Emiliano A. Valdez

Available identifiers

zbMath Open valdez.emiliano-aMaRDI QIDQ487616

List of research outcomes

Publication	Date of Publication	Type
On hybrid tree-based methods for short-term insurance claims	2023-06-16	Paper
Analysis of Prescription Drug Utilization with Beta Regression Models	2022-07-20	Paper
Securitization of Longevity Risk in Reverse Mortgages	2022-01-19	Paper
COST-SENSITIVE MULTI-CLASS ADABOOST FOR UNDERSTANDING DRIVING BEHAVIOR BASED ON TELEMATICS	2021-12-27	Paper
A non-convex regularization approach for stable estimation of loss development factors	2021-12-08	Paper
A multi-year microlevel collective risk model	2021-10-19	Paper
Bayesian credibility premium with GB2 copulas	2021-01-14	Paper
Data Clustering with Actuarial Applications	2020-12-11	Paper
Predictive compound risk models with dependence	2020-11-19	Paper
Valuation of Large Variable Annuity Portfolios with Rank Order Kriging	2020-05-04	Paper
Predictive analytics of insurance claims using multivariate decision trees	2020-01-13	Paper
https://portal.mardi4nfdi.de/entity/Q5226706	2019-08-01	Paper
Metamodeling for Variable Annuities	2019-07-19	Paper
The Tail Stein's Identity with Applications to Risk Measures	2019-05-28	Paper
Fat-Tailed Regression Modeling with Spliced Distributions	2019-05-07	Paper
Statistical concepts of \textit{a priori} and \textit{a posteriori} risk classification in insurance	2018-12-19	Paper
Unlocking reserve assumptions using retrospective analysis	2018-11-19	Paper
https://portal.mardi4nfdi.de/entity/Q4962328	2018-11-02	Paper
A Black–Litterman asset allocation model under Elliptical distributions	2018-09-19	Paper
Longitudinal modeling of insurance claim counts using jitters	2018-07-11	Paper
Valuation of large variable annuity portfolios: Monte Carlo simulation and synthetic datasets	2018-06-27	Paper
Regression Modeling for the Valuation of Large Variable Annuity Portfolios	2018-06-20	Paper
Valuation of large variable annuity portfolios: Monte Carlo simulation and synthetic datasets	2017-12-20	Paper
Modeling partial Greeks of variable annuities with dependence	2017-09-19	Paper
An empirical comparison of some experimental designs for the valuation of large variable annuity portfolios	2016-12-20	Paper
Life insurance policy termination and survivorship	2015-01-28	Paper
Empirical investigation of insurance claim dependencies using mixture models	2015-01-22	Paper
Multivariate negative binomial models for insurance claim counts	2014-09-22	Paper
Hierarchical Insurance Claims Modeling	2014-05-02	Paper
On the distortion of a copula and its margins	2013-12-13	Paper
Lower convex order bound approximations for sums of log-skew normal random variables	2013-11-15	Paper
Comments on: Inference in multivariate Archimedean copula models	2012-11-15	Paper
Bounds and approximations for sums of dependent log-elliptical random variables	2009-06-10	Paper
Multivariate probit models for conditional claim-types	2009-05-12	Paper
Analytic bounds and approximations for annuities and Asian options	2008-06-25	Paper
Simulating from Exchangeable Archimedean Copulas	2008-01-16	Paper
Demand and adverse selection in a pooled annuity fund	2006-10-31	Paper
Tail Conditional Expectations for Exponential Dispersion Models	2006-10-04	Paper
Claim dependence with common effects in credibility models	2006-08-14	Paper
Understanding Relationships Using Copulas	2006-01-13	Paper
Tail Conditional Expectations for Elliptical Distributions	2006-01-05	Paper
https://portal.mardi4nfdi.de/entity/Q4817827	2004-09-21	Paper
Wang's capital allocation formula for elliptically contoured distributions.	2004-02-14	Paper
Bivariate analysis of survivorship and persistency	2003-11-16	Paper

Research outcomes over time

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