Oh, Rosy; Jeong, Himchan; Ahn, Jae Youn; Valdez, Emiliano A. A multi-year microlevel collective risk model. (English) Zbl 1471.91479 Insur. Math. Econ. 100, 309-328 (2021). MSC: 91G05 62H05 PDFBibTeX XMLCite \textit{R. Oh} et al., Insur. Math. Econ. 100, 309--328 (2021; Zbl 1471.91479) Full Text: DOI arXiv
Jeong, Himchan; Valdez, Emiliano A. Predictive compound risk models with dependence. (English) Zbl 1454.91195 Insur. Math. Econ. 94, 182-195 (2020). Reviewer: Klaus D. Schmidt (Dresden) MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{H. Jeong} and \textit{E. A. Valdez}, Insur. Math. Econ. 94, 182--195 (2020; Zbl 1454.91195) Full Text: DOI
Gan, Guojun; Valdez, Emiliano A. Modeling partial Greeks of variable annuities with dependence. (English) Zbl 1395.91251 Insur. Math. Econ. 76, 118-134 (2017). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{G. Gan} and \textit{E. A. Valdez}, Insur. Math. Econ. 76, 118--134 (2017; Zbl 1395.91251) Full Text: DOI
Valdez, Emiliano A.; Vadiveloo, Jeyaraj; Dias, Ushani Life insurance policy termination and survivorship. (English) Zbl 1304.62130 Insur. Math. Econ. 58, 138-149 (2014). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{E. A. Valdez} et al., Insur. Math. Econ. 58, 138--149 (2014; Zbl 1304.62130) Full Text: DOI
Shi, Peng; Valdez, Emiliano A. Multivariate negative binomial models for insurance claim counts. (English) Zbl 1296.91169 Insur. Math. Econ. 55, 18-29 (2014). MSC: 91B30 62P05 62H05 PDFBibTeX XMLCite \textit{P. Shi} and \textit{E. A. Valdez}, Insur. Math. Econ. 55, 18--29 (2014; Zbl 1296.91169) Full Text: DOI
Valdez, Emiliano A.; Dhaene, Jan; Maj, Mateusz; Vanduffel, Steven Bounds and approximations for sums of dependent log-elliptical random variables. (English) Zbl 1162.91440 Insur. Math. Econ. 44, No. 3, 385-397 (2009). MSC: 91B30 91B28 62P05 PDFBibTeX XMLCite \textit{E. A. Valdez} et al., Insur. Math. Econ. 44, No. 3, 385--397 (2009; Zbl 1162.91440) Full Text: DOI Link
Young, Gary; Valdez, Emiliano A.; Kohn, Robert Multivariate probit models for conditional claim-types. (English) Zbl 1163.91443 Insur. Math. Econ. 44, No. 2, 214-228 (2009). MSC: 91B30 PDFBibTeX XMLCite \textit{G. Young} et al., Insur. Math. Econ. 44, No. 2, 214--228 (2009; Zbl 1163.91443) Full Text: DOI
Vanduffel, Steven; Shang, Zhaoning; Henrard, Luc; Dhaene, Jan; Valdez, Emiliano A. Analytic bounds and approximations for annuities and Asian options. (English) Zbl 1141.91550 Insur. Math. Econ. 42, No. 3, 1109-1117 (2008). MSC: 91B30 PDFBibTeX XMLCite \textit{S. Vanduffel} et al., Insur. Math. Econ. 42, No. 3, 1109--1117 (2008; Zbl 1141.91550) Full Text: DOI Link
Valdez, Emiliano A.; Piggott, John; Wang, Liang Demand and adverse selection in a pooled annuity fund. (English) Zbl 1098.91078 Insur. Math. Econ. 39, No. 2, 251-266 (2006). MSC: 91B30 91B42 PDFBibTeX XMLCite \textit{E. A. Valdez} et al., Insur. Math. Econ. 39, No. 2, 251--266 (2006; Zbl 1098.91078) Full Text: DOI
Yeo, Keng Leong; Valdez, Emiliano A. Claim dependence with common effects in credibility models. (English) Zbl 1168.91420 Insur. Math. Econ. 38, No. 3, 609-629 (2006). MSC: 91B30 PDFBibTeX XMLCite \textit{K. L. Yeo} and \textit{E. A. Valdez}, Insur. Math. Econ. 38, No. 3, 609--629 (2006; Zbl 1168.91420) Full Text: DOI
Valdez, Emiliano A.; Chernih, Andrew Wang’s capital allocation formula for elliptically contoured distributions. (English) Zbl 1103.91375 Insur. Math. Econ. 33, No. 3, 517-532 (2003). MSC: 91B30 91B32 PDFBibTeX XMLCite \textit{E. A. Valdez} and \textit{A. Chernih}, Insur. Math. Econ. 33, No. 3, 517--532 (2003; Zbl 1103.91375) Full Text: DOI
Valdez, Emiliano A. Bivariate analysis of survivorship and persistency. (English) Zbl 1025.62043 Insur. Math. Econ. 29, No. 3, 357-373 (2001). MSC: 62P05 PDFBibTeX XMLCite \textit{E. A. Valdez}, Insur. Math. Econ. 29, No. 3, 357--373 (2001; Zbl 1025.62043) Full Text: DOI