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 1 468 0 0 2 1,150
On the Distortion of a Copula and its Margins 0 0 1 23 0 0 1 64
Optimal capital allocation principles 0 0 0 141 1 1 3 358
Total Working Papers 0 0 2 632 1 1 6 1,572


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 1 2 6 125
Analytic bounds and approximations for annuities and Asian options 0 0 0 19 0 0 0 74
Bivariate analysis of survivorship and persistency 0 0 1 61 0 0 2 142
Bounds and approximations for sums of dependent log-elliptical random variables 0 0 0 10 0 0 1 130
CAPM and Option Pricing With Elliptically Contoured Distributions 0 0 0 29 0 0 0 104
Claim dependence with common effects in credibility models 0 0 1 46 0 0 1 157
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 2 61 1 2 6 137
Hierarchical Insurance Claims Modeling 0 0 4 61 1 1 8 154
Multivariate probit models for conditional claim-types 0 0 0 56 0 0 4 246
Optimal Capital Allocation Principles 0 0 0 26 0 0 3 142
The Simple Analytics of a Pooled Annuity Fund 1 2 18 73 2 4 22 210
Wang's capital allocation formula for elliptically contoured distributions 0 0 0 97 0 0 1 242
Total Journal Articles 1 2 26 567 5 9 54 1,889


Statistics updated 2024-09-04