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 1 465 0 1 5 1,139
On the Distortion of a Copula and its Margins 0 0 2 21 0 0 3 57
Optimal capital allocation principles 0 0 0 137 0 1 11 342
Total Working Papers 0 0 3 623 0 2 19 1,538


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 25 0 4 8 113
Analytic bounds and approximations for annuities and Asian options 0 0 0 19 0 0 5 68
Bivariate analysis of survivorship and persistency 0 0 0 59 1 1 4 133
Bounds and approximations for sums of dependent log-elliptical random variables 0 0 0 10 0 0 1 125
CAPM and Option Pricing With Elliptically Contoured Distributions 0 0 0 28 1 2 4 93
Claim dependence with common effects in credibility models 0 0 0 43 0 0 2 150
Comments on: Inference in multivariate Archimedean copula models 0 0 0 2 0 0 2 26
Demand and adverse selection in a pooled annuity fund 0 0 1 57 2 3 5 123
Hierarchical Insurance Claims Modeling 0 1 1 49 1 3 5 124
Multivariate probit models for conditional claim-types 0 0 1 52 0 1 7 223
Optimal Capital Allocation Principles 0 0 1 22 0 1 11 124
The Simple Analytics of a Pooled Annuity Fund 0 1 3 42 0 1 9 149
Wang's capital allocation formula for elliptically contoured distributions 0 0 1 95 2 2 3 230
Total Journal Articles 0 2 8 503 7 18 66 1,681


Statistics updated 2021-01-03