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 2 470 5 11 25 1,178
On the Distortion of a Copula and its Margins 0 0 0 23 1 1 9 73
Optimal capital allocation principles 0 0 0 141 3 3 7 371
Total Working Papers 0 0 2 634 9 15 41 1,622


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 3 3 8 135
Analytic bounds and approximations for annuities and Asian options 0 0 0 19 0 0 7 81
Bivariate analysis of survivorship and persistency 0 0 0 61 0 1 5 148
Bounds and approximations for sums of dependent log-elliptical random variables 0 0 0 10 2 4 8 138
CAPM and Option Pricing With Elliptically Contoured Distributions 0 0 1 30 2 3 14 119
Claim dependence with common effects in credibility models 0 0 3 49 3 4 13 170
Comments on: Inference in multivariate Archimedean copula models 0 0 0 2 0 0 4 30
Demand and adverse selection in a pooled annuity fund 0 0 0 62 0 0 3 143
Hierarchical Insurance Claims Modeling 0 0 0 67 1 5 15 176
Multivariate probit models for conditional claim-types 0 0 1 57 4 6 11 258
Optimal Capital Allocation Principles 0 0 1 27 2 3 10 154
The Simple Analytics of a Pooled Annuity Fund 0 2 12 90 6 10 37 258
Wang's capital allocation formula for elliptically contoured distributions 0 0 0 97 0 2 8 252
Total Journal Articles 0 2 18 597 23 41 143 2,062


Statistics updated 2026-05-06