Emiliano A. Valdez
TitoloCitata daAnno
Understanding relationships using copulas
EW Frees, EA Valdez
North American actuarial journal 2 (1), 1-25, 1998
14961998
Tail conditional expectations for elliptical distributions
ZM Landsman, EA Valdez
North American Actuarial Journal 7 (4), 55-71, 2003
3332003
Annuity valuation with dependent mortality
EW Frees, J Carriere, E Valdez
Journal of Risk and Insurance, 229-261, 1996
2781996
Optimal capital allocation principles
J Dhaene, A Tsanakas, EA Valdez, S Vanduffel
Journal of Risk and Insurance 79 (1), 1-28, 2012
2012012
Hierarchical insurance claims modeling
EW Frees, EA Valdez
Journal of the American Statistical Association 103 (484), 1457-1469, 2008
1242008
The simple analytics of a pooled annuity fund
J Piggott, EA Valdez, B Detzel
Journal of Risk and Insurance 72 (3), 497-520, 2005
1192005
Wang’s capital allocation formula for elliptically contoured distributions
EA Valdez, A Chernih
Insurance: Mathematics and Economics 33 (3), 517-532, 2003
862003
Securitization of longevity risk in reverse mortgages
L Wang, EA Valdez, J Piggott
North American Actuarial Journal 12 (4), 345-371, 2008
852008
Simulating from exchangeable Archimedean copulas
F Wu, E Valdez, M Sherris
Communications in Statistics—Simulation and Computation® 36 (5), 1019-1034, 2007
762007
Tail conditional expectations for exponential dispersion models
Z Landsman, EA Valdez
ASTIN Bulletin: The Journal of the IAA 35 (1), 189-209, 2005
652005
Economic capital and the aggregation of risks using copulas
A Tang, EA Valdez
Available at SSRN 1347675, 2009
612009
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
602012
Claim dependence with common effects in credibility models
KL Yeo, EA Valdez
Insurance: Mathematics and Economics 38 (3), 609-629, 2006
602006
Multivariate negative binomial models for insurance claim counts
P Shi, EA Valdez
Insurance: Mathematics and Economics 55, 18-29, 2014
502014
Actuarial applications of a hierarchical insurance claims model
EW Frees, P Shi, EA Valdez
ASTIN Bulletin: The Journal of the IAA 39 (1), 165-197, 2009
462009
Tail conditional variance for elliptically contoured distributions
EA Valdez
Belgian Actuarial Bulletin 5 (1), 26-36, 2005
452005
Multivariate probit models for conditional claim-types
G Young, EA Valdez, R Kohn
Insurance: Mathematics and Economics 44 (2), 214-228, 2009
442009
Demand and adverse selection in a pooled annuity fund
EA Valdez, J Piggott, L Wang
Insurance: Mathematics and Economics 39 (2), 251-266, 2006
392006
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
Analytic bounds and approximations for annuities and Asian options
S Vanduffel, Z Shang, L Henrard, J Dhaene, EA Valdez
Insurance: Mathematics and Economics 42 (3), 1109-1117, 2008
332008
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Articoli 1–20