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Emiliano A. Valdez

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This is information that was supplied by Emiliano Valdez in registering through RePEc. If you are Emiliano A. Valdez , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Emiliano
Middle Name: A.
Last Name: Valdez
Suffix:

RePEc Short-ID: pva345

Email:
Homepage: http://www.math.uconn.edu/~valdez/
Postal Address:
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Affiliation

University of Connecticut
Homepage: http://www.uconn.edu
Location: Storrs, Connecticut, USA

Works

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Working papers

  1. Valdez, Emiliano A., 2009. "On the Distortion of a Copula and its Margins," MPRA Paper 20524, University Library of Munich, Germany.
  2. Dhaene, Jan & Tsanakas, Andreas & Emiliano, Valdez & Steven, Vanduffel, 2009. "Optimal capital allocation principles," MPRA Paper 13574, University Library of Munich, Germany.
  3. Mahmoud Hamada & E. Valdez, 2004. "CAPM and Option Pricing with Elliptical Disbributions," Research Paper Series 120, Quantitative Finance Research Centre, University of Technology, Sydney.

Articles

  1. Jan Dhaene & Andreas Tsanakas & Emiliano A. Valdez & Steven Vanduffel, 2012. "Optimal Capital Allocation Principles," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 79(1), pages 1-28, 03.
  2. Shi, Peng & Valdez, Emiliano A., 2011. "A copula approach to test asymmetric information with applications to predictive modeling," Insurance: Mathematics and Economics, Elsevier, vol. 49(2), pages 226-239, September.
  3. Emiliano Valdez, 2011. "Comments on: Inference in multivariate Archimedean copula models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 20(2), pages 257-262, August.
  4. Young, Gary & Valdez, Emiliano A. & Kohn, Robert, 2009. "Multivariate probit models for conditional claim-types," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 214-228, April.
  5. Valdez, Emiliano A. & Dhaene, Jan & Maj, Mateusz & Vanduffel, Steven, 2009. "Bounds and approximations for sums of dependent log-elliptical random variables," Insurance: Mathematics and Economics, Elsevier, vol. 44(3), pages 385-397, June.
  6. Frees, Edward W. & Valdez, Emiliano A., 2008. "Hierarchical Insurance Claims Modeling," Journal of the American Statistical Association, American Statistical Association, vol. 103(484), pages 1457-1469.
  7. Mahmoud Hamada & Emiliano A. Valdez, 2008. "CAPM and Option Pricing With Elliptically Contoured Distributions," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 75(2), pages 387-409.
  8. Vanduffel, Steven & Shang, Zhaoning & Henrard, Luc & Dhaene, Jan & Valdez, Emiliano A., 2008. "Analytic bounds and approximations for annuities and Asian options," Insurance: Mathematics and Economics, Elsevier, vol. 42(3), pages 1109-1117, June.
  9. Valdez, Emiliano A. & Piggott, John & Wang, Liang, 2006. "Demand and adverse selection in a pooled annuity fund," Insurance: Mathematics and Economics, Elsevier, vol. 39(2), pages 251-266, October.
  10. Yeo, Keng Leong & Valdez, Emiliano A., 2006. "Claim dependence with common effects in credibility models," Insurance: Mathematics and Economics, Elsevier, vol. 38(3), pages 609-629, June.
  11. Adam Creighton & Henry Hongbo Jin & John Piggott & Emiliano A. Valdez, 2005. "Longevity Insurance: A Missing Market," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 50(sp), pages 417-435.
  12. John Piggott & Emiliano A. Valdez & Bettina Detzel, 2005. "The Simple Analytics of a Pooled Annuity Fund," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 72(3), pages 497-520.
  13. Valdez, Emiliano A. & Chernih, Andrew, 2003. "Wang's capital allocation formula for elliptically contoured distributions," Insurance: Mathematics and Economics, Elsevier, vol. 33(3), pages 517-532, December.
  14. Valdez, Emiliano A., 2001. "Bivariate analysis of survivorship and persistency," Insurance: Mathematics and Economics, Elsevier, vol. 29(3), pages 357-373, December.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2009-02-28. Author is listed
  2. NEP-ECM: Econometrics (1) 2010-02-20. Author is listed
  3. NEP-FIN: Finance (1) 2004-06-02. Author is listed
  4. NEP-FMK: Financial Markets (1) 2004-06-02. Author is listed
  5. NEP-IAS: Insurance Economics (1) 2009-02-28. Author is listed
  6. NEP-RMG: Risk Management (1) 2009-02-28. Author is listed

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