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 0 468 1 2 5 1,155
On the Distortion of a Copula and its Margins 0 0 0 23 0 1 1 65
Optimal capital allocation principles 0 0 0 141 0 0 7 364
Total Working Papers 0 0 0 632 1 3 13 1,584


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 0 3 127
Analytic bounds and approximations for annuities and Asian options 0 0 0 19 0 1 1 75
Bivariate analysis of survivorship and persistency 0 0 0 61 0 0 1 143
Bounds and approximations for sums of dependent log-elliptical random variables 0 0 0 10 0 0 0 130
CAPM and Option Pricing With Elliptically Contoured Distributions 0 1 1 30 0 2 3 107
Claim dependence with common effects in credibility models 2 3 3 49 2 5 5 162
Comments on: Inference in multivariate Archimedean copula models 0 0 0 2 0 0 0 26
Demand and adverse selection in a pooled annuity fund 0 0 1 62 0 0 4 140
Hierarchical Insurance Claims Modeling 0 0 6 67 0 4 12 165
Multivariate probit models for conditional claim-types 0 0 0 56 0 0 1 247
Optimal Capital Allocation Principles 0 0 0 26 0 0 2 144
The Simple Analytics of a Pooled Annuity Fund 0 1 7 79 0 3 16 224
Wang's capital allocation formula for elliptically contoured distributions 0 0 0 97 0 0 2 244
Total Journal Articles 2 5 18 584 2 15 50 1,934


Statistics updated 2025-08-05