Emiliano A. Valdez : Citation Profile


Are you Emiliano A. Valdez?

9

H index

8

i10 index

216

Citations

RESEARCH PRODUCTION:

13

Articles

3

Papers

RESEARCH ACTIVITY:

   11 years (2001 - 2012). See details.
   Cites by year: 19
   Journals where Emiliano A. Valdez has often published
   Relations with other researchers
   Recent citing documents: 51.    Total self citations: 3 (1.37 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pva345
   Updated: 2019-10-15    RAS profile: 2012-05-13    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Emiliano A. Valdez.

Is cited by:

Guillen, Montserrat (13)

Rulliere, Didier (13)

Dhaene, Jan (8)

Mitchell, Olivia (6)

Vanduffel, Steven (5)

Piggott, John (5)

Csóka, Péter (4)

Hanewald, Katja (4)

Fan, Jianqing (3)

Balog, Dóra (3)

Gospodinov, Nikolay (3)

Cites to:

Pinquet, Jean (18)

Dhaene, Jan (12)

Dionne, Georges (10)

Goovaerts, Marc (9)

McDonald, James (6)

Vanduffel, Steven (4)

Jenkins, Stephen (4)

Cappellari, Lorenzo (4)

Cohen, Alma (3)

Chiappori, Pierre (3)

Abbring, Jaap (2)

Main data


Where Emiliano A. Valdez has published?


Journals with more than one article published# docs
Insurance: Mathematics and Economics8
Journal of Risk & Insurance3

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany2

Recent works citing Emiliano A. Valdez (2018 and 2017)


YearTitle of citing document
2018A robust approach for minimization of risk measurement errors. (2018). Righi, Marcelo Brutti. In: Papers. RePEc:arx:papers:1707.09829.

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2019Modern tontine with bequest: innovation in pooled annuity products. (2019). Donnelly, Catherine ; Bernhardt, Thomas . In: Papers. RePEc:arx:papers:1903.05990.

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2019Stochastic ordering of Gini indexes for multivariate elliptical random variables. (2019). Yin, Chuancun. In: Papers. RePEc:arx:papers:1908.01943.

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2017Prediction of settlement delay in critical illness insurance claims by using the generalized beta of the second kind distribution. (2017). Dodd, Erengul ; Streftaris, George. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:66:y:2017:i:2:p:273-294.

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2017Value-at-Risk Bounds With Variance Constraints. (2017). Bernard, Carole ; Vanduffel, Steven ; Ruschendorf, Ludger. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:3:p:923-959.

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2018Headed for the Poorhouse: How to Ensure Seniors Don’t Run Out of Cash before They Run Out of Time. (2018). MacDonald, Bonnie-Jeanne. In: C.D. Howe Institute Commentary. RePEc:cdh:commen:500.

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2018The economics of sharing macro-longevity risk. (2018). Ool, Annick ; Broeders, Dirk ; van Ool, Annick ; Mehlkopf, Roel. In: DNB Working Papers. RePEc:dnb:dnbwpp:618.

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2017Reserve modelling and the aggregation of risks using time varying copula models. (2017). Araichi, Sawssen ; Belkacem, Lotfi ; de Peretti, Christian. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:149-158.

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2017Properties and comparison of risk capital allocation methods. (2017). Csóka, Péter ; Balog, Dóra ; Bátyi, Tamás ; Pinter, Miklos ; Csoka, Peter ; Batyi, Tamas Laszlo . In: European Journal of Operational Research. RePEc:eee:ejores:v:259:y:2017:i:2:p:614-625.

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2017Capital allocation for portfolios with non-linear risk aggregation. (2017). Tsanakas, Andreas ; Boonen, Tim J ; Wuthrich, Mario V. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:72:y:2017:i:c:p:95-106.

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2017On some multivariate Sarmanov mixed Erlang reinsurance risks: Aggregation and capital allocation. (2017). Ratovomirija, Gildas ; Vernic, Raluca ; Tamraz, Maissa. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:74:y:2017:i:c:p:197-209.

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2018Valuation of longevity-linked life annuities. (2018). Bravo, Jorge ; el Mekkaoui, Najat. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:78:y:2018:i:c:p:212-229.

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2018Weighted risk capital allocations in the presence of systematic risk. (2018). Furman, Edward ; Zitikis, Riardas ; Kuznetsov, Alexey. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:79:y:2018:i:c:p:75-81.

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2018Distortion measures and homogeneous financial derivatives. (2018). Major, John A. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:79:y:2018:i:c:p:82-91.

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2018An approximation method for risk aggregations and capital allocation rules based on additive risk factor models. (2018). Dhaene, Jan ; Yao, Jing ; Zhou, Ming. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:79:y:2018:i:c:p:92-100.

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2018Upper bounds for strictly concave distortion risk measures on moment spaces. (2018). Cornilly, D ; Vanduffel, S ; Ruschendorf, L. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:82:y:2018:i:c:p:141-151.

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2018Copula approaches for modeling cross-sectional dependence of data breach losses. (2018). Eling, Martin ; Jung, Kwangmin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:82:y:2018:i:c:p:167-180.

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2018Bayesian ratemaking with common effects modeled by mixture of Polya tree processes. (2018). Zhang, Jianjun ; Wu, Xianyi ; Qiu, Chunjuan . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:82:y:2018:i:c:p:87-94.

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2018Bayesian nonparametric regression models for modeling and predicting healthcare claims. (2018). Richardson, Robert ; Hartman, Brian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:83:y:2018:i:c:p:1-8.

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2018Euler allocations in the presence of non-linear reinsurance: Comment on Major (2018). (2018). Pesenti, Silvana M ; Millossovich, Pietro ; Tsanakas, Andreas. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:83:y:2018:i:c:p:29-31.

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2019Forecasting compositional risk allocations. (2019). Boonen, Tim J ; Santolino, Miguel ; Guillen, Montserrat. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:84:y:2019:i:c:p:79-86.

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2019Dynamic capital allocation with irreversible investments. (2019). Zanjani, George ; Ping, Xiaohu ; Kamiya, Shinichi ; Bauer, Daniel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:85:y:2019:i:c:p:138-152.

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2019Tail risk measures and risk allocation for the class of multivariate normal mean–variance mixture distributions. (2019). Kim, So-Yeun . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:145-157.

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2019A dynamic equivalence principle for systematic longevity risk management. (2019). Dhaene, Jan ; Denuit, Michel ; Hanbali, Hamza ; Trufin, Julien. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:158-167.

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2019Modern tontine with bequest: Innovation in pooled annuity products. (2019). Donnelly, Catherine ; Bernhardt, Thomas. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:168-188.

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2019Conditional tail risk measures for the skewed generalised hyperbolic family. (2019). Landsman, Zinoviy ; Ignatieva, Katja. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:98-114.

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2018The association between spatial attributes and e-shopping in the shopping process for search goods and experience goods: Evidence from Nanjing. (2018). Zhen, Feng ; Mokhtarian, Patricia L ; Cao, Jason ; Du, Xiaojuan. In: Journal of Transport Geography. RePEc:eee:jotrge:v:66:y:2018:i:c:p:291-299.

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2018Impact of dependence modeling of non-life insurance risks on capital requirement: D-Vine Copula approach. (2018). Mejdoub, Hanene ; Ben Arab, Mounira . In: Research in International Business and Finance. RePEc:eee:riibaf:v:45:y:2018:i:c:p:208-218.

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2018Stein’s lemma for truncated elliptical random vectors. (2018). Shushi, Tomer. In: Statistics & Probability Letters. RePEc:eee:stapro:v:137:y:2018:i:c:p:297-303.

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2017The Solvency II Standard Formula, Linear Geometry, and Diversification. (2017). Paulusch, Joachim. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:2:p:11-:d:98991.

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2017Actuarial Geometry. (2017). Mildenhall, Stephen J. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:2:p:31-:d:101685.

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2017Effects of Gainsharing Provisions on the Selection of a Discount Rate for a Defined Benefit Pension Plan. (2017). Rietz, Robert J ; Pollie, Matt ; Mathers, Shelby ; Cronick, Evan. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:2:p:32-:d:102044.

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2017Bayesian Modelling, Monte Carlo Sampling and Capital Allocation of Insurance Risks. (2017). Targino, Rodrigo ; Wuthrich, Mario V ; Peters, Gareth W. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:4:p:53-:d:112832.

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2017An EM Algorithm for Double-Pareto-Lognormal Generalized Linear Model Applied to Heavy-Tailed Insurance Claims. (2017). Calderin-Ojeda, Enrique ; Wu, Xueyuan ; Fergusson, Kevin. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:4:p:60-:d:117944.

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2018Price and Profit Optimization for Financial Services. (2018). Bolance, Catalina ; Thuring, Fredrik ; Nielsen, Jens Perch ; Guillen, Montserrat. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:1:p:9-:d:130922.

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2018Association Rules for Understanding Policyholder Lapses. (2018). Jeong, Himchan ; Valdez, Emiliano A ; Gan, Guojun. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:69-:d:156870.

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2017Impact of dependence on some multivariate risk indicators. (2016). Rulliere, Didier ; Said, Khalil ; Maume-Deschamps, Veronique. In: Post-Print. RePEc:hal:journl:hal-01171395.

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2017A note on upper-patched generators for Archimedean copulas. (2017). Rulliere, Didier ; di Bernardino, Elena. In: Post-Print. RePEc:hal:journl:hal-01347869.

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2018Enhancing risk management for an aging world. (2018). Mitchell, Olivia S. In: The Geneva Papers on Risk and Insurance Theory. RePEc:kap:geneva:v:43:y:2018:i:2:d:10.1057_s10713-018-0027-x.

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2018How do passengers use travel time? A case study of Shanghai–Nanjing high speed rail. (2018). Tang, Jia ; Mokhtarian, Patricia L ; Cao, Jason ; Zhen, Feng. In: Transportation. RePEc:kap:transp:v:45:y:2018:i:2:d:10.1007_s11116-017-9824-9.

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2017Capital Allocation in the Insurance Sector. (2017). Balog, Dóra. In: Financial and Economic Review. RePEc:mnb:finrev:v:16:y:2017:i:3:p:74-97.

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2018Enhancing risk management for an aging world. (2018). Mitchell, Olivia S. In: The Geneva Risk and Insurance Review. RePEc:pal:genrir:v:43:y:2018:i:2:d:10.1057_s10713-018-0027-x.

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2017Facing Up to Longevity with Old Actuarial Methods: A Comparison of Pooled Funds and Income Tontines. (2017). Brautigam, Marcel ; Nielsen, Jens P ; Guillen, Montserrat. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:42:y:2017:i:3:d:10.1057_s41288-017-0056-1.

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2018Moral Hazard and Learning in the Tunisian Automobile Insurance Market: New Evidence from Dynamic Data. (2018). Karaa, Imen. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:43:y:2018:i:3:d:10.1057_s41288-017-0072-1.

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2017Current incomes and financial behavior of households: Who loses more in a crisis?. (2017). Nivorozhkina, Ludmila. In: Applied Econometrics. RePEc:ris:apltrx:0332.

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2017Risk bounds for factor models. (2017). Vanduffel, Steven ; Wang, Ruodu ; Ruschendorf, Ludger ; Bernard, Carole. In: Finance and Stochastics. RePEc:spr:finsto:v:21:y:2017:i:3:d:10.1007_s00780-017-0328-4.

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2017The balanced credibility estimators with correlation risk and inflation factor. (2017). Zhang, Qiang ; Cui, Qianqian ; Wu, Lijun. In: Statistical Papers. RePEc:spr:stpapr:v:58:y:2017:i:3:d:10.1007_s00362-015-0719-6.

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2017Modern claim frequency and claim severity models: An application to the Russian motor own damage insurance market. (2017). Gilenko, Evgenii V ; Spagnolo, Bernardo ; Mironova, Elena A. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1311097.

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2017Evidence of adverse selection in automobile insurance market: A seemingly unrelated probit modelling. (2017). Benlagha, Noureddine ; Elliott, Caroline ; Karaa, Imen. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1330303.

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2017Multiobjective capital allocation for supplier development under risk. (2017). Mizgier, Kamil J ; Talluri, Srinivas ; Pasia, Joseph M. In: International Journal of Production Research. RePEc:taf:tprsxx:v:55:y:2017:i:18:p:5243-5258.

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2017Persistence of insurance activities and financial stability. (2017). Kubitza, Christian ; Regele, Fabian . In: ICIR Working Paper Series. RePEc:zbw:icirwp:3017.

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Works by Emiliano A. Valdez:


YearTitleTypeCited
2008Hierarchical Insurance Claims Modeling In: Journal of the American Statistical Association.
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article23
2005The Simple Analytics of a Pooled Annuity Fund In: Journal of Risk & Insurance.
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article32
2008CAPM and Option Pricing With Elliptically Contoured Distributions In: Journal of Risk & Insurance.
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article13
2004CAPM and Option Pricing with Elliptical Disbributions.(2004) In: Research Paper Series.
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This paper has another version. Agregated cites: 13
paper
2012Optimal Capital Allocation Principles In: Journal of Risk & Insurance.
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article60
2009Optimal capital allocation principles.(2009) In: MPRA Paper.
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This paper has another version. Agregated cites: 60
paper
2001Bivariate analysis of survivorship and persistency In: Insurance: Mathematics and Economics.
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article3
2003Wangs capital allocation formula for elliptically contoured distributions In: Insurance: Mathematics and Economics.
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article18
2006Claim dependence with common effects in credibility models In: Insurance: Mathematics and Economics.
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article6
2006Demand and adverse selection in a pooled annuity fund In: Insurance: Mathematics and Economics.
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article16
2008Analytic bounds and approximations for annuities and Asian options In: Insurance: Mathematics and Economics.
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article9
2009Multivariate probit models for conditional claim-types In: Insurance: Mathematics and Economics.
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article7
2009Bounds and approximations for sums of dependent log-elliptical random variables In: Insurance: Mathematics and Economics.
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article10
2011A copula approach to test asymmetric information with applications to predictive modeling In: Insurance: Mathematics and Economics.
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article5
2009On the Distortion of a Copula and its Margins In: MPRA Paper.
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paper14
2011Comments on: Inference in multivariate Archimedean copula models In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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article0

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