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Valdez, Emiliano A.

Author ID: valdez.emiliano-a Recent zbMATH articles by "Valdez, Emiliano A."
Published as: Valdez, Emiliano A.; Valdez, Emiliano; Valdez, E. A.
Documents Indexed: 43 Publications since 1998, including 1 Book
Co-Authors: 33 Co-Authors with 39 Joint Publications
797 Co-Co-Authors

Publications by Year

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 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

Citations by Year