2009

• Frees, E.W., Shi, P., Valdez, E.A. (2009) "Actuarial applications of a hierarchical insurance claims model", ASTIN Bulletin, vol. 39, no. 1, pp. 165-197. Working paper available here or at the 2008 Proceedings of the Risk Theory Society Seminar.
• Valdez, E.A., Dhaene, J., Maj, M., Vanduffel, S. (2009) "Bounds and approximations for sums of dependent log-elliptical random variables", Insurance: Mathematics & Economics, vol. 44, no. 3, pp. 385-397.
• Young, G., Valdez, E.A., Kohn, R. (2009) "Multivariate probit models for conditional claim types", Insurance: Mathematics & Economics, Special Issue on Modeling and Measurement of Multivariate Risk in Insurance and Finance, vol. 44, no. 2, pp. 214-228.

2008

• Frees, E.W., Valdez, E.A. (2008) "Hierarchical insurance claims modeling", Journal of the American Statistical Association, vol. 103, no. 484, 1457-1469.
• Wang, L., Valdez, E.A., Piggott, J. (2008) "Securitization of longevity risks in reverse mortgages", North American Actuarial Journal, vol. 12, no. 4, 345-371.
• Hamada, M., Valdez, E.A. (2008) "CAPM and option pricing with elliptically contoured distributions", Journal of Risk and Insurance, vol. 75, no. 2, 387-409.
• Vanduffel, S., Shang, Z., Henrard, L., Dhaene, J., Valdez, E.A. (2008) "Analytic bounds and approximations for annuities and Asian options", Insurance: Mathematics & Economics, vol. 42, no. 3, 1109-1117.

2007

• Wu, F., Valdez, E.A., Sherris, M. (2007) "Simulating from exchangeable Archimedean copulas", Communications in Statistics: Simulation and Computation, vol. 36, no. 5, 1019-1034.

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