Knowledge Wharton


David Babbel

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Professor Emeritus of Insurance and Risk Management

Research Publications Biography

Research Areas

Interest-sensitive stochastic valuation, investment strategies, asset/liability management for insurers, fixed income securities, annuities and life insurance policies

Current Projects

Analysis of basis risk in asset/liability management. Valuation of interest-sensitive cash flows. Annuities and life insurance valuation. Stable value funds performance measurement.