Emiliano Valdez

University of New South Wales (UNSW) - School of Actuarial Studies

Sydney NSW 2052, ACT 2600

Australia

SCHOLARLY PAPERS

4

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SSRN CITATIONS
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Top 17,137

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9

CROSSREF CITATIONS

40

Scholarly Papers (4)

1.

Securitization of Longevity Risk in Reverse Mortgages

Number of pages: 30 Posted: 30 Jan 2008
Liang Wang, Emiliano Valdez and John Piggott
UNSW Business School, University of New South Wales (UNSW) - School of Actuarial Studies and University of New South Wales (UNSW) - Australian School of Business, School of Economics
Downloads 716 (35,541)
Citation 7

Abstract:

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Longevity risk, reverse mortgages, securitization

2.

Analytic Bounds and Approximations for Annuities and Asian Options

Insurance: Mathematics and Economics, Vol. 42, No. 3, 2008
Number of pages: 18 Posted: 12 Jan 2006 Last Revised: 22 Apr 2009
Vrije Universiteit Brussel (VUB), BNP Paribas, Katholieke Universiteit Leuven, University of New South Wales (UNSW) - School of Actuarial Studies and KU Leuven
Downloads 133 (220,576)
Citation 2

Abstract:

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Asian option, closed- form, analytical, annuity, fast approximation, lognormal, maximal variance, conditional expectation

3.

The Simple Analytics of a Pooled Annuity Fund

Journal of Risk and Insurance, Vol. 72, No. 3, pp. 497-520, September 2005
Number of pages: 24 Posted: 31 Aug 2005
John Piggott, Emiliano Valdez and Bettina Detzel
University of New South Wales (UNSW) - Australian School of Business, School of Economics, University of New South Wales (UNSW) - School of Actuarial Studies and University of Karlsruhe
Downloads 17 (551,846)
Citation 5
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4.

Annuity Valuation with Dependent Mortality

J. OF RISK AND INSURANCE, Vol. 63 No. 2, June 1996
Posted: 13 May 1998
Edward W. Frees, Jacques F. Carriere and Emiliano Valdez
University of Wisconsin - Madison, University of Alberta - Department of Mathematical and Statistical Sciences and University of New South Wales (UNSW) - School of Actuarial Studies

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