Access Statistics for Emiliano A. Valdez

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
CAPM and Option Pricing with Elliptical Disbributions 0 0 2 470 0 0 23 1,178
On the Distortion of a Copula and its Margins 0 0 0 23 0 0 8 73
Optimal capital allocation principles 1 1 1 142 1 3 10 374
Total Working Papers 1 1 3 635 1 3 41 1,625

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A copula approach to test asymmetric information with applications to predictive modeling 0 0 0 26 0 1 9 136
Analytic bounds and approximations for annuities and Asian options 0 0 0 19 0 1 7 82
Bivariate analysis of survivorship and persistency 0 0 0 61 0 0 5 148
Bounds and approximations for sums of dependent log-elliptical random variables 0 0 0 10 1 2 10 140
CAPM and Option Pricing With Elliptically Contoured Distributions 0 0 0 30 0 0 12 119
Claim dependence with common effects in credibility models 0 0 0 49 1 1 9 171
Comments on: Inference in multivariate Archimedean copula models 0 0 0 2 0 0 4 30
Demand and adverse selection in a pooled annuity fund 0 0 0 62 0 0 3 143
Hierarchical Insurance Claims Modeling 0 0 0 67 0 1 12 177
Multivariate probit models for conditional claim-types 0 0 1 57 1 2 13 260
Optimal Capital Allocation Principles 0 0 1 27 0 2 12 156
The Simple Analytics of a Pooled Annuity Fund 1 2 13 92 1 4 38 262
Wang's capital allocation formula for elliptically contoured distributions 0 0 0 97 0 1 9 253
Total Journal Articles 1 2 15 599 4 15 143 2,077

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Statistics updated 2026-08-07