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Valdez, Emiliano A.

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Author ID: valdez.emiliano-a Recent zbMATH articles by "Valdez, Emiliano A."
Published as: Valdez, Emiliano A.; Valdez, Emiliano; Valdez, E. A.
Documents Indexed: 41 Publications since 1998, including 1 Book
Co-Authors: 32 Co-Authors with 37 Joint Publications
592 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

31 Publications have been cited 663 times in 556 Documents Cited by Year
Understanding relationships using copulas. Zbl 1081.62564
Frees, Edward W.; Valdez, Emiliano A.
244
1998
Tail conditional expectations for elliptical distributions. Zbl 1084.62512
Landsman, Zinoviy M.; Valdez, Emiliano A.
121
2003
Hierarchical insurance claims modeling. Zbl 1286.62087
Frees, Edward W.; Valdez, Emiliano A.
51
2008
Tail conditional expectations for exponential dispersion models. Zbl 1099.62122
Landsman, Zinoviy; Valdez, Emiliano A.
33
2005
Wang’s capital allocation formula for elliptically contoured distributions. Zbl 1103.91375
Valdez, Emiliano A.; Chernih, Andrew
28
2003
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 negative binomial models for insurance claim counts. Zbl 1296.91169
Shi, Peng; Valdez, Emiliano A.
18
2014
On the distortion of a copula and its margins. Zbl 1277.62140
Valdez, Emiliano A.; Xiao, Yugu
17
2011
Claim dependence with common effects in credibility models. Zbl 1168.91420
Yeo, Keng Leong; Valdez, Emiliano A.
15
2006
Simulating from exchangeable Archimedean copulas. Zbl 1126.62041
Wu, Florence; Valdez, Emiliano; Sherris, Michael
14
2007
Analytic bounds and approximations for annuities and Asian options. Zbl 1141.91550
Vanduffel, Steven; Shang, Zhaoning; Henrard, Luc; Dhaene, Jan; Valdez, Emiliano A.
13
2008
Demand and adverse selection in a pooled annuity fund. Zbl 1098.91078
Valdez, Emiliano A.; Piggott, John; Wang, Liang
12
2006
Regression modeling for the valuation of large variable annuity portfolios. Zbl 1393.91099
Gan, Guojun; Valdez, Emiliano A.
10
2018
Tail conditional variance for elliptically contoured distributions. Zbl 1398.62329
Valdez, E. A.
10
2005
An empirical comparison of some experimental designs for the valuation of large variable annuity portfolios. Zbl 1382.91046
Gan, Guojun; Valdez, Emiliano A.
9
2016
A Black-Litterman asset allocation model under elliptical distributions. Zbl 1398.62330
Xiao, Yugu; Valdez, Emiliano A.
8
2015
Longitudinal modeling of insurance claim counts using jitters. Zbl 1401.91195
Shi, Peng; Valdez, Emiliano A.
7
2014
Valuation of large variable annuity portfolios: Monte Carlo simulation and synthetic datasets. Zbl 1390.91320
Gan, Guojun; Valdez, Emiliano A.
6
2017
Statistical concepts of a priori and a posteriori risk classification in insurance. Zbl 1443.62328
Antonio, Katrien; Valdez, Emiliano A.
6
2012
Bivariate analysis of survivorship and persistency. Zbl 1025.62043
Valdez, Emiliano A.
4
2001
Fat-tailed regression modeling with spliced distributions. Zbl 1417.62299
Gan, Guojun; Valdez, Emiliano A.
3
2018
Predictive compound risk models with dependence. Zbl 1454.91195
Jeong, Himchan; Valdez, Emiliano A.
3
2020
Data clustering with actuarial applications. Zbl 1454.91186
Gan, Guojun; Valdez, Emiliano A.
2
2020
Multivariate probit models for conditional claim-types. Zbl 1163.91443
Young, Gary; Valdez, Emiliano A.; Kohn, Robert
2
2009
Empirical investigation of insurance claim dependencies using mixture models. Zbl 1304.62129
Valdez, Emiliano A.
2
2014
Modeling partial Greeks of variable annuities with dependence. Zbl 1395.91251
Gan, Guojun; Valdez, Emiliano A.
2
2017
The tail Stein’s identity with applications to risk measures. Zbl 1414.91210
Landsman, Zinoviy; Valdez, Emiliano A.
1
2016
Predictive analytics of insurance claims using multivariate decision trees. Zbl 1434.62131
Quan, Zhiyu; Valdez, Emiliano A.
1
2018
Life insurance policy termination and survivorship. Zbl 1304.62130
Valdez, Emiliano A.; Vadiveloo, Jeyaraj; Dias, Ushani
1
2014
Cost-sensitive multi-class AdaBoost for understanding driving behavior based on telematics. Zbl 1480.91243
So, Banghee; Boucher, Jean-Philippe; Valdez, Emiliano A.
1
2021
Securitization of longevity risk in reverse mortgages. Zbl 1481.91189
Wang, Liang; Valdez, Emiliano A.; Piggott, John
1
2008
Cost-sensitive multi-class AdaBoost for understanding driving behavior based on telematics. Zbl 1480.91243
So, Banghee; Boucher, Jean-Philippe; Valdez, Emiliano A.
1
2021
Predictive compound risk models with dependence. Zbl 1454.91195
Jeong, Himchan; Valdez, Emiliano A.
3
2020
Data clustering with actuarial applications. Zbl 1454.91186
Gan, Guojun; Valdez, Emiliano A.
2
2020
Regression modeling for the valuation of large variable annuity portfolios. Zbl 1393.91099
Gan, Guojun; Valdez, Emiliano A.
10
2018
Fat-tailed regression modeling with spliced distributions. Zbl 1417.62299
Gan, Guojun; Valdez, Emiliano A.
3
2018
Predictive analytics of insurance claims using multivariate decision trees. Zbl 1434.62131
Quan, Zhiyu; Valdez, Emiliano A.
1
2018
Valuation of large variable annuity portfolios: Monte Carlo simulation and synthetic datasets. Zbl 1390.91320
Gan, Guojun; Valdez, Emiliano A.
6
2017
Modeling partial Greeks of variable annuities with dependence. Zbl 1395.91251
Gan, Guojun; Valdez, Emiliano A.
2
2017
An empirical comparison of some experimental designs for the valuation of large variable annuity portfolios. Zbl 1382.91046
Gan, Guojun; Valdez, Emiliano A.
9
2016
The tail Stein’s identity with applications to risk measures. Zbl 1414.91210
Landsman, Zinoviy; Valdez, Emiliano A.
1
2016
A Black-Litterman asset allocation model under elliptical distributions. Zbl 1398.62330
Xiao, Yugu; Valdez, Emiliano A.
8
2015
Multivariate negative binomial models for insurance claim counts. Zbl 1296.91169
Shi, Peng; Valdez, Emiliano A.
18
2014
Longitudinal modeling of insurance claim counts using jitters. Zbl 1401.91195
Shi, Peng; Valdez, Emiliano A.
7
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.
6
2012
On the distortion of a copula and its margins. Zbl 1277.62140
Valdez, Emiliano A.; Xiao, Yugu
17
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
2
2009
Hierarchical insurance claims modeling. Zbl 1286.62087
Frees, Edward W.; Valdez, Emiliano A.
51
2008
Analytic bounds and approximations for annuities and Asian options. Zbl 1141.91550
Vanduffel, Steven; Shang, Zhaoning; Henrard, Luc; Dhaene, Jan; Valdez, Emiliano A.
13
2008
Securitization of longevity risk in reverse mortgages. Zbl 1481.91189
Wang, Liang; Valdez, Emiliano A.; Piggott, John
1
2008
Simulating from exchangeable Archimedean copulas. Zbl 1126.62041
Wu, Florence; Valdez, Emiliano; Sherris, Michael
14
2007
Claim dependence with common effects in credibility models. Zbl 1168.91420
Yeo, Keng Leong; Valdez, Emiliano A.
15
2006
Demand and adverse selection in a pooled annuity fund. Zbl 1098.91078
Valdez, Emiliano A.; Piggott, John; Wang, Liang
12
2006
Tail conditional expectations for exponential dispersion models. Zbl 1099.62122
Landsman, Zinoviy; Valdez, Emiliano A.
33
2005
Tail conditional variance for elliptically contoured distributions. Zbl 1398.62329
Valdez, E. A.
10
2005
Tail conditional expectations for elliptical distributions. Zbl 1084.62512
Landsman, Zinoviy M.; Valdez, Emiliano A.
121
2003
Wang’s capital allocation formula for elliptically contoured distributions. Zbl 1103.91375
Valdez, Emiliano A.; Chernih, Andrew
28
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.
244
1998
all top 5

Cited by 739 Authors

31 Landsman, Zinoviy M.
23 Valdez, Emiliano A.
18 Genest, Christian
13 Vanduffel, Steven
11 Marceau, Étienne
10 Bouzebda, Salim
10 Denuit, Michel M.
10 Shushi, Tomer
9 Cossette, Hélène
9 Di Bernardino, Elena
9 Furman, Edward
9 Nešlehová, Johanna G.
9 Zhou, Xian
8 Ahn, Jae Youn
8 Durante, Fabrizio
8 Zhao, Xiaobing
7 Dhaene, Jan
7 Frees, Edward W.
7 Gan, Guojun
7 Guillen, Montserrat
7 Guillou, Armelle
7 Kim, Joseph Hyun Tae
7 Kojadinovic, Ivan
7 Lin, X. Sheldon
7 Segers, Johan
7 Vernic, Raluca
6 Makov, Udi E.
6 Yan, Jun
5 Antonio, Katrien
5 Chen, Xiaohong
5 Girard, Stéphane
5 Goegebeur, Yuri
5 Ignatieva, Katja
5 Rullière, Didier
5 Sempi, Carlo
5 Shi, Peng
5 Sordo, Miguel Ángel
5 Van Ackooij, Wim
5 Yao, Jing
5 Zitikis, Ričardas
4 Alai, Daniel H.
4 Badescu, Andrei L.
4 Beirlant, Jan
4 Bernard, Carole L.
4 Boucher, Jean-Philippe
4 Bücher, Axel
4 Côté, Marie-Pier
4 Czado, Claudia
4 Dimitrova, Dimitrina S.
4 Fan, Yanqin
4 Hofert, Marius
4 Kaishev, Vladimir K.
4 Lee, Woojoo
4 Peng, Liang
4 Pitselis, Georgios
4 Quessy, Jean-François
4 Sherris, Michael
4 Suarez-Llorens, Alfonso
4 Wu, Xianyi
4 Wüthrich, Mario Valentin
4 Yang, Jingping
3 Asimit, Alexandru V.
3 Bolancé, Catalina
3 Charpentier, Arthur
3 Chen, An
3 Donnelly, Catherine
3 Eini, Esmat Jamshidi
3 Einmahl, John H. J.
3 Fung, Tsz Chai
3 Gaillardetz, Patrice
3 Gardes, Laurent
3 Haberman, Steven
3 Hashorva, Enkelejd
3 Hua, Lei
3 Jeong, Himchan
3 Joe, Harry
3 Karlis, Dimitris
3 Khaloozadeh, Hamid
3 Krajina, Andrea
3 Li, Haijun
3 Mailhot, Mélina
3 Marra, Giampiero
3 Mendes, Beatriz Vaz de Melo
3 Mesiar, Radko
3 Milevsky, Moshe Arye
3 Min, Aleksey
3 Oh, Rosy
3 Payandeh Najafabadi, Amir T.
3 Qin, Jing
3 Rach, Manuel
3 Radice, Rosalba
3 Rémillard, Bruno N.
3 Ren, Jiandong
3 Sarabia, José María
3 Su, Jianxi
3 Tan, Ken Seng
3 Touboul, Jacques
3 Trufin, Julien
3 Verbelen, Roel
3 Wang, Ruodu
...and 639 more Authors
all top 5

Cited in 118 Serials

160 Insurance Mathematics & Economics
37 North American Actuarial Journal
20 Scandinavian Actuarial Journal
19 Journal of Multivariate Analysis
18 ASTIN Bulletin
15 Communications in Statistics. Theory and Methods
15 Dependence Modeling
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 European Actuarial Journal
7 Scandinavian Journal of Statistics
7 Journal of Nonparametric Statistics
7 Methodology and Computing in Applied Probability
7 Quantitative Finance
6 Communications in Statistics. Simulation and Computation
6 European Journal of Operational Research
6 Statistical Papers
6 Extremes
5 Journal of Statistical Computation and Simulation
4 The Annals of Statistics
4 Journal of Econometrics
4 Test
4 Mathematical Methods of Statistics
4 Applied Stochastic Models in Business and Industry
4 Journal of Statistical Theory and Practice
4 Statistics and Computing
3 Journal of Applied Probability
3 Statistics
3 International Journal of Theoretical and Applied Finance
3 Statistical Methods and Applications
3 Journal of Probability and Statistics
2 Advances in Applied Probability
2 Applied Mathematics and Computation
2 Biometrics
2 Journal of the American Statistical Association
2 Journal of Optimization Theory and Applications
2 Kybernetika
2 Operations Research Letters
2 Annals of Operations Research
2 Computational Statistics
2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
2 The Econometrics Journal
2 Econometric Theory
2 Journal of Systems Science and Complexity
2 Journal of Industrial and Management Optimization
2 Statistical Methodology
2 Electronic Journal of Statistics
2 The Annals of Applied Statistics
1 Lithuanian Mathematical Journal
1 Psychometrika
1 Theory of Probability and its Applications
1 Annals of the Institute of Statistical Mathematics
1 Fuzzy Sets and Systems
1 Information Sciences
1 International Journal for Numerical Methods in Engineering
1 Journal of Mathematical Psychology
1 Statistica
1 Statistica Neerlandica
1 Social Choice and Welfare
1 Econometric Reviews
1 Computers & Operations Research
1 International Journal of Approximate Reasoning
1 Journal of Economic Dynamics & Control
1 Neural Computation
1 Economics Letters
1 Automation and Remote Control
1 Mathematical Programming. Series A. Series B
1 SIAM Journal on Optimization
1 Journal of Convex Analysis
1 Applied Mathematical Finance
1 Lifetime Data Analysis
1 Bernoulli
1 Arab Journal of Mathematical Sciences
1 Finance and Stochastics
1 Journal of Inequalities and Applications
1 Australian & New Zealand Journal of Statistics
1 Statistical Inference for Stochastic Processes
1 Computational Geosciences
1 CEJOR. Central European Journal of Operations Research
1 Lobachevskii Journal of Mathematics
1 International Game Theory Review
1 Brazilian Journal of Probability and Statistics
1 International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems
1 Advances and Applications in Statistics
1 Stochastic Models
1 Statistical Modelling
1 Entropy
1 Statistical Applications in Genetics and Molecular Biology
1 Hacettepe Journal of Mathematics and Statistics
1 Thai Journal of Mathematics
1 Boletim da Sociedade Paranaense de Matemática. Terceira Série
1 Fuzzy Optimization and Decision Making
1 Computational Management Science
1 Journal of the Korean Statistical Society
1 Advances in Data Analysis and Classification. ADAC
1 AStA. Advances in Statistical Analysis
...and 18 more Serials

Citations by Year