos M. Abe & Eui J. Chang & Benjamin M. Tabak, 2007. "Forecasting Exchange Rate Density using Parametric Models: The Case of Brazil," Working Papers Series 138, Central Bank of Brazil, Research Department.
    9. Kabir K. Dutta & David F. Babbel, 2002. "On Measuring Skewness and Kurtosis in Short Rate Distributions: The Case of the US Dollar London Inter Bank Offer Rates," Center for Financial Institutions Working Papers 02-25, Wharton School Center for Financial Institutions, University of Pennsylvania.
    10. Andreas A. Jobst, 2007. "It's all in the data – consistent operational risk measurement and regulation," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, vol. 15(4), pages 423-449, November.
    11. José María Sarabia & Vanesa Jordá & Faustino Prieto & Montserrat Guillén, 2020. "Multivariate Classes of GB2 Distributions with Applications," Mathematics, MDPI, vol. 9(1), pages 1-21, December.
    12. José Renato Haas Ornelas & Marcelo Yoshio Takami, 2011. "Recovering Risk-Neutral Densities from Brazilian Interest Rate Options," Brazilian Review of Finance, Brazilian Society of Finance, vol. 9(1), pages 9-26.

  6. Kabir K. Dutta & David F. Babbel, 2002. "On Measuring Skewness and Kurtosis in Short Rate Distributions: The Case of the US Dollar London Inter Bank Offer Rates," Center for Financial Institutions Working Papers 02-25, Wharton School Center for Financial Institutions, University of Pennsylvania.

    Cited by:

    1. Xu, Ganggang & Genton, Marc G., 2015. "Efficient maximum approximated likelihood inference for Tukey’s g-and-h distribution," Computational Statistics & Data Analysis, Elsevier, vol. 91(C), pages 78-91.
    2. Luiz Vitiello & Ser-Huang Poon, 2022. "Option pricing with random risk aversion," Review of Quantitative Finance and Accounting, Springer, vol. 58(4), pages 1665-1684, May.
    3. Xu, Yihuan & Iglewicz, Boris & Chervoneva, Inna, 2014. "Robust estimation of the parameters of g-and-h distributions, with applications to outlier detection," Computational Statistics & Data Analysis, Elsevier, vol. 75(C), pages 66-80.
    4. Kabir K. Dutta & David F. Babbel, 2002. "Extracting Probabilistic Information from the Prices of Interest Rate Options: Tests of Distributional Assumptions," Center for Financial Institutions Working Papers 02-26, Wharton School Center for Financial Institutions, University of Pennsylvania.
    5. Gareth W. Peters & Wilson Y. Chen & Richard H. Gerlach, 2016. "Estimating Quantile Families of Loss Distributions for Non-Life Insurance Modelling via L-moments," Papers 1603.01041, arXiv.org.
    6. Peter Feldhütter, 2016. "Can Affine Models Match the Moments in Bond Yields?," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 6(02), pages 1-56, June.
    7. Marco Bee & Julien Hambuckers & Flavio Santi & Luca Trapin, 2021. "Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach," Computational Statistics, Springer, vol. 36(3), pages 2177-2200, September.
    8. M. Bee & J. Hambuckers & L. Trapin, 2019. "Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach," Quantitative Finance, Taylor & Francis Journals, vol. 19(8), pages 1255-1266, August.
    9. Antonio Díaz & Gonzalo García-Donato & Andrés Mora-Valencia, 2017. "Risk quantification in turmoil markets," Risk Management, Palgrave Macmillan, vol. 19(3), pages 202-224, August.
    10. Marcos M. Abe & Eui J. Chang & Benjamin M. Tabak, 2007. "Forecasting Exchange Rate Density using Parametric Models: The Case of Brazil," Working Papers Series 138, Central Bank of Brazil, Research Department.
    11. Kabir Dutta & Jason Perry, 2006. "A tale of tails: an empirical analysis of loss distribution models for estimating operational risk capital," Working Papers 06-13, Federal Reserve Bank of Boston.
    12. Andreas A. Jobst, 2007. "It's all in the data – consistent operational risk measurement and regulation," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, vol. 15(4), pages 423-449, November.
    13. Gareth W. Peters, 2018. "General Quantile Time Series Regressions for Applications in Population Demographics," Risks, MDPI, vol. 6(3), pages 1-47, September.
    14. Gareth W. Peters & Wilson Ye Chen & Richard H. Gerlach, 2016. "Estimating Quantile Families of Loss Distributions for Non-Life Insurance Modelling via L-Moments," Risks, MDPI, vol. 4(2), pages 1-41, May.

  7. David F. Babbel & Craig B. Merrill & Mark F. Meyer & Meiring de Villiers, 2001. "The Effect of Transaction Size on Off-the-Run Treasury Prices," Center for Financial Institutions Working Papers 01-03, Wharton School Center for Financial Institutions, University of Pennsylvania.

    Cited by:

    1. Ligon, James A. & Liu, Hao-Chen, 2013. "The relation of trade size and price contribution in a traditional foreign exchange brokered market," Pacific-Basin Finance Journal, Elsevier, vol. 21(1), pages 1024-1045.
    2. G. Hübner & R. Joliet, 2013. "Government debt denomination policies before and after the EMU advent," Post-Print hal-00787175, HAL.
    3. Merrill, Craig B. & Nadauld, Taylor D. & Stulz, René M. & Sherlun, Shane M., 2021. "Were there fire sales in the RMBS market?," Journal of Monetary Economics, Elsevier, vol. 122(C), pages 17-37.
    4. Chris D'Souza & Charles Gaa, 2004. "The Effects of Economic News on Bond Market Liquidity," Staff Working Papers 04-16, Bank of Canada.
    5. Longstaff, Francis A & Han, Bing & Merrill, Craig, 2004. "Revenue Implications of Multi-Item Multi-Unit Auction Designs: Empirical Evidence from the U.S. Treasury Buyback Auctions," University of California at Los Angeles, Anderson Graduate School of Management qt7344v866, Anderson Graduate School of Management, UCLA.
    6. Díaz, Antonio & Escribano, Ana, 2017. "Liquidity measures throughout the lifetime of the U.S. Treasury bond," Journal of Financial Markets, Elsevier, vol. 33(C), pages 42-74.
    7. Han, Bing & Longstaff, Francis A. & Merrill, Craig, 2005. "The Cherry-Picking Option in the U.S. Treasury Buyback Auctions," Working Paper Series 2004-23, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
    8. Brown, Alessio J. G. & Žarnić, Žiga, 2003. "Explaining the increased German credit spread: The role of supply factors," Kiel Advanced Studies Working Papers 412, Kiel Institute for the World Economy (IfW Kiel).
    9. Helwege, Jean & Wang, Liying, 2021. "Liquidity and price pressure in the corporate bond market: evidence from mega-bonds," Journal of Financial Intermediation, Elsevier, vol. 48(C).
    10. De Santis, Roberto A. & Holm-Hadulla, Fédéric, 2017. "Flow effects of central bank asset purchases on euro area sovereign bond yields: evidence from a natural experiment," Working Paper Series 2052, European Central Bank.
    11. Seth Kopchak, 2014. "The absorption effect of US Treasury auctions," Review of Quantitative Finance and Accounting, Springer, vol. 43(1), pages 21-44, July.

  8. David F. Babbel, 1998. "Components of Insurance Firm Value and the Present Value of Liabilities," Center for Financial Institutions Working Papers 98-18, Wharton School Center for Financial Institutions, University of Pennsylvania.

    Cited by:

    1. Grégory Levieuge, 2004. "La neutralisation des mouvements et de l'impact des prix d'actifs doit-elle être du ressort de la politique monétaire ?," Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 253-284.
    2. John Hancock & Paul Huber & Pablo Koch, 2001. "Value Creation in the Insurance Industry," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 4(2), pages 1-9, September.

  9. David F. Babbel & Craig Merrill, 1997. "Economic Valuation Models for Insurers," Center for Financial Institutions Working Papers 97-44, Wharton School Center for Financial Institutions, University of Pennsylvania.

    Cited by:

    1. Consiglio, Andrea & Cocco, Flavio & Zenios, Stavros A., 2008. "Asset and liability modelling for participating policies with guarantees," European Journal of Operational Research, Elsevier, vol. 186(1), pages 380-404, April.
    2. Shen, Weixi & Xu, Huiping, 2005. "The valuation of unit-linked policies with or without surrender options," Insurance: Mathematics and Economics, Elsevier, vol. 36(1), pages 79-92, February.
    3. Grosen, Anders & Lochte Jorgensen, Peter, 2000. "Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies," Insurance: Mathematics and Economics, Elsevier, vol. 26(1), pages 37-57, February.
    4. Consiglio, Andrea & De Giovanni, Domenico, 2008. "Evaluation of insurance products with guarantee in incomplete markets," Insurance: Mathematics and Economics, Elsevier, vol. 42(1), pages 332-342, February.
    5. Andrea Consiglio & Flavio Cocco & Stavros A. Zenios, 2001. "The Value of Integrative Risk Management for Insurance Products with Guarantees," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 2(3), pages 6-16, February.
    6. Kevin Fergusson & Eckhard Platen, 2013. "Real World Pricing of Long Term Cash-Linked Annuities and Equity-Linked Annuities with Cash-Linked Guarantees," Research Paper Series 338, Quantitative Finance Research Centre, University of Technology, Sydney.
    7. Chenghsien Tsai & Weiyu Kuo & Derek Mi‐Hsiu Chiang, 2009. "The Distributions of Policy Reserves Considering the Policy‐Year Structures of Surrender Rates and Expense Ratios," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 76(4), pages 909-931, December.
    8. Eckhard Platen, 2009. "Real World Pricing of Long Term Contracts," Research Paper Series 262, Quantitative Finance Research Centre, University of Technology, Sydney.
    9. Kevin Fergusson & Eckhard Platen, 2017. "Less-Expensive Valuation of Long Term Annuities Linked to Mortality, Cash and Equity," Papers 1711.02808, arXiv.org.
    10. Giandomenico, Rossano, 2006. "Pricing of the Policy Life in Absence of Default Risk and Asset Liability Management," MPRA Paper 18844, University Library of Munich, Germany.
    11. Patrick McAllister & Pavlos Loizou, 2007. "The Appraisal of Data Centres: Deconstructing the Cash Flow," Real Estate & Planning Working Papers rep-wp2007-04, Henley Business School, University of Reading.
    12. Cocozza, Rosa & Di Lorenzo, Emilia, 2007. "A Dynamic Solvency Approach for Life Insurance," MPRA Paper 28015, University Library of Munich, Germany.
    13. John Hancock & Paul Huber & Pablo Koch, 2001. "Value Creation in the Insurance Industry," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 4(2), pages 1-9, September.
    14. Giandomenico, Rossano, 2006. "Asset Liability Management in Insurance Company," MPRA Paper 16333, University Library of Munich, Germany, revised Jan 2009.

  10. David F. Babbel & Anthony M. Santomero, 1997. "Risk Management by Insurers: An Analysis of the Process," Center for Financial Institutions Working Papers 96-16, Wharton School Center for Financial Institutions, University of Pennsylvania.

    Cited by:

    1. J. David Cummins & Georges Dionne & Robert Gagné & Abdelhakim Nouira, 2008. "The Costs and Benefits of Reinsurance," Cahiers de recherche 08-04, HEC Montréal, Institut d'économie appliquée.
    2. Jelena Kočović & Marija Koprivica, 2018. "Internal Model For Measuring Premium Risk In Determining Solvency Of Non-Life Insurers," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 63(217), pages 99-128, April – J.
    3. DE CEUSTER, Marc J.K. & LI, Jie & ZHANG, Hairui, 2012. "Did federal funds target rate changes affect the market value of insurance companies?," Working Papers 2012027, University of Antwerp, Faculty of Business and Economics.
    4. Christian Gourieroux & Jean-Paul Laurent & Olivier Scaillet, 2000. "Sensitivity analysis of Values at Risk," Post-Print hal-03676327, HAL.
    5. Jean-Baptiste, Eslyn L. & Santomero, Anthony M., 2000. "The Design of Private Reinsurance Contracts," Journal of Financial Intermediation, Elsevier, vol. 9(3), pages 274-297, July.
    6. J. David Cummins & Mary A. Weiss, 2009. "Convergence of Insurance and Financial Markets: Hybrid and Securitized Risk‐Transfer Solutions," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 76(3), pages 493-545, September.
    7. Cummins, J. David & Lewis, Christopher M. & Wei, Ran, 2006. "The market value impact of operational loss events for US banks and insurers," Journal of Banking & Finance, Elsevier, vol. 30(10), pages 2605-2634, October.
    8. de Mendonça, Helder Ferreira & Silva, Rafael Bernardo da, 2018. "Effect of banking and macroeconomic variables on systemic risk: An application of ΔCOVAR for an emerging economy," The North American Journal of Economics and Finance, Elsevier, vol. 43(C), pages 141-157.
    9. J. David Cummins & Richard D. Phillips & Stephen D. Smith, 1997. "Derivatives and corporate risk management: participation and volume decisions in the insurance industry," FRB Atlanta Working Paper 97-12, Federal Reserve Bank of Atlanta.
    10. Marc†Gregor Czaja & Hendrik Scholz & Marco Wilkens, 2010. "Interest Rate Risk Rewards in Stock Returns of Financial Corporations: Evidence from Germany," European Financial Management, European Financial Management Association, vol. 16(1), pages 124-154, January.
    11. Tao Zhang & Larry A. Cox & Robert A. Van Ness, 2009. "Adverse Selection and the Opaqueness of Insurers," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 76(2), pages 295-321, June.
    12. Lin, Tzuling & Tsai, Cary Chi-Liang, 2013. "On the mortality/longevity risk hedging with mortality immunization," Insurance: Mathematics and Economics, Elsevier, vol. 53(3), pages 580-596.
    13. Papadamou, Stephanos & Siriopoulos, Costas, 2014. "Interest rate risk and the creation of the Monetary Policy Committee: Evidence from banks’ and life insurance companies’ stocks in the UK," Journal of Economics and Business, Elsevier, vol. 71(C), pages 45-67.
    14. Gatzert, Nadine, 2008. "Asset management and surplus distribution strategies in life insurance: An examination with respect to risk pricing and risk measurement," Insurance: Mathematics and Economics, Elsevier, vol. 42(2), pages 839-849, April.
    15. J. David Cummins & Georges Dionne & Robert Gagné & Abdelhakim Nouira, 2006. "Efficiency of Insurance Firms with Endogenous Risk Management and Financial Intermediation Activities," Cahiers de recherche 0616, CIRPEE.
    16. Ms. Janet Kong & Mr. Manmohan Singh, 2005. "Insurance Companies in Emerging Markets," IMF Working Papers 2005/088, International Monetary Fund.
    17. Franklin Allen & Anthony M. Santomero, 1996. "The Theory of Financial Intermediation," Center for Financial Institutions Working Papers 96-32, Wharton School Center for Financial Institutions, University of Pennsylvania.
    18. Peter F. Christoffersen & Francis X. Diebold, 1998. "How Relevant is Volatility Forecasting for Financial Risk Management?," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-080, New York University, Leonard N. Stern School of Business-.
    19. Liu, Hui-Hsuan & Chang, Ariana & Shiu, Yung-Ming, 2020. "Interest rate derivatives and risk exposure: Evidence from the life insurance industry," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    20. Izhar, Hylmun, 2015. "Measuring Operational Risk Exposures In Islamic Banking: A Proposed Measurement Approach," Working Papers 1432-3, The Islamic Research and Teaching Institute (IRTI).
    21. Moshirian, Fariborz, 2001. "International investment in financial services," Journal of Banking & Finance, Elsevier, vol. 25(2), pages 317-337, February.
    22. Duc Khuong Nguyen & Dinh-Tri Vo, 2021. "Enterprise Risk Management and Solvency: The Case of the Listed EU Insurers," Working Papers 2021-010, Department of Research, Ipag Business School.
    23. Matthew C. Chang & Shi-jie Jiang, 2010. "Surrender Effects On Policy Reserves: A Simulation Analysis Of Investment Guarantee Contracts," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 4(4), pages 11-21.
    24. Anthony Santomero, 1997. "Commercial Bank Risk Management: An Analysis of the Process," Journal of Financial Services Research, Springer;Western Finance Association, vol. 12(2), pages 83-115, October.
    25. Rogers, L. C. G. & Stummer, Wolfgang, 2000. "Consistent fitting of one-factor models to interest rate data," Insurance: Mathematics and Economics, Elsevier, vol. 27(1), pages 45-63, August.
    26. Baranoff, Etti G. & Sager, Thomas W., 2002. "The relations among asset risk, product risk, and capital in the life insurance industry," Journal of Banking & Finance, Elsevier, vol. 26(6), pages 1181-1197, June.
    27. Duan, Jin-Chuan & Yu, Min-Teh, 2005. "Fair insurance guaranty premia in the presence of risk-based capital regulations, stochastic interest rate and catastrophe risk," Journal of Banking & Finance, Elsevier, vol. 29(10), pages 2435-2454, October.
    28. Yakop, Rubayah & Yusop, Zulkornain & radam, alias & Ismail, Noriszura, 2012. "Camel Rating Approach to Assess the Insurance Operators Financial Strength," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 46(2), pages 3-15.
    29. Jordan KJOSEVSKI & Mihail PETKOVSKI & Kiril SIMEONOVSKI, 2022. "The Effects of Individual and Economic Risks and Stress Testing of Non-Life Sector Profitability: The Case of the NorthMacedonian Insurance Sector," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 125-144, April.
    30. Vivian Íris Barcelos & Helder Ferreira De Mendonça, 2016. "Securitization And Credit Risk In The Brazilian Economy," Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting] 115, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    31. Arthur Hau, 2011. "Pricing of Loan Commitments for Facilitating Stochastic Liquidity Needs," Journal of Financial Services Research, Springer;Western Finance Association, vol. 39(1), pages 71-94, April.
    32. Eslyn Jean Baptiste & Anthony M. Santomero, 1998. "The Design of Private Reinsurance Contracts," Center for Financial Institutions Working Papers 98-32, Wharton School Center for Financial Institutions, University of Pennsylvania.
    33. Gene C. Lai & Erin P. Lu & Haijun Li & Dennis C. Chen, 2017. "Measuring insurers’ investment risk taking with asymmetric tail dependencies," Risk Management, Palgrave Macmillan, vol. 19(1), pages 1-31, February.
    34. Chenghsien Tsai, 2009. "The Term Structure of Reserve Durations and the Duration of Aggregate Reserves," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 76(2), pages 419-441, June.
    35. de Mendonça, Helder Ferreira & Barcelos, Vívian Íris, 2015. "Securitization and credit risk: Empirical evidence from an emerging economy," The North American Journal of Economics and Finance, Elsevier, vol. 32(C), pages 12-28.
    36. Bali, Turan G. & Neftci, Salih N., 2003. "Disturbing extremal behavior of spot rate dynamics," Journal of Empirical Finance, Elsevier, vol. 10(4), pages 455-477, September.
    37. George S. Oldfield & Anthony M. Santomero, 1997. "The Place of Risk Management in Financial Institutions," Center for Financial Institutions Working Papers 95-05, Wharton School Center for Financial Institutions, University of Pennsylvania.
    38. Ventsislava Chobanova, 2015. "Bulgarian General Insurance Companies from Solvency II Perspective," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 117-125, April.
    39. Tsai, Chenghsien & Kuo, Weiyu & Chen, Wei-Kuang, 2002. "Early surrender and the distribution of policy reserves," Insurance: Mathematics and Economics, Elsevier, vol. 31(3), pages 429-445, December.
    40. Byeongyong Paul Choi, 2010. "The U.S. Property and Liability Insurance Industry: Firm Growth, Size, and Age," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 13(2), pages 207-224, September.
    41. Cocozza, Rosa & Di Lorenzo, Emilia, 2007. "A Dynamic Solvency Approach for Life Insurance," MPRA Paper 28015, University Library of Munich, Germany.
    42. Tyler K. Jensen & Robert R. Johnson & Michael J. McNamara, 2019. "Funding conditions and insurance stock returns: Do insurance stocks really benefit from rising interest rate regimes?," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 22(4), pages 367-391, December.
    43. Joseph M. Goebel, 2007. "Risk, Return, and Performance Measurement: A Case of Unrealistic Expectations?," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 10(1), pages 51-68, March.
    44. René Doff & Jan Bilderbeek & Bert Bruggink & Pieter Emmen, 2009. "Performance Management in Insurance Firms by Using Transfer Pricing," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 12(2), pages 213-226, September.

  11. Babbel, D.F., 1996. "Insuring Sovereign Debt Against Default," World Bank - Discussion Papers 328, World Bank.

    Cited by:

    1. Emanuel Kohlscheen, 2010. "Sovereign risk: constitutions rule," Oxford Economic Papers, Oxford University Press, vol. 62(1), pages 62-85, January.
    2. Andrew K. Rose, 2002. "One Reason Countries Pay their Debts: Renegotiation and International Trade," NBER Working Papers 8853, National Bureau of Economic Research, Inc.
    3. Edward I. Altman & Herbert Rijken, 2013. "Toward A Bottom-Up Approach To Assessing Sovereign Default Risk: An Update," World Scientific Book Chapters, in: Oliviero Roggi & Edward I Altman (ed.), Managing and Measuring Risk Emerging Global Standards and Regulations After the Financial Crisis, chapter 2, pages 41-64, World Scientific Publishing Co. Pte. Ltd..
    4. Rockerbie, Duane W. & Easton, Stephen T., 2009. "Commercial banks, default insurance and IMF reforms," Economics Discussion Papers 2009-39, Kiel Institute for the World Economy (IfW Kiel).
    5. Ana-Maria Fuertes & Elena Kalotychou, 2004. "Forecasting sovereign default using panel models: A comparative analysis," Computing in Economics and Finance 2004 228, Society for Computational Economics.
    6. Miroslava Kostova Karaboytcheva & Luis Rubio Andrada, 2012. "The Impact of the Shadow Economy on the Country Risk Index," Chapters, in: Michael Pickhardt & Aloys Prinz (ed.), Tax Evasion and the Shadow Economy, chapter 7, Edward Elgar Publishing.
    7. Liu, Feng & Kalotay, Egon & Trück, Stefan, 2018. "Assessing sovereign default risk: A bottom-up approach," Economic Modelling, Elsevier, vol. 70(C), pages 525-542.
    8. Edward I. Altman & Herbert A. Rijken, 2011. "Toward a Bottom‐Up Approach to Assessing Sovereign Default Risk," Journal of Applied Corporate Finance, Morgan Stanley, vol. 23(1), pages 20-31, January.
    9. Aizenman, Joshua & Ito, Hiro, 2014. "Living with the trilemma constraint: Relative trilemma policy divergence, crises, and output losses for developing countries," Journal of International Money and Finance, Elsevier, vol. 49(PA), pages 28-51.
    10. Edward I. Altman & Herbert A. Rijken, 2013. "Sovereign default risk assessment," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 5(1/2), pages 6-27.
    11. Joshua Aizenman & Hiro Ito, 2014. "The More Divergent, the Better? Lessons on Trilemma Policies and Crises for Asia," Asian Development Review, MIT Press, vol. 31(2), pages 21-54, September.

  12. McIsaac, Donald A. & Babbel, David F., 1995. "The World Bank primer on reinsurance," Policy Research Working Paper Series 1512, The World Bank.

    Cited by:

    1. P. Nowak, 1999. "Analysis of Applications of Some Ex-Ante Instruments for the Transfer of Catastrophic Risks," Working Papers ir99075, International Institute for Applied Systems Analysis.
    2. Howard Kunreuther, 1997. "Managing Catastrophic Risks Through Insurance and Mitigation," Center for Financial Institutions Working Papers 98-13, Wharton School Center for Financial Institutions, University of Pennsylvania.
    3. Vittas, Dimitri, 1995. "Tunisia's insurance sector," Policy Research Working Paper Series 1451, The World Bank.

  13. Babbel, David F. & Merrill, Craig & Panning, William, 1995. "Default risk and the effective duration of bonds," Policy Research Working Paper Series 1511, The World Bank.

    Cited by:

    1. Sarkar, Sudipto & Hong, Gwangheon, 2004. "Effective duration of callable corporate bonds: Theory and evidence," Journal of Banking & Finance, Elsevier, vol. 28(3), pages 499-521, March.
    2. Jacoby, Gady & Roberts, Gordon S., 2003. "Default- and call-adjusted duration for corporate bonds," Journal of Banking & Finance, Elsevier, vol. 27(12), pages 2297-2321, December.
    3. Francisco Sotos, 2003. "Interest risk and default risk: A conditional volatility study," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 9(1), pages 56-63, February.
    4. David F. Babbel & Craig B. Merrill & Mark F. Meyer & Meiring de Villiers, 2001. "The Effect of Transaction Size on Off-the-Run Treasury Prices," Center for Financial Institutions Working Papers 01-03, Wharton School Center for Financial Institutions, University of Pennsylvania.
    5. Scott D. Aguais & Anthony M. Santomero, 1997. "Incorporating New Fixed Income Approaches into Commercial Loan Valuation," Center for Financial Institutions Working Papers 98-06, Wharton School Center for Financial Institutions, University of Pennsylvania.
    6. Díaz, Antonio & Escribano, Ana, 2017. "Liquidity measures throughout the lifetime of the U.S. Treasury bond," Journal of Financial Markets, Elsevier, vol. 33(C), pages 42-74.
    7. David F. Babbel & Anthony M. Santomero, 1997. "Risk Management by Insurers: An Analysis of the Process," Center for Financial Institutions Working Papers 96-16, Wharton School Center for Financial Institutions, University of Pennsylvania.
    8. Kraft, Holger & Munk, Claus, 2007. "Bond durations: Corporates vs. Treasuries," Journal of Banking & Finance, Elsevier, vol. 31(12), pages 3720-3741, December.

  14. David F. Babbel & Laurence K. Eisenberg, 1991. "Quantity-adjusting options and forward contracts," FRB Atlanta Working Paper 91-15, Federal Reserve Bank of Atlanta.

    Cited by:

    1. J. Shaw & E. O. Thorp & W. T. Ziemba, 1995. "Risk arbitrage in the Nikkei put warrant market of 1989-1990," Applied Mathematical Finance, Taylor & Francis Journals, vol. 2(4), pages 243-272.
    2. David F. Babbel & Craig Merrill, 1997. "Economic Valuation Models for Insurers," Center for Financial Institutions Working Papers 97-44, Wharton School Center for Financial Institutions, University of Pennsylvania.
    3. Craig, Alastair & Dravid, Ajay & Richardson, Matthew, 1995. "Market efficiency around the clock Some supporting evidence using foreign-based derivatives," Journal of Financial Economics, Elsevier, vol. 39(2-3), pages 161-180.
    4. Tucker, Alan & Wei, Jason Z., 1997. "Power currency options," Global Finance Journal, Elsevier, vol. 8(2), pages 167-179.

  15. David F. Babbel and Eisaku Ohtsuka., 1985. "Aspects of Optimal Multiperiod Life Insurance," Research Program in Finance Working Papers 156, University of California at Berkeley.

    Cited by:

    1. Sauter, Nicolas & Walliser, Jan & Winter, Joachim, 2015. "Tax incentives, bequest motives, and the demand for life insurance: evidence from a natural experiment in Germany," Munich Reprints in Economics 59196, University of Munich, Department of Economics.
    2. Walliser, Jan & Winter, Joachim, 1998. "Tax incentives, bequest motives and the demand for life insurance: evidence from Germany," Sonderforschungsbereich 504 Publications 99-28, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
    3. Mathias Sommer, 2007. "Savings motives and the effectiveness of tax incentives – an analysis based on the demand for life insurance in Germany," MEA discussion paper series 07125, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
    4. Huang, Huaxiong & Milevsky, Moshe A., 2008. "Portfolio choice and mortality-contingent claims: The general HARA case," Journal of Banking & Finance, Elsevier, vol. 32(11), pages 2444-2452, November.

  16. David F. Babbel & Laurence K. Eisenberg, "undated". "Quantity-Adjusting Options and Forward Contracts (Revised: 29-91)," Rodney L. White Center for Financial Research Working Papers 24-91, Wharton School Rodney L. White Center for Financial Research.

    Cited by:

    1. J. Shaw & E. O. Thorp & W. T. Ziemba, 1995. "Risk arbitrage in the Nikkei put warrant market of 1989-1990," Applied Mathematical Finance, Taylor & Francis Journals, vol. 2(4), pages 243-272.

  17. David F. Babbel & Laurence K. Eisenberg, "undated". "Quantity-Adjusting Options and Forward Contracts (Revision of 24-91) (Reprint 041)," Rodney L. White Center for Financial Research Working Papers 29-91, Wharton School Rodney L. White Center for Financial Research.

    Cited by:

    1. J. Shaw & E. O. Thorp & W. T. Ziemba, 1995. "Risk arbitrage in the Nikkei put warrant market of 1989-1990," Applied Mathematical Finance, Taylor & Francis Journals, vol. 2(4), pages 243-272.

Articles

  1. David F. Babbel & Miguel A. Herce, 2018. "Stable Value Funds Performance," Risks, MDPI, vol. 6(1), pages 1-40, February.

    Cited by:

    1. Sheng-Ping Yang & Thanh Nguyen, 2019. "Skewness Preference and Asset Pricing: Evidence from the Japanese Stock Market," JRFM, MDPI, vol. 12(3), pages 1-10, September.

  2. Kabir K. Dutta & David F. Babbel, 2014. "Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 81(2), pages 303-334, June.
    See citations under working paper version above.
  3. David F. Babbel & Craig Merrill, 2005. "Real and Illusory Value Creation by Insurance Companies," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 72(1), pages 1-22, March.

    Cited by:

    1. Nadine Gatzert & Gudrun Hoermann & Hato Schmeiser, 2009. "The Impact of the Secondary Market on Life Insurers’ Surrender Profits," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 76(4), pages 887-908, December.
    2. Rafael Hernandez Barros & Javier Vidal-Garcia & Marta Vidal & María Isabel Martínez Torre-Enciso, 2016. "New Evidence in the Definition of Strategy for Global Insurers," Economics Bulletin, AccessEcon, vol. 36(3), pages 1829-1843.
    3. Giovanni Barone-Adesi & Walter Farkas & Pablo Koch-Medina, 2014. "Capital Levels and Risk-Taking Propensity in Financial Institutions," Accounting and Finance Research, Sciedu Press, vol. 3(1), pages 1-85, February.
    4. Marc†Gregor Czaja & Hendrik Scholz & Marco Wilkens, 2010. "Interest Rate Risk Rewards in Stock Returns of Financial Corporations: Evidence from Germany," European Financial Management, European Financial Management Association, vol. 16(1), pages 124-154, January.
    5. Tao Zhang & Larry A. Cox & Robert A. Van Ness, 2009. "Adverse Selection and the Opaqueness of Insurers," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 76(2), pages 295-321, June.
    6. Mao, Hong & Ostaszewski, Krzysztof M., 2008. "Pricing equity-linked life insurance contracts with minimum interest rate guarantee in partial equilibrium framework," German Risk and Insurance Review (GRIR), University of Cologne, Department of Risk Management and Insurance, vol. 4(2), pages 27-52.
    7. Gatzert, Nadine, 2008. "Asset management and surplus distribution strategies in life insurance: An examination with respect to risk pricing and risk measurement," Insurance: Mathematics and Economics, Elsevier, vol. 42(2), pages 839-849, April.
    8. Tong Yu & Bingxuan Lin & Henry R. Oppenheimer & Xuanjuan Chen, 2008. "Intangible Assets and Firm Asset Risk Taking: An Analysis of Property and Liability Insurance Firms," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 11(1), pages 157-178, March.
    9. Cynthia Van Hulle & Hans Degryse & Kristien Smedts, 2017. "Risk-sharing benefits and the capital structure of insurance companies," Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven 571404, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven.
    10. 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, 2013. "Technical Review Panel for the Pension Insurance Modeling System (PIMS)," Working Papers wp290, University of Michigan, Michigan Retirement Research Center.
    11. Chia‐Chun Chiang & Hugh Hoikwang Kim & Greg Niehaus, 2022. "Opaque liabilities, learning, and the cost of equity capital for insurers," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 89(4), pages 1031-1076, December.
    12. Martin Eling, 2012. "What Do We Know About Market Discipline in Insurance?," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 15(2), pages 185-223, September.
    13. Ahmed Baig & Benjamin M. Blau & Todd G. Griffith, 2021. "Firm Opacity and the Clustering of Stock Prices: the Case of Financial Intermediaries," Journal of Financial Services Research, Springer;Western Finance Association, vol. 60(2), pages 187-206, December.
    14. Chip Wade & Andre Liebenberg & Benjamin M. Blau, 2016. "Information and Insurer Financial Strength Ratings: Do Short Sellers Anticipate Ratings Changes?," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 83(2), pages 475-500, June.
    15. Abed Al-Nasser Abdallah & Wissam Abdallah & Feras M. Salama, 2018. "The Market Reaction to the Adoption of IFRS in the European Insurance Industry," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 43(4), pages 653-703, October.

  4. Kabir K. Dutta & David F. Babbel, 2005. "Extracting Probabilistic Information from the Prices of Interest Rate Options: Tests of Distributional Assumptions," The Journal of Business, University of Chicago Press, vol. 78(3), pages 841-870, May.
    See citations under working paper version above.
  5. Babbel, David F. & Merrill, Craig B. & Meyer, Mark F. & de Villiers, Meiring, 2004. "The Effect of Transaction Size on Off-the-Run Treasury Prices," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 39(3), pages 595-611, September.
    See citations under working paper version above.
  6. David Babbel & Jeremy Gold & Craig Merrill, 2002. "Fair Value of Liabilities: The Financial Economics Perspective," North American Actuarial Journal, Taylor & Francis Journals, vol. 6(1), pages 12-27.

    Cited by:

    1. Mao, Hong & Ostaszewski, Krzysztof M., 2008. "Pricing equity-linked life insurance contracts with minimum interest rate guarantee in partial equilibrium framework," German Risk and Insurance Review (GRIR), University of Cologne, Department of Risk Management and Insurance, vol. 4(2), pages 27-52.
    2. Cocozza, R & Di Lorenzo, E & Sibillo, M, 2004. "Methodological problems in solvency assessment of an insurance company," MPRA Paper 27980, University Library of Munich, Germany.
    3. David McCarthy, 2003. "A Lifecycle Analysis of Defined Benefit Pension Plans," Working Papers wp053, University of Michigan, Michigan Retirement Research Center.
    4. Chenghsien Tsai & Weiyu Kuo & Derek Mi‐Hsiu Chiang, 2009. "The Distributions of Policy Reserves Considering the Policy‐Year Structures of Surrender Rates and Expense Ratios," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 76(4), pages 909-931, December.
    5. Sergio, Bianchi & Alessandro, Trudda, 2008. "Global Asset Return in Pension Funds: a dynamical risk analysis," MPRA Paper 12011, University Library of Munich, Germany, revised 14 Jun 2008.
    6. Kim Changki, 2005. "Surrender Rate Impacts on Asset Liability Management," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 1(1), pages 1-36, June.
    7. Cocozza, Rosa & Di Lorenzo, Emilia, 2007. "A Dynamic Solvency Approach for Life Insurance," MPRA Paper 28015, University Library of Munich, Germany.
    8. René Doff & Jan Bilderbeek & Bert Bruggink & Pieter Emmen, 2009. "Performance Management in Insurance Firms by Using Transfer Pricing," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 12(2), pages 213-226, September.

  7. David Babbel & Craig Merrill, 1998. "Economic Valuation Models for Insurers," North American Actuarial Journal, Taylor & Francis Journals, vol. 2(3), pages 1-15.
    See citations under working paper version above.
  8. David F. Babbel & Craig Merrill & William Panning, 1997. "Default Risk and the Effective Duration of Bonds," Financial Analysts Journal, Taylor & Francis Journals, vol. 53(1), pages 35-44, January.
    See citations under working paper version above.
  9. Craig Merrill & David Babbel, 1996. "Interest‐rate option pricing revisited," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 16(8), pages 859-863, December.

    Cited by:

    1. Kabir K. Dutta & David F. Babbel, 2002. "Extracting Probabilistic Information from the Prices of Interest Rate Options: Tests of Distributional Assumptions," Center for Financial Institutions Working Papers 02-26, Wharton School Center for Financial Institutions, University of Pennsylvania.

  10. David F. Babbel, 1989. "Insuring banks against systematic credit risk," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 9(6), pages 487-505, December.

    Cited by:

    1. Henke, Sabine & Burghof, Hans-Peter & Rudolph, Bernd, 1998. "Credit securitization and credit derivatives: Financial instruments and the credit risk management of middle market commercial loan portfolios," CFS Working Paper Series 1998/07, Center for Financial Studies (CFS).
    2. Jacques, Sébastien & Lai, Van Son & Soumaré, Issouf, 2011. "Synthetizing a debt guarantee: Super-replication versus utility approach," International Review of Financial Analysis, Elsevier, vol. 20(1), pages 27-40, January.
    3. Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.

  11. Babbel, David F, 1985. "The Price Elasticity of Demand for Whole Life Insurance," Journal of Finance, American Finance Association, vol. 40(1), pages 225-239, March.

    Cited by:

    1. Jiang Cheng & Lu Yu, 2019. "Life and health insurance consumption in China: demographic and environmental risks," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 44(1), pages 67-101, January.
    2. Shawn Cole & Xavier Gine & Jeremy Tobacman & Petia Topalova & Robert Townsend & James Vickery, 2013. "Barriers to Household Risk Management: Evidence from India," American Economic Journal: Applied Economics, American Economic Association, vol. 5(1), pages 104-135, January.
    3. Emily Norman Zietz, 2003. "An Examination of the Demand for Life Insurance," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 6(2), pages 159-191, September.
    4. Akhter, Waheed & Pappas, Vasileios & Khan, Saad Ullah, 2017. "A comparison of Islamic and conventional insurance demand: Worldwide evidence during the Global Financial Crisis," Research in International Business and Finance, Elsevier, vol. 42(C), pages 1401-1412.
    5. Di Matteo, Livio & Herbert Emery, J. C., 2002. "Wealth and the demand for life insurance: evidence from Ontario, 1892," Explorations in Economic History, Elsevier, vol. 39(4), pages 446-469, October.
    6. Hao, MingJie & Macdonald, Angus S. & Tapadar, Pradip & Thomas, R. Guy, 2018. "Insurance loss coverage and demand elasticities," Insurance: Mathematics and Economics, Elsevier, vol. 79(C), pages 15-25.
    7. Subir Sen, 2008. "An Analysis of Life Insurance Demand Determinants for Selected Asian Economies and India," Finance Working Papers 22512, East Asian Bureau of Economic Research.
    8. Mark V. Pauly & Kate H. Withers & Krupa Subramanian-Viswana & Jean Lemaire & John C. Hershey, 2003. "Price Elasticity of Demand for Term Life Insurance and Adverse Selection," NBER Working Papers 9925, National Bureau of Economic Research, Inc.
    9. J. François Outreville, 2011. "The relationship between insurance growth and economic development - 80 empirical papers for a review of the literature," ICER Working Papers 12-2011, ICER - International Centre for Economic Research.
    10. Safet Kozarevic & Sanida Hodzic, 2021. "What drives life insurance purchasing decisions in Bosnia and Herzegovina?," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 24(3), pages 263-278, September.
    11. Anne Corcos & François Pannequin & Claude Montmarquette, 2017. "Statistical Tests of the Demand for Insurance: An “All or Nothing” Decision," CIRANO Working Papers 2017s-07, CIRANO.
    12. J. François Outreville, 2013. "The Relationship Between Insurance and Economic Development: 85 Empirical Papers for a Review of the Literature," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 16(1), pages 71-122, March.
    13. Vékás, Péter & Banyár, József, 2016. "A pénzügyi termékek ára [The price of financial products]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(4), pages 380-406.
    14. Srbinoski Bojan & Strozzi Fernanda & Poposki Klime & Born Patricia H., 2020. "Trends in Life Insurance Demand and Lapse Literature," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 14(2), pages 1-46, July.
    15. Montserrat Guillén & Ana María Pérez-Marín & Montserrat Guillén, 2011. "A logistic regression approach to estimating customer profit loss due to lapses in insurance," Working Papers XREAP2011-13, Xarxa de Referència en Economia Aplicada (XREAP), revised Oct 2011.
    16. Eling, Martin & Pradhan, Shailee & Schmit, Joan T., 2013. "The Determinants of Microinsurance Demand," Working Papers on Finance 1308, University of St. Gallen, School of Finance.
    17. Schotanus, Fredo & Telgen, Jan & de Boer, Luitzen, 2009. "Unraveling quantity discounts," Omega, Elsevier, vol. 37(3), pages 510-521, June.
    18. Martin Hodula & Jan Janku & Martin Casta & Adam Kucera, 2020. "On the Determinants of Life and Non-Life Insurance Premiums," Working Papers 2020/8, Czech National Bank.
    19. Manoj Athavale & Stephen M. Avila, 2011. "An Analysis of the Demand for Earthquake Insurance," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 14(2), pages 233-246, September.
    20. Maryam Hosseinzadeh & Saeed Daei-Karimzadeh, 2017. "Investigate the Effect of Exchange Rate Volatility on the Demand for Life Insurance in Iran," International Journal of Economics and Financial Issues, Econjournals, vol. 7(2), pages 166-174.
    21. R. Guy Thomas, 2018. "Why Insurers Are Wrong about Adverse Selection," Laws, MDPI, vol. 7(2), pages 1-8, April.
    22. Subir Sen & S Madheswaran, 2013. "Regional determinants of life insurance consumption: evidence from selected Asian economies," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 27(2), pages 86-103, November.
    23. Tienyu Hwang & Brian Greenford, 2005. "A Cross‐Section Analysis of the Determinants of Life Insurance Consumption in Mainland China, Hong Kong, and Taiwan," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 8(1), pages 103-125, March.
    24. Chatterjee, Indradeb & Macdonald, Angus S. & Tapadar, Pradip & Thomas, R. Guy, 2021. "When is utilitarian welfare higher under insurance risk pooling?," Insurance: Mathematics and Economics, Elsevier, vol. 101(PB), pages 289-301.

  12. Babbel, David F & Staking, Kim B, 1983. "A Capital Budgeting Analysis of Life Insurance Costs in the United States: 1950-1979," Journal of Finance, American Finance Association, vol. 38(1), pages 149-170, March.

    Cited by:

    1. Jiang Cheng & Lu Yu, 2019. "Life and health insurance consumption in China: demographic and environmental risks," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 44(1), pages 67-101, January.
    2. Benlagha, Noureddine & Hemrit, Wael, 2020. "Internet use and insurance growth: evidence from a panel of OECD countries," Technology in Society, Elsevier, vol. 62(C).
    3. Maryam Hosseinzadeh & Saeed Daei-Karimzadeh, 2017. "Investigate the Effect of Exchange Rate Volatility on the Demand for Life Insurance in Iran," International Journal of Economics and Financial Issues, Econjournals, vol. 7(2), pages 166-174.

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