Emiliano A. Valdez

Management Science and Operations Research · 2003–2014

A researcher in the Science corpus: 11 papers; trusts 39 researchers and is trusted by 24 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 38 citations into it; #1,113 of 11,946 by trust here, #1,269 by citations
• Statistics and Probability — 34 citations into it; #7,246 of 12,932 by trust here, #8,740 by citations
• Economics and Econometrics — 31 citations into it; #4,122 of 23,481 by trust here, #6,146 by citations
• Finance — 28 citations into it; #1,710 of 10,518 by trust here, #2,516 by citations
• Demography — 22 citations into it; #2,629 of 4,236 by trust here, #1,712 by citations
• Artificial Intelligence — 17 citations into it; #19,702 of 35,345 by trust here, #30,347 by citations
• Accounting — 5 citations into it
• General Decision Sciences — 5 citations into it

Whom Emiliano A. Valdez trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Zinoviy Landsman
2. H. Panjer
3. Eric R. Ziegel
4. Edward W. Frees
5. Michel Denuit
6. Jan Dhaene
7. Jan Beirlant
8. Paul Embrechts
9. Hon. F.I.A.
10. Alexander J. McNeil

Who trusts Emiliano A. Valdez overall

1. Edward Furman
2. Zinoviy Landsman
3. Lluís Bermúdez
4. L. Zhu
5. Borislav Mavrin
6. Ricardas Zitikis
7. Arthur Chiragiev
8. Edward W. Frees
9. Haijun Li
10. Dimitris Karlis

Papers from Emiliano A. Valdez's perspective

Ordered by how strongly the researchers Emiliano A. Valdez trusts endorse each paper. Same corpus, a different order for every researcher.

1. Coherent allocation of risk capital
2. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
3. Convex measures of risk and trading constraints (Finance and Stochastics)
4. Multivariate extremes, aggregation and dependence in elliptical distributions (Advances in Applied Probability)
5. An Introduction to Copulas
6. Risk contributions and performance measurement
7. Fonctions de repartition a n dimensions et leurs marges
8. Multivariate Statistical Modelling Based on Generalized Linear Models (Technometrics)
9. Statistics of Extremes
10. The Concept of Comonotonicity in Actuarial Science and Finance: Applications

Their papers

• Tail Conditional Expectations for Elliptical Distributions (2003) — 398 citations
• Tail Conditional Expectations for Exponential Dispersion Models (2005) — 84 citations
• Optimal Capital Allocation Principles (2005) — 245 citations
• Hierarchical Insurance Claims Modeling (2008) — 195 citations
• Wang’s capital allocation formula for elliptically contoured distributions (2003) — 89 citations
• The Simple Analytics of a Pooled Annuity Fund (2005) — 167 citations
• Multivariate Negative Binomial Models for Insurance Claim Counts (2014) — 91 citations
• Statistical concepts of a priori and a posteriori risk classification in insurance (2011) — 73 citations
• Economic Capital and the Aggregation of Risks Using Copulas (2009) — 61 citations
• Multivariate probit models for conditional claim-types (2009) — 53 citations
• Tail Conditional Variance for Elliptically Contoured Distributions (2004) — 48 citations