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 0 468 0 1 5 1,155
On the Distortion of a Copula and its Margins 0 0 0 23 1 2 2 66
Optimal capital allocation principles 0 0 0 141 0 0 6 364
Total Working Papers 0 0 0 632 1 3 13 1,585


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 0 2 127
Analytic bounds and approximations for annuities and Asian options 0 0 0 19 0 0 1 75
Bivariate analysis of survivorship and persistency 0 0 0 61 0 0 1 143
Bounds and approximations for sums of dependent log-elliptical random variables 0 0 0 10 0 0 0 130
CAPM and Option Pricing With Elliptically Contoured Distributions 0 0 1 30 0 0 3 107
Claim dependence with common effects in credibility models 0 2 3 49 0 2 5 162
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 1 62 0 0 3 140
Hierarchical Insurance Claims Modeling 0 0 6 67 0 0 11 165
Multivariate probit models for conditional claim-types 0 0 0 56 1 1 2 248
Optimal Capital Allocation Principles 0 0 0 26 1 1 3 145
The Simple Analytics of a Pooled Annuity Fund 2 2 8 81 3 3 17 227
Wang's capital allocation formula for elliptically contoured distributions 0 0 0 97 0 0 2 244
Total Journal Articles 2 4 19 586 5 7 50 1,939


Statistics updated 2025-09-05