The following pages link to Emiliano A. Valdez (Q487616):
Displaying 44 items.
- Valuation of large variable annuity portfolios: Monte Carlo simulation and synthetic datasets (Q140173) (← links)
- Empirical investigation of insurance claim dependencies using mixture models (Q487617) (← links)
- An empirical comparison of some experimental designs for the valuation of large variable annuity portfolios (Q727671) (← links)
- Multivariate negative binomial models for insurance claim counts (Q743134) (← links)
- Bayesian credibility premium with GB2 copulas (Q828062) (← links)
- Demand and adverse selection in a pooled annuity fund (Q849597) (← links)
- Analytic bounds and approximations for annuities and Asian options (Q931209) (← links)
- Multivariate probit models for conditional claim-types (Q1017764) (← links)
- Bounds and approximations for sums of dependent log-elliptical random variables (Q1023100) (← links)
- Bivariate analysis of survivorship and persistency (Q1413291) (← links)
- Wang's capital allocation formula for elliptically contoured distributions. (Q1423336) (← links)
- Unlocking reserve assumptions using retrospective analysis (Q1622621) (← links)
- Statistical concepts of \textit{a priori} and \textit{a posteriori} risk classification in insurance (Q1633244) (← links)
- Comments on: Inference in multivariate Archimedean copula models (Q1761524) (← links)
- Predictive compound risk models with dependence (Q2212152) (← links)
- A multi-year microlevel collective risk model (Q2234768) (← links)
- Predictive analytics of insurance claims using multivariate decision trees (Q2283657) (← links)
- Modeling partial Greeks of variable annuities with dependence (Q2404548) (← links)
- Claim dependence with common effects in credibility models (Q2499841) (← links)
- Life insurance policy termination and survivorship (Q2513629) (← links)
- Lower convex order bound approximations for sums of log-skew normal random variables (Q2862429) (← links)
- On the distortion of a copula and its margins (Q2866292) (← links)
- Regression Modeling for the Valuation of Large Variable Annuity Portfolios (Q4567959) (← links)
- Longitudinal modeling of insurance claim counts using jitters (Q4576844) (← links)
- Fat-Tailed Regression Modeling with Spliced Distributions (Q4633996) (← links)
- A Black–Litterman asset allocation model under Elliptical distributions (Q4683054) (← links)
- (Q4817827) (← links)
- (Q4962328) (← links)
- A non-convex regularization approach for stable estimation of loss development factors (Q5014498) (← links)
- COST-SENSITIVE MULTI-CLASS ADABOOST FOR UNDERSTANDING DRIVING BEHAVIOR BASED ON TELEMATICS (Q5019037) (← links)
- Securitization of Longevity Risk in Reverse Mortgages (Q5022551) (← links)
- Analysis of Prescription Drug Utilization with Beta Regression Models (Q5090567) (← links)
- Valuation of Large Variable Annuity Portfolios with Rank Order Kriging (Q5108352) (← links)
- Data Clustering with Actuarial Applications (Q5139809) (← links)
- Metamodeling for Variable Annuities (Q5225323) (← links)
- (Q5226706) (← links)
- The Tail Stein's Identity with Applications to Risk Measures (Q5379195) (← links)
- Hierarchical Insurance Claims Modeling (Q5414018) (← links)
- Simulating from Exchangeable Archimedean Copulas (Q5436420) (← links)
- Tail Conditional Expectations for Exponential Dispersion Models (Q5490585) (← links)
- Tail Conditional Expectations for Elliptical Distributions (Q5715937) (← links)
- Understanding Relationships Using Copulas (Q5718270) (← links)
- On hybrid tree-based methods for short-term insurance claims (Q6163070) (← links)
- Flexible modeling of Hurdle Conway-Maxwell-Poisson distributions with application to mining injuries (Q6581642) (← links)
