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 1 2 2 470 3 9 14 1,164
On the Distortion of a Copula and its Margins 0 0 0 23 2 2 4 68
Optimal capital allocation principles 0 0 0 141 2 3 5 367
Total Working Papers 1 2 2 634 7 14 23 1,599


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 2 4 5 131
Analytic bounds and approximations for annuities and Asian options 0 0 0 19 1 3 4 78
Bivariate analysis of survivorship and persistency 0 0 0 61 2 3 4 146
Bounds and approximations for sums of dependent log-elliptical random variables 0 0 0 10 0 1 1 131
CAPM and Option Pricing With Elliptically Contoured Distributions 0 0 1 30 1 3 5 110
Claim dependence with common effects in credibility models 0 0 3 49 1 1 6 163
Comments on: Inference in multivariate Archimedean copula models 0 0 0 2 0 1 1 27
Demand and adverse selection in a pooled annuity fund 0 0 1 62 0 0 3 141
Hierarchical Insurance Claims Modeling 0 0 2 67 0 2 9 167
Multivariate probit models for conditional claim-types 1 1 1 57 4 4 6 252
Optimal Capital Allocation Principles 0 1 1 27 0 4 7 149
The Simple Analytics of a Pooled Annuity Fund 2 4 10 86 9 15 29 245
Wang's capital allocation formula for elliptically contoured distributions 0 0 0 97 1 4 5 248
Total Journal Articles 3 6 19 593 21 45 85 1,988


Statistics updated 2026-01-09