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Preprints of 2009

Emiliano Valdez
  • Katrien Antonio, Edward W. Frees and Emiliano A. Valdez, A Multilevel Analysis of Intercompany Claim Counts [PDF]
  • Edward W. Frees, Peng Shi and Emiliano A. Valdez, Actuarial Applications of a Hierarchical Insurance Claims Model, to appear in ASTIN Bulletin [PDF]
  • Emiliano A. Valdez, Jan Dhaene, Mateusz Maj and Steven Vanduffel, Bounds and Approximations for Sums of Dependent Log-Elliptical Random Variables, to appear in Insurance: Mathematics and Economics [PDF]
  • Oriol Roch and Emiliano A. Valdez, Lower Convex Order Bound Approximations for Sums of Log-Skew Normal Random Variables [PDF]
  • Gary Young, Emiliano A. Valdez and Robert Kohn, Multivariate Probit Models for Conditional Claim-Types, to appear in Insurance: Mathematics and Economics [PDF]
  • Jan Dhaene, Andreas Tsanakas, Emiliano A. Valdez and Steven Vanduffel, Optimal Capital Allocation Principles [PDF]