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 6 24 1,178
On the Distortion of a Copula and its Margins 0 0 0 23 0 1 9 73
Optimal capital allocation principles 0 0 0 141 2 5 9 373
Total Working Papers 0 0 2 634 2 12 42 1,624

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 3 8 135
Analytic bounds and approximations for annuities and Asian options 0 0 0 19 0 0 6 81
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 5 9 139
CAPM and Option Pricing With Elliptically Contoured Distributions 0 0 0 30 0 3 12 119
Claim dependence with common effects in credibility models 0 0 2 49 0 4 10 170
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 11 176
Multivariate probit models for conditional claim-types 0 0 1 57 0 4 11 258
Optimal Capital Allocation Principles 0 0 1 27 0 3 10 154
The Simple Analytics of a Pooled Annuity Fund 0 1 11 90 1 9 35 259
Wang's capital allocation formula for elliptically contoured distributions 0 0 0 97 0 1 8 252
Total Journal Articles 0 1 15 597 2 33 132 2,064

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Statistics updated 2026-06-04