Edit Profile (opens in new tab) Valdez, Emiliano A. Co-Author Distance Author ID: valdez.emiliano-a Published as: Valdez, Emiliano A.; Valdez, Emiliano; Valdez, E. A. more...less Documents Indexed: 43 Publications since 1998, including 1 Book Co-Authors: 33 Co-Authors with 39 Joint Publications 797 Co-Co-Authors all top 5 Co-Authors 4 single-authored 11 Gan, Guojun 4 Jeong, Himchan 3 Frees, Edward W. 3 Landsman, Zinoviy M. 2 Dhaene, Jan 2 Piggott, John 2 Quan, Zhiyu 2 Shi, Peng 2 Vadiveloo, Jeyaraj 2 Vanduffel, Steven 2 Wang, Liang 2 Xiao, Yugu 1 Ahn, Jae Youn 1 Antonio, Katrien 1 Boucher, Jean-Philippe 1 Chang, Hyunwoong 1 Chernih, Andrew 1 Dias, Ushani 1 Henrard, Luc 1 Kohn, Robert J. 1 Lian, Robert Keng Heong 1 Low, Chan Kee 1 Maj, Mateusz 1 Niu, Gao 1 Oh, Rosy 1 Roch, Oriol 1 Shang, Zhaoning 1 Sherris, Michael 1 So, Banghee 1 Wang, Zhiguo 1 Wu, Florence 1 Yeo, Keng Leong 1 Young, Gary J. all top 5 Serials 12 Insurance Mathematics & Economics 9 North American Actuarial Journal 4 Dependence Modeling 3 Scandinavian Actuarial Journal 2 ASTIN Bulletin 1 Journal of the American Statistical Association 1 Communications in Statistics. Simulation and Computation 1 Test 1 Probability in the Engineering and Informational Sciences 1 Applied Stochastic Models in Business and Industry 1 Quantitative Finance 1 Journal of Actuarial Practice 1 AStA. Advances in Statistical Analysis 1 Belgian Actuarial Bulletin 1 European Actuarial Journal 1 Chapman & Hall/CRC Financial Mathematics Series Fields 34 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 32 Statistics (62-XX) 2 Probability theory and stochastic processes (60-XX) 2 Numerical analysis (65-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 34 Publications have been cited 811 times in 675 Documents Cited by ▼ Year ▼ Understanding relationships using copulas. Zbl 1081.62564 Frees, Edward W.; Valdez, Emiliano A. 276 1998 Tail conditional expectations for elliptical distributions. Zbl 1084.62512 Landsman, Zinoviy M.; Valdez, Emiliano A. 141 2003 Hierarchical insurance claims modeling. Zbl 1286.62087 Frees, Edward W.; Valdez, Emiliano A. 60 2008 Wang’s capital allocation formula for elliptically contoured distributions. Zbl 1103.91375 Valdez, Emiliano A.; Chernih, Andrew 34 2003 Tail conditional expectations for exponential dispersion models. Zbl 1099.62122 Landsman, Zinoviy; Valdez, Emiliano A. 34 2005 Multivariate negative binomial models for insurance claim counts. Zbl 1296.91169 Shi, Peng; Valdez, Emiliano A. 27 2014 On the distortion of a copula and its margins. Zbl 1277.62140 Valdez, Emiliano A.; Xiao, Yugu 19 2011 Bounds and approximations for sums of dependent log-elliptical random variables. Zbl 1162.91440 Valdez, Emiliano A.; Dhaene, Jan; Maj, Mateusz; Vanduffel, Steven 18 2009 Claim dependence with common effects in credibility models. Zbl 1168.91420 Yeo, Keng Leong; Valdez, Emiliano A. 17 2006 Demand and adverse selection in a pooled annuity fund. Zbl 1098.91078 Valdez, Emiliano A.; Piggott, John; Wang, Liang 17 2006 Simulating from exchangeable Archimedean copulas. Zbl 1126.62041 Wu, Florence; Valdez, Emiliano; Sherris, Michael 16 2007 Analytic bounds and approximations for annuities and Asian options. Zbl 1141.91550 Vanduffel, Steven; Shang, Zhaoning; Henrard, Luc; Dhaene, Jan; Valdez, Emiliano A. 14 2008 Securitization of longevity risk in reverse mortgages. Zbl 1481.91189 Wang, Liang; Valdez, Emiliano A.; Piggott, John 14 2008 Tail conditional variance for elliptically contoured distributions. Zbl 1398.62329 Valdez, E. A. 14 2005 Regression modeling for the valuation of large variable annuity portfolios. Zbl 1393.91099 Gan, Guojun; Valdez, Emiliano A. 13 2018 An empirical comparison of some experimental designs for the valuation of large variable annuity portfolios. Zbl 1382.91046 Gan, Guojun; Valdez, Emiliano A. 12 2016 A Black-Litterman asset allocation model under elliptical distributions. Zbl 1398.62330 Xiao, Yugu; Valdez, Emiliano A. 11 2015 Longitudinal modeling of insurance claim counts using jitters. Zbl 1401.91195 Shi, Peng; Valdez, Emiliano A. 11 2014 Valuation of large variable annuity portfolios: Monte Carlo simulation and synthetic datasets. Zbl 1390.91320 Gan, Guojun; Valdez, Emiliano A. 8 2017 Predictive compound risk models with dependence. Zbl 1454.91195 Jeong, Himchan; Valdez, Emiliano A. 7 2020 Statistical concepts of a priori and a posteriori risk classification in insurance. Zbl 1443.62328 Antonio, Katrien; Valdez, Emiliano A. 7 2012 Predictive analytics of insurance claims using multivariate decision trees. Zbl 1434.62131 Quan, Zhiyu; Valdez, Emiliano A. 6 2018 Fat-tailed regression modeling with spliced distributions. Zbl 1417.62299 Gan, Guojun; Valdez, Emiliano A. 6 2018 Data clustering with actuarial applications. Zbl 1454.91186 Gan, Guojun; Valdez, Emiliano A. 5 2020 Bivariate analysis of survivorship and persistency. Zbl 1025.62043 Valdez, Emiliano A. 4 2001 The tail Stein’s identity with applications to risk measures. Zbl 1414.91210 Landsman, Zinoviy; Valdez, Emiliano A. 4 2016 Multivariate probit models for conditional claim-types. Zbl 1163.91443 Young, Gary; Valdez, Emiliano A.; Kohn, Robert 3 2009 Modeling partial Greeks of variable annuities with dependence. Zbl 1395.91251 Gan, Guojun; Valdez, Emiliano A. 3 2017 Empirical investigation of insurance claim dependencies using mixture models. Zbl 1304.62129 Valdez, Emiliano A. 2 2014 A non-convex regularization approach for stable estimation of loss development factors. Zbl 1479.91329 Jeong, Himchan; Chang, Hyunwoong; Valdez, Emiliano A. 2 2021 Cost-sensitive multi-class AdaBoost for understanding driving behavior based on telematics. Zbl 1480.91243 So, Banghee; Boucher, Jean-Philippe; Valdez, Emiliano A. 2 2021 A multi-year microlevel collective risk model. Zbl 1471.91479 Oh, Rosy; Jeong, Himchan; Ahn, Jae Youn; Valdez, Emiliano A. 2 2021 Life insurance policy termination and survivorship. Zbl 1304.62130 Valdez, Emiliano A.; Vadiveloo, Jeyaraj; Dias, Ushani 1 2014 Metamodeling for variable annuities. Zbl 1416.62009 Gan, Guojun; Valdez, Emiliano A. 1 2020 A non-convex regularization approach for stable estimation of loss development factors. Zbl 1479.91329 Jeong, Himchan; Chang, Hyunwoong; Valdez, Emiliano A. 2 2021 Cost-sensitive multi-class AdaBoost for understanding driving behavior based on telematics. Zbl 1480.91243 So, Banghee; Boucher, Jean-Philippe; Valdez, Emiliano A. 2 2021 A multi-year microlevel collective risk model. Zbl 1471.91479 Oh, Rosy; Jeong, Himchan; Ahn, Jae Youn; Valdez, Emiliano A. 2 2021 Predictive compound risk models with dependence. Zbl 1454.91195 Jeong, Himchan; Valdez, Emiliano A. 7 2020 Data clustering with actuarial applications. Zbl 1454.91186 Gan, Guojun; Valdez, Emiliano A. 5 2020 Metamodeling for variable annuities. Zbl 1416.62009 Gan, Guojun; Valdez, Emiliano A. 1 2020 Regression modeling for the valuation of large variable annuity portfolios. Zbl 1393.91099 Gan, Guojun; Valdez, Emiliano A. 13 2018 Predictive analytics of insurance claims using multivariate decision trees. Zbl 1434.62131 Quan, Zhiyu; Valdez, Emiliano A. 6 2018 Fat-tailed regression modeling with spliced distributions. Zbl 1417.62299 Gan, Guojun; Valdez, Emiliano A. 6 2018 Valuation of large variable annuity portfolios: Monte Carlo simulation and synthetic datasets. Zbl 1390.91320 Gan, Guojun; Valdez, Emiliano A. 8 2017 Modeling partial Greeks of variable annuities with dependence. Zbl 1395.91251 Gan, Guojun; Valdez, Emiliano A. 3 2017 An empirical comparison of some experimental designs for the valuation of large variable annuity portfolios. Zbl 1382.91046 Gan, Guojun; Valdez, Emiliano A. 12 2016 The tail Stein’s identity with applications to risk measures. Zbl 1414.91210 Landsman, Zinoviy; Valdez, Emiliano A. 4 2016 A Black-Litterman asset allocation model under elliptical distributions. Zbl 1398.62330 Xiao, Yugu; Valdez, Emiliano A. 11 2015 Multivariate negative binomial models for insurance claim counts. Zbl 1296.91169 Shi, Peng; Valdez, Emiliano A. 27 2014 Longitudinal modeling of insurance claim counts using jitters. Zbl 1401.91195 Shi, Peng; Valdez, Emiliano A. 11 2014 Empirical investigation of insurance claim dependencies using mixture models. Zbl 1304.62129 Valdez, Emiliano A. 2 2014 Life insurance policy termination and survivorship. Zbl 1304.62130 Valdez, Emiliano A.; Vadiveloo, Jeyaraj; Dias, Ushani 1 2014 Statistical concepts of a priori and a posteriori risk classification in insurance. Zbl 1443.62328 Antonio, Katrien; Valdez, Emiliano A. 7 2012 On the distortion of a copula and its margins. Zbl 1277.62140 Valdez, Emiliano A.; Xiao, Yugu 19 2011 Bounds and approximations for sums of dependent log-elliptical random variables. Zbl 1162.91440 Valdez, Emiliano A.; Dhaene, Jan; Maj, Mateusz; Vanduffel, Steven 18 2009 Multivariate probit models for conditional claim-types. Zbl 1163.91443 Young, Gary; Valdez, Emiliano A.; Kohn, Robert 3 2009 Hierarchical insurance claims modeling. Zbl 1286.62087 Frees, Edward W.; Valdez, Emiliano A. 60 2008 Analytic bounds and approximations for annuities and Asian options. Zbl 1141.91550 Vanduffel, Steven; Shang, Zhaoning; Henrard, Luc; Dhaene, Jan; Valdez, Emiliano A. 14 2008 Securitization of longevity risk in reverse mortgages. Zbl 1481.91189 Wang, Liang; Valdez, Emiliano A.; Piggott, John 14 2008 Simulating from exchangeable Archimedean copulas. Zbl 1126.62041 Wu, Florence; Valdez, Emiliano; Sherris, Michael 16 2007 Claim dependence with common effects in credibility models. Zbl 1168.91420 Yeo, Keng Leong; Valdez, Emiliano A. 17 2006 Demand and adverse selection in a pooled annuity fund. Zbl 1098.91078 Valdez, Emiliano A.; Piggott, John; Wang, Liang 17 2006 Tail conditional expectations for exponential dispersion models. Zbl 1099.62122 Landsman, Zinoviy; Valdez, Emiliano A. 34 2005 Tail conditional variance for elliptically contoured distributions. Zbl 1398.62329 Valdez, E. A. 14 2005 Tail conditional expectations for elliptical distributions. Zbl 1084.62512 Landsman, Zinoviy M.; Valdez, Emiliano A. 141 2003 Wang’s capital allocation formula for elliptically contoured distributions. Zbl 1103.91375 Valdez, Emiliano A.; Chernih, Andrew 34 2003 Bivariate analysis of survivorship and persistency. Zbl 1025.62043 Valdez, Emiliano A. 4 2001 Understanding relationships using copulas. Zbl 1081.62564 Frees, Edward W.; Valdez, Emiliano A. 276 1998 all cited Publications top 5 cited Publications all top 5 Cited by 927 Authors 32 Landsman, Zinoviy M. 24 Valdez, Emiliano A. 19 Genest, Christian 13 Vanduffel, Steven 12 Shi, Peng 12 Shushi, Tomer 11 Marceau, Étienne 10 Bouzebda, Salim 10 Cossette, Hélène 10 Denuit, Michel M. 9 Ahn, Jae Youn 9 Durante, Fabrizio 9 Furman, Edward 9 Gan, Guojun 9 Nešlehová, Johanna G. 9 Zhou, Xian 8 Di Bernardino, Elena 8 Lin, X. Sheldon 8 Vernic, Raluca 8 Zhao, Xiaobing 7 Antonio, Katrien 7 Dhaene, Jan 7 Frees, Edward W. 7 Fung, Tsz Chai 7 Guillen, Montserrat 7 Guillou, Armelle 7 Kim, Joseph Hyun Tae 7 Kojadinovic, Ivan 7 Segers, Johan 7 Van Ackooij, Wim 7 Wüthrich, Mario Valentin 7 Zitikis, Ričardas 6 Ignatieva, Katja 6 Makov, Udi E. 6 Sherris, Michael 6 Tzougas, George 6 Yan, Jun 6 Yin, Chuancun 5 Alai, Daniel H. 5 Badescu, Andrei L. 5 Chen, Xiaohong 5 Côté, Marie-Pier 5 Girard, Stéphane 5 Goegebeur, Yuri 5 Hofert, Marius 5 Jeong, Himchan 5 Nadarajah, Saralees 5 Peng, Liang 5 Rullière, Didier 5 Sempi, Carlo 5 Sordo, Miguel Ángel 5 Su, Jianxi 5 Yang, Jingping 5 Yao, Jing 5 Zhang, Qiang 4 Beirlant, Jan 4 Bernard, Carole L. 4 Boucher, Jean-Philippe 4 Bücher, Axel 4 Chen, Ping 4 Czado, Claudia 4 Dimitrova, Dimitrina S. 4 Fan, Yanqin 4 Haberman, Steven 4 Kaishev, Vladimir K. 4 Karlis, Dimitris 4 Lee, Woojoo 4 Pérez-Aros, Pedro 4 Pitselis, Georgios 4 Quessy, Jean-François 4 Suarez-Llorens, Alfonso 4 Tan, Ken Seng 4 Wu, Xianyi 3 Albrecher, Hansjörg 3 Asimit, Alexandru V. 3 Balakrishnan, Narayanaswamy 3 Bermúdez, Lluís 3 Bolancé, Catalina 3 Charpentier, Arthur 3 Chen, An 3 Di Lorenzo, Emilia 3 Donnelly, Catherine 3 Eini, Esmat Jamshidi 3 Einmahl, John H. J. 3 Emura, Takeshi 3 Feng, Runhuan 3 Gaillardetz, Patrice 3 Gardes, Laurent 3 Hashorva, Enkelejd 3 Hong, Liang 3 Hua, Lei 3 Joe, Harry 3 Khaloozadeh, Hamid 3 Krajina, Andrea 3 Lachos Dávila, Víctor Hugo 3 Lee, Gee Y. 3 Li, Haijun 3 Lu, Yang 3 MacMinn, Richard D. 3 Mailhot, Mélina ...and 827 more Authors all top 5 Cited in 142 Serials 177 Insurance Mathematics & Economics 46 North American Actuarial Journal 24 Scandinavian Actuarial Journal 22 ASTIN Bulletin 20 Communications in Statistics. Theory and Methods 19 Journal of Multivariate Analysis 15 Communications in Statistics. Simulation and Computation 15 Dependence Modeling 14 European Actuarial Journal 13 Statistics & Probability Letters 11 Journal of Computational and Applied Mathematics 10 The Canadian Journal of Statistics 10 Computational Statistics and Data Analysis 9 Journal of Statistical Planning and Inference 8 Journal of Applied Statistics 8 Methodology and Computing in Applied Probability 8 Quantitative Finance 7 Scandinavian Journal of Statistics 7 Journal of Nonparametric Statistics 6 European Journal of Operational Research 6 Journal of Statistical Computation and Simulation 6 Statistical Papers 6 Extremes 6 Journal of Industrial and Management Optimization 5 Journal of Applied Probability 5 Test 5 Mathematical Methods of Statistics 5 Statistical Methods and Applications 4 The Annals of Statistics 4 Applied Mathematics and Computation 4 Journal of Econometrics 4 Applied Stochastic Models in Business and Industry 4 Journal of Statistical Theory and Practice 4 Journal of Probability and Statistics 4 Statistics and Computing 3 Journal of the American Statistical Association 3 Revista Colombiana de Estadística 3 Statistics 3 Annals of Operations Research 3 Computational Statistics 3 International Journal of Theoretical and Applied Finance 3 Probability in the Engineering and Informational Sciences 3 Computational Management Science 2 Advances in Applied Probability 2 Annals of the Institute of Statistical Mathematics 2 Biometrics 2 Fuzzy Sets and Systems 2 Journal of Optimization Theory and Applications 2 Kybernetika 2 Statistica Neerlandica 2 Operations Research Letters 2 Economics Letters 2 Automation and Remote Control 2 Mathematical Finance 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 Studies in Nonlinear Dynamics and Econometrics 2 The Econometrics Journal 2 Econometric Theory 2 Journal of Systems Science and Complexity 2 Stochastic Models 2 Hacettepe Journal of Mathematics and Statistics 2 REVSTAT 2 Statistical Methodology 2 Electronic Journal of Statistics 2 The Annals of Applied Statistics 2 Set-Valued and Variational Analysis 2 Afrika Statistika 2 Journal of Computational and Graphical Statistics 2 Bayesian Analysis 1 The American Statistician 1 Lithuanian Mathematical Journal 1 Physica A 1 Psychometrika 1 Theory of Probability and its Applications 1 Information Sciences 1 International Journal for Numerical Methods in Engineering 1 Journal of Mathematical Psychology 1 Mathematics and Computers in Simulation 1 Operations Research 1 Statistica 1 Social Choice and Welfare 1 Optimization 1 Econometric Reviews 1 Computers & Operations Research 1 International Journal of Approximate Reasoning 1 Journal of Economic Dynamics & Control 1 Journal of Theoretical Probability 1 Neural Computation 1 Mathematical Programming. Series A. Series B 1 SIAM Journal on Optimization 1 Theory of Probability and Mathematical Statistics 1 Applicationes Mathematicae 1 Journal of Convex Analysis 1 Applied Mathematical Finance 1 Lifetime Data Analysis 1 Bernoulli 1 Arab Journal of Mathematical Sciences 1 INFORMS Journal on Computing 1 Finance and Stochastics 1 Journal of Inequalities and Applications ...and 42 more Serials all top 5 Cited in 22 Fields 502 Statistics (62-XX) 384 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 125 Probability theory and stochastic processes (60-XX) 49 Numerical analysis (65-XX) 29 Operations research, mathematical programming (90-XX) 5 Computer science (68-XX) 4 Systems theory; control (93-XX) 3 General and overarching topics; collections (00-XX) 3 Functional analysis (46-XX) 3 Geophysics (86-XX) 3 Biology and other natural sciences (92-XX) 2 Mathematics education (97-XX) 1 History and biography (01-XX) 1 Mathematical logic and foundations (03-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Difference and functional equations (39-XX) 1 Approximations and expansions (41-XX) 1 Operator theory (47-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Fluid mechanics (76-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year