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 1 469 5 6 11 1,161
On the Distortion of a Copula and its Margins 0 0 0 23 0 0 2 66
Optimal capital allocation principles 0 0 0 141 0 1 4 365
Total Working Papers 0 1 1 633 5 7 17 1,592


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 3 129
Analytic bounds and approximations for annuities and Asian options 0 0 0 19 1 2 3 77
Bivariate analysis of survivorship and persistency 0 0 0 61 1 1 2 144
Bounds and approximations for sums of dependent log-elliptical random variables 0 0 0 10 1 1 1 131
CAPM and Option Pricing With Elliptically Contoured Distributions 0 0 1 30 2 2 4 109
Claim dependence with common effects in credibility models 0 0 3 49 0 0 5 162
Comments on: Inference in multivariate Archimedean copula models 0 0 0 2 1 1 1 27
Demand and adverse selection in a pooled annuity fund 0 0 1 62 0 1 3 141
Hierarchical Insurance Claims Modeling 0 0 2 67 1 2 9 167
Multivariate probit models for conditional claim-types 0 0 0 56 0 0 2 248
Optimal Capital Allocation Principles 0 1 1 27 1 4 7 149
The Simple Analytics of a Pooled Annuity Fund 1 3 8 84 3 9 20 236
Wang's capital allocation formula for elliptically contoured distributions 0 0 0 97 1 3 4 247
Total Journal Articles 1 4 16 590 13 28 64 1,967


Statistics updated 2025-12-06