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Valdez, Emiliano A.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,328 |
Total
Citations
26 |
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1.
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Optimal Capital Allocation Principles
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Dhaene, Jan
Katholieke Universiteit Leuven - Department of Applied Economics Tsanakas, Andreas
City University London - Cass Business School Valdez, Emiliano A.
University of Connecticut Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
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Posted:
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26 Jan 09
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Last Revised:
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24 Feb 12
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815
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7
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Dhaene, Jan
Katholieke Universiteit Leuven - Department of Applied Economics Tsanakas, Andreas
City University London - Cass Business School Valdez, Emiliano A.
University of Connecticut Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
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7
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Dhaene, Jan
Katholieke Universiteit Leuven - Department of Applied Economics Tsanakas, Andreas
City University London - Cass Business School Valdez, Emiliano A.
University of Connecticut Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
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26 Jan 09
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Last Revised:
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22 Dec 10
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813
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Capital allocation, risk measure, comonotonicity, Euler allocation, default option, Lloyd's of London
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2.
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Tang, Andrew
University of New South Wales (UNSW) Valdez, Emiliano A.
University of Connecticut
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471
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3
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capital at risk, risk measures, risk aggregation, dependence, and copulas
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3.
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Valdez, Emiliano A.
University of Connecticut Xiao, Yugu
Renmin University of China - School of Statistics
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20 Dec 09
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Last Revised:
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24 Feb 11
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197
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Multivariate Distortion, Ordering of Risks, Probability Integral Transformation, Excess of Loss Reinsurance
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4.
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Xiao, Yugu
Renmin University of China - School of Statistics Valdez, Emiliano A.
University of Connecticut
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24 Aug 10
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Last Revised:
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31 Aug 10
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193
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optimal asset allocation, Black-Litterman model, risk measures, Elliptical distributions
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5.
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Antonio, Katrien
University of Amsterdam Valdez, Emiliano A.
University of Connecticut
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25 Aug 10
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Last Revised:
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24 Feb 11
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192
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1
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Actuarial Science, Regression and Credibility Models, Bonus-Malus Systems
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6.
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Shi, Peng
Northern Illinois University Valdez, Emiliano A.
University of Connecticut
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01 Sep 10
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Last Revised:
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27 Apr 11
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97
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2
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Adverse selection, Moral hazard, Insurance, Copula models, Predictive models
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7.
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Roch, Oriol
Universitat de Barcelona Valdez, Emiliano A.
University of Connecticut
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15 Feb 09
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Last Revised:
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24 Feb 11
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85
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1
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8.
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Shi, Peng
Northern Illinois University Valdez, Emiliano A.
University of Connecticut
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78
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1
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Claim count, Copula, Jitter, Longitudinal data, Predictive distribution
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9.
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Shi, Peng
Northern Illinois University Zhang, Wei
Northern Illinois University Valdez, Emiliano A.
University of Connecticut
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21 Feb 11
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Last Revised:
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27 Sep 11
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77
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1
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Adverse selection, Two-dimensional information, Risk aversion, Insurance screening, Copula models
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10.
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Valdez, Emiliano A.
University of Connecticut Dhaene, Jan
Katholieke Universiteit Leuven - Department of Applied Economics Maj, Mateusz
Free University of Brussels (VUB) - Faculty of Economic, Social and Political Sciences Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
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14 Jul 09
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Last Revised:
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27 Feb 11
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72
(166,615)
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6
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11.
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Shi, Peng
Northern Illinois University Valdez, Emiliano A.
University of Connecticut
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49
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Negative binomial distribution, Insurance claim count, Copula, Jitter, Multivariate model
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12.
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Hamada, Mahmoud
RWE Supply and Trading Valdez, Emiliano A.
University of Connecticut
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2
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3
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13.
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Shi, Peng
Northern Illinois University Zhang, Wei
Northern Illinois University Valdez, Emiliano A.
University of Connecticut
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0
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1
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