Emiliano A. Valdez
Title
Cited by
Cited by
Year
Understanding relationships using copulas
EW Frees, EA Valdez
North American actuarial journal 2 (1), 1-25, 1998
15761998
Tail conditional expectations for elliptical distributions
ZM Landsman, EA Valdez
North American Actuarial Journal 7 (4), 55-71, 2003
3582003
Annuity valuation with dependent mortality
EW Frees, J Carriere, E Valdez
Journal of risk and insurance, 229-261, 1996
2921996
Optimal capital allocation principles
J Dhaene, A Tsanakas, EA Valdez, S Vanduffel
Journal of Risk and Insurance 79 (1), 1-28, 2012
2182012
Comonotonicity, correlation order and premium principles
S Wang, J Dhaene
Insurance: Mathematics and Economics 22 (3), 235-242, 1998
1671998
Hierarchical insurance claims modeling
EW Frees, EA Valdez
Journal of the American Statistical Association 103 (484), 1457-1469, 2008
1392008
The simple analytics of a pooled annuity fund
J Piggott, EA Valdez, B Detzel
Journal of Risk and Insurance 72 (3), 497-520, 2005
1352005
Securitization of longevity risk in reverse mortgages
L Wang, EA Valdez, J Piggott
North American Actuarial Journal 12 (4), 345-371, 2008
972008
Wang’s capital allocation formula for elliptically contoured distributions
EA Valdez, A Chernih
Insurance: Mathematics and Economics 33 (3), 517-532, 2003
902003
Simulating from exchangeable Archimedean copulas
F Wu, E Valdez, M Sherris
Communications in Statistics—Simulation and Computation® 36 (5), 1019-1034, 2007
802007
Economic capital and the aggregation of risks using copulas
A Tang, EA Valdez
Available at SSRN 1347675, 2009
672009
Statistical concepts of a priori and a posteriori risk classification in insurance
K Antonio, EA Valdez
AStA Advances in Statistical Analysis 96 (2), 187-224, 2012
662012
Tail conditional expectations for exponential dispersion models
Z Landsman, EA Valdez
ASTIN Bulletin: The Journal of the IAA 35 (1), 189-209, 2005
662005
Multivariate negative binomial models for insurance claim counts
P Shi, EA Valdez
Insurance: Mathematics and Economics 55, 18-29, 2014
602014
Actuarial applications of a hierarchical insurance claims model
EWS Frees, P Shi, EA Valdez
ASTIN Bulletin-Actuarial Studies in Non Life Insurance 39 (1), 165, 2009
602009
Claim dependence with common effects in credibility models
KL Yeo, EA Valdez
Insurance: Mathematics and Economics 38 (3), 609-629, 2006
592006
Multivariate probit models for conditional claim-types
G Young, EA Valdez, R Kohn
Insurance: Mathematics and Economics 44 (2), 214-228, 2009
502009
Tail conditional variance for elliptically contoured distributions
EA Valdez
Belgian Actuarial Bulletin 5 (1), 26-36, 2005
462005
Demand and adverse selection in a pooled annuity fund
EA Valdez, J Piggott, L Wang
Insurance: Mathematics and Economics 39 (2), 251-266, 2006
432006
Bounds and approximations for sums of dependent log-elliptical random variables
EA Valdez, J Dhaene, M Maj, S Vanduffel
Insurance: Mathematics and Economics 44 (3), 385-397, 2009
362009
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Articles 1–20