Accepted manuscripts and forthcoming

• Shi, P., Valdez, E.A. "Multivariate negative binomial models for insurance claim counts", Insurance: Mathematics and Economics, accepted for publication, also available at SSRN.
• Xiao, Y., Valdez, E.A. "A Black-Litterman asset allocation model under Elliptical distributions", Quantitative Finance, accepted for publication, also downloadable at SSRN.
• Shi, P., Valdez, E.A. "Longitudinal modeling of insurance claim counts using jitters", Scandinavian Actuarial Journal, accepted for publication.

Working manuscripts

• Valdez, E.A. "Empirical investigation of insurance claim dependencies using mixture models", submitted for publication, available for downloading at SSRN.
• Valdez, E.A., Vadiveloo, J., Dias, U. "Life insurance policy termination and survivorship", available for downloading at SSRN.
• Yeo, K.L., Valdez, E.A. "Claims prediction with dependence using copula models", on revision.

Book review

• Valdez, E.A. "Book Review: Stochastic Modeling: Theory and Reality from an Actuarial Perspective", published by the International Actuarial Association, review appeared in Annals of Actuarial Science, Vol 5, Part 2, September 2011 issue.

For Emil's previous working papers, please visit the working paper series at the UNSW School of Actuarial Studies. Papers in collaboration with researchers at K.U. Leuven are also found here. Google Scholar will also list citations of my manuscripts. Access statistics for some of my papers can also be viewed at RepEc You may also find additional citations of my work at the new Microsoft Academic Search.

Unpublished manuscript

• Tang, A., Valdez, E.A. "Economic capital and the aggregation of risks using copulas", Proceedings of the 28th International Congress of Actuaries, Paris France, May 28 - June 2, 2006. Available at http://www.ica2006.com/282.html and also here at SSRN.

For more recent list of publications, check out here.