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Testing Adverse Selection With Two-Dimensional Information: Evidence From the Singapore Auto Insurance Market

Shi, Peng; Zhang, Wei; Valdez, Emiliano A. - In: Journal of Risk & Insurance 79 (2012) 4, pp. 1077-1114

Persistent link: https://www.econbiz.de/10010596993

Multivariate negative binomial models for insurance claim counts

Shi, Peng; Valdez, Emiliano A. - In: Insurance: Mathematics and Economics 55 (2014) C, pp. 18-29

It is no longer uncommon these days to find the need in actuarial practice to model claim counts from multiple types of coverage, such as the ratemaking process for bundled insurance contracts. Since different types of claims are conceivably correlated with each other, the multivariate count...

Persistent link: https://www.econbiz.de/10010753204

Demand and adverse selection in a pooled annuity fund

Valdez, Emiliano A.; Piggott, John; Wang, Liang - In: Insurance / Mathematics & economics 39 (2006) 2, pp. 251-266

Persistent link: https://www.econbiz.de/10007281944

The Simple Analytics of a Pooled Annuity Fund

Piggott, John; Valdez, Emiliano A.; Detzel, Bettina - In: The journal of risk and insurance : the journal of the … 72 (2005) 3, pp. 497-520

Persistent link: https://www.econbiz.de/10006160629

The tail Stein's identity with applications to risk measures

Landsman, Zinoviy; Valdez, Emiliano - In: North American actuarial journal 20 (2016) 4, pp. 313-326

Persistent link: https://www.econbiz.de/10011721394

Funding long-term care in Singapore

Valdez, Emiliano A.; Chong, Tan Khye; Wai, Wong Yoke - In: April 2000 - May 2001, Series No: 1 - 7. 2000

Persistent link: https://www.econbiz.de/10001623203

Annuity valuation with dependent mortality

Frees, Edward W. - In: The journal of risk and insurance : the journal of the … 63 (1996) 2, pp. 229-261

Persistent link: https://www.econbiz.de/10001204779

The simple analytics of a pooled annuity fund

Piggott, John; Valdez, Emiliano; Detzel, Bettina - In: The journal of risk and insurance : the journal of the … 72 (2005) 3, pp. 497-520

Persistent link: https://www.econbiz.de/10003144523

Closed-form approximations for constant continuous annuities

Vanduffel, Steven; Dhaene, Jan; Valdez, Emiliano - 2005

Persistent link: https://www.econbiz.de/10002723917

CAPM and option pricing with elliptical distributions

Hamada, Mahmoud; Valdez, Emiliano - 2004

Persistent link: https://www.econbiz.de/10002253919