Research Interests

Actuarial science is my main area of research interest, and I have been focusing on the use of data analytics in insurance and actuarial science in recent years. My research topics have included the development of statistical models for actuarial applications, such as copula models and dependencies, elliptical distributions, loss models, estimation, and longitudinal data analysis. I am also interested in other areas that have broad applications in actuarial science, such as risk measures and capital requirements, post-retirement asset management, longevity risks, and annuitization.

Recent Publications

[1] O. Espinosa, J. Rodriquez, ..., E.A. Valdez, ... , T. Cheng, and S. Fisher. Loss ratio of the capitation payment unit of the health-promoting entities in Colombia between 2017 and 2021: a financial–actuarial approach. Cost Effectiveness and Resource Allocation, 2023, 21:73. DOI: https://doi.org/10.1186/s12962-023-00481-5

[2] Z. Quan, Z. Wang, G. Gan and E.A. Valdez. On hybrid tree-based methods for short-term insurance claims. Probability in the Engineering and Informational Sciences, Volume 37, Special Issue 2: Probability and stochastic modeling in actuarial science and related fields, April 2023, pp. 597-620. DOI: https://doi.org/10.1017/S0269964823000074

[3] G. Gan and E.A. Valdez. Analysis of prescription drug utilization with beta regression models. North American Actuarial Journal, Volume 26, Issue 2, 2022, pp. 205-226. DOI: https://doi.org/10.1080/10920277.2021.1890127

[4] B. So, J-P. Boucher and E.A. Valdez. Cost-sensitive multi-class AdaBoost for understanding driver behavior based on telematics. ASTIN Bulletin, Volume 51, Issue 3, September 2021, pp. 719-751. DOI: https://doi.org/10.1017/asb.2021.22

[5] E.W. Frees, C. Bolance, M. Guillen and E.A. Valdez. Dependence modeling of multivariate longitudinal data with dropout. Expert Systems With Applications, Volume 185, 2021, 115552. DOI: https://doi.org/10.1016/j.eswa.2021.115552

You may also find citations of my work at Google Scholar and at ResearchGate.

Working Papers

Some of my recent working papers are available here: arXiv.

CAE Research Grant on Data Mining

We invite you to explore our website to learn more about our recent research project focused on Applying Data Mining Techniques in Actuarial Science funded by the Society of Actuaries.

SOA The Actuary Magazine 2021

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