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 1 2 470 5 11 20 1,172
On the Distortion of a Copula and its Margins 0 0 0 23 0 6 8 72
Optimal capital allocation principles 0 0 0 141 0 3 5 368
Total Working Papers 0 1 2 634 5 20 33 1,612


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 6 132
Analytic bounds and approximations for annuities and Asian options 0 0 0 19 0 4 7 81
Bivariate analysis of survivorship and persistency 0 0 0 61 1 4 5 148
Bounds and approximations for sums of dependent log-elliptical random variables 0 0 0 10 0 3 4 134
CAPM and Option Pricing With Elliptically Contoured Distributions 0 0 1 30 0 7 11 116
Claim dependence with common effects in credibility models 0 0 3 49 0 4 9 166
Comments on: Inference in multivariate Archimedean copula models 0 0 0 2 0 3 4 30
Demand and adverse selection in a pooled annuity fund 0 0 0 62 0 2 3 143
Hierarchical Insurance Claims Modeling 0 0 1 67 4 8 16 175
Multivariate probit models for conditional claim-types 0 1 1 57 2 6 8 254
Optimal Capital Allocation Principles 0 0 1 27 0 2 8 151
The Simple Analytics of a Pooled Annuity Fund 1 5 11 89 2 14 30 250
Wang's capital allocation formula for elliptically contoured distributions 0 0 0 97 1 4 8 251
Total Journal Articles 1 6 18 596 10 64 119 2,031


Statistics updated 2026-03-04