| Understanding relationships using copulas EW Frees, EA Valdez North American actuarial journal 2 (1), 1-25, 1998 | 1883 | 1998 |
| Tail conditional expectations for elliptical distributions ZM Landsman, EA Valdez North American Actuarial Journal 7 (4), 55-71, 2003 | 481 | 2003 |
| Annuity valuation with dependent mortality EW Frees, J Carriere, E Valdez Journal of risk and insurance, 229-261, 1996 | 375 | 1996 |
| Optimal capital allocation principles J Dhaene, A Tsanakas, EA Valdez, S Vanduffel Journal of Risk and Insurance 79 (1), 1-28, 2012 | 307 | 2012 |
| Hierarchical insurance claims modeling EW Frees, EA Valdez Journal of the American Statistical Association 103 (484), 1457-1469, 2008 | 235 | 2008 |
| The simple analytics of a pooled annuity fund J Piggott, EA Valdez, B Detzel Journal of Risk and Insurance 72 (3), 497-520, 2005 | 231 | 2005 |
| Securitization of longevity risk in reverse mortgages L Wang, EA Valdez, J Piggott North American Actuarial Journal 12 (4), 345-371, 2008 | 126 | 2008 |
| Wang’s capital allocation formula for elliptically contoured distributions EA Valdez, A Chernih Insurance: Mathematics and Economics 33 (3), 517-532, 2003 | 111 | 2003 |
| Statistical concepts of a priori and a posteriori risk classification in insurance K Antonio, EA Valdez AStA Advances in Statistical Analysis 96, 187-224, 2012 | 108 | 2012 |
| Multivariate negative binomial models for insurance claim counts P Shi, EA Valdez Insurance: Mathematics and Economics 55, 18-29, 2014 | 103 | 2014 |
| Simulating from exchangeable Archimedean copulas F Wu, E Valdez, M Sherris Communications in Statistics—Simulation and Computation® 36 (5), 1019-1034, 2007 | 96 | 2007 |
| Actuarial applications of a hierarchical insurance claims model EW Frees, P Shi, EA Valdez ASTIN Bulletin: The Journal of the IAA 39 (1), 165-197, 2009 | 91 | 2009 |
| Multivariate probit models for conditional claim-types G Young, EA Valdez, R Kohn Insurance: Mathematics and Economics 44 (2), 214-228, 2009 | 91 | 2009 |
| Economic capital and the aggregation of risks using copulas A Tang, EA Valdez Available at SSRN 1347675, 2009 | 90 | 2009 |
| Tail conditional expectations for exponential dispersion models Z Landsman, EA Valdez ASTIN Bulletin: The Journal of the IAA 35 (1), 189-209, 2005 | 88 | 2005 |
| Demand and adverse selection in a pooled annuity fund EA Valdez, J Piggott, L Wang Insurance: Mathematics and Economics 39 (2), 251-266, 2006 | 85 | 2006 |
| Claim dependence with common effects in credibility models KL Yeo, EA Valdez Insurance: Mathematics and Economics 38 (3), 609-629, 2006 | 69 | 2006 |
| Predictive analytics of insurance claims using multivariate decision trees Z Quan, EA Valdez Dependence Modeling 6 (1), 377-407, 2018 | 66 | 2018 |
| Regression modeling for the valuation of large variable annuity portfolios G Gan, EA Valdez North American Actuarial Journal 22 (1), 40-54, 2018 | 57 | 2018 |
| Tail conditional variance for elliptically contoured distributions EA Valdez Belgian Actuarial Bulletin 5 (1), 26-36, 2005 | 57 | 2005 |
Edward FreesUniversity of Wisconsin-Madison, Australian National UniversityE-mail megerősítve itt: bus.wisc.edu