Edit Profile (opens in new tab) Frees, Edward W. Co-Author Distance Author ID: frees.edward-w Published as: Frees, Edward W.; Frees, Edward J.; Frees, Edward more...less Further Spellings: Frees, Jed Homepage: https://wsb.wisc.edu/directory/faculty/edward-frees External Links: MGP · Wikidata Documents Indexed: 49 Publications since 1985, including 2 Books Co-Authors: 30 Co-Authors with 31 Joint Publications 875 Co-Co-Authors all top 5 Co-Authors 18 single-authored 4 Rosenberg, Marjorie A. 4 Young, Virginia R. 3 Kim, Jee-Seon 3 Luo, Yu 3 Sun, Jiafeng 3 Valdez, Emiliano A. 2 Cummings, A. David 2 Meyers, Glenn G. 2 Ruppert, David 2 Shi, Peng 2 Wang, Ping 2 Zhang, Zhengjun 1 Banerjee, Mousumi 1 Clayton, Murray K. 1 Dong, Yumo 1 Gao, Lisa 1 Huang, Fei 1 Hui, Francis K. C. 1 Jin, Chunfang 1 Johnson, Paul H. jun. 1 Johnson, Richard A. 1 Kung, Yueh-Chuan 1 Lai, Siu-Wai 1 Millers, Robert B. 1 Nam, Seong-Hyun 1 Okine, A. Nii-Armah 1 Robinson, James M. 1 Shieh, Grace S. 1 Yang, Lu 1 Yang, Xipei all top 5 Serials 12 North American Actuarial Journal 7 Journal of the American Statistical Association 7 Insurance Mathematics & Economics 3 Psychometrika 3 ASTIN Bulletin 2 The Annals of Statistics 1 The Canadian Journal of Statistics 1 Scandinavian Journal of Statistics 1 Journal of Statistical Planning and Inference 1 Management Science 1 Sankhyā. Series A. Methods and Techniques 1 Sequential Analysis 1 Computational Statistics 1 Stochastic Processes and their Applications 1 Statistica Sinica 1 Journal of Nonparametric Statistics 1 Scandinavian Actuarial Journal 1 Naval Research Logistics Quarterly 1 International Series on Actuarial Science all top 5 Fields 44 Statistics (62-XX) 19 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 Probability theory and stochastic processes (60-XX) 4 Operations research, mathematical programming (90-XX) 2 Numerical analysis (65-XX) 1 History and biography (01-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 39 Publications have been cited 940 times in 747 Documents Cited by ▼ Year ▼ Understanding relationships using copulas. Zbl 1081.62564 Frees, Edward W.; Valdez, Emiliano A. 307 1998 Hierarchical insurance claims modeling. Zbl 1286.62087 Frees, Edward W.; Valdez, Emiliano A. 69 2008 Regression modeling with actuarial and financial applications. Zbl 1284.62010 Frees, Edward W. 49 2010 Estimating densities of functions of observations. Zbl 0798.62051 Frees, Edward W. 41 1994 Longitudinal and panel data. Analysis and applications in the social sciences. Zbl 1068.62119 Frees, Edward W. 39 2004 Summarizing insurance scores using a Gini index. Zbl 1229.62140 Frees, Edward W.; Meyers, Glenn; Cummings, A. David 39 2011 A longitudinal data analysis interpretation of credibility models. Zbl 0945.62112 Frees, Edward W.; Young, Virginia R.; Luo, Yu 36 1999 Copula credibility for aggregate loss models. Zbl 1132.91489 Frees, Edward W.; Wang, Ping 35 2006 Influence diagnostics for linear longitudinal models. Zbl 0889.62063 Banerjee, Mousumi; Frees, Edward W. 33 1997 Heavy-tailed longitudinal data modeling using copulas. Zbl 1152.91605 Sun, Jiafeng; Frees, Edward W.; Rosenberg, Marjorie A. 31 2008 Nonparametric renewal function estimation. Zbl 0625.62026 Frees, Edward W. 28 1986 Credibility using copulas. Zbl 1085.62121 Frees, Edward W.; Wang, Ping 26 2005 A generalized beta copula with applications in modeling multivariate long-tailed data. Zbl 1218.62049 Yang, Xipei; Frees, Edward W.; Zhang, Zhengjun 24 2011 Case studies using panel data models. Zbl 1083.91538 Frees, Edward W.; Young, Virginia R.; Luo, Yu 20 2001 Infinite order U-statistics. Zbl 0673.62032 Frees, Edward W. 19 1989 Warranty analysis and renewal function estimation. Zbl 0605.62121 Frees, Edward W. 18 1986 Nonparametric estimation of the probability of discovering a new species. Zbl 0612.62060 Clayton, Murray K.; Frees, Edward W. 12 1987 Dependent multi-peril ratemaking models. Zbl 1235.91088 Frees, Edward J.; Meyers, Glenn; Cummings, A. David 11 2010 Multivariate credibility for aggregate loss models. Zbl 1084.62110 Frees, Edward W. 11 2003 Nonparametric estimation of copula regression models with discrete outcomes. Zbl 1445.62062 Yang, Lu; Frees, Edward W.; Zhang, Zhengjun 10 2020 Relative importance of risk sources in insurance systems. With discussion and a reply by the author. Zbl 1081.62562 Frees, Edward W. 9 1998 Omitted variables in multilevel models. Zbl 1306.62450 Kim, Jee-Seon; Frees, Edward W. 7 2006 Joint model prediction and application to individual-level loss reserving. Zbl 1484.91401 Okine, A. Nii-Armah; Frees, Edward W.; Shi, Peng 7 2022 Multilevel modeling with correlated effects. Zbl 1291.62220 Kim, Jee-Seon; Frees, Edward W. 7 2007 Testing independence of bivariate circular data and weighted degenerate \(U\)-statistics. Zbl 0824.62042 Shieh, Grace S.; Johnson, Richard A.; Frees, Edward W. 6 1994 Approximating expected warranty costs. Zbl 0658.90059 Frees, Edward W.; Nam, Seong-Hyun 6 1988 Sequential nonparametric age replacement policies. Zbl 0583.62088 Frees, Edward W.; Ruppert, David 6 1985 Long-tail longitudinal modeling of insurance company expenses. Zbl 1231.91236 Shi, Peng; Frees, Edward W. 6 2010 Estimation following a sequentially designed experiment. Zbl 0741.62075 Frees, Edward W.; Ruppert, David 4 1990 Predictive modeling with longitudinal data: a case study of Wisconsin nursing homes. Zbl 1480.91239 Rosenberg, Marjorie A.; Frees, Edward W.; Sun, Jiafeng; Johnson, Paul H. jun.; Robinson, James M. 4 2007 Multilevel model prediction. Zbl 1306.62413 Frees, Edward W.; Kim, Jee-Seon 3 2006 Omitted variables in longitudinal data models. Zbl 0994.62052 Frees, Edward W. 3 2001 Forecasting Social Security actuarial assumptions. Zbl 1080.62544 Frees, Edward W.; Kung, Yueh-Chuan; Rosenberg, Marjorie A.; Young, Virginia R.; Lai, Siu-Wai 3 1997 Trimmed slope estimates for simple linear regression. Zbl 0722.62045 Frees, Edward W. 2 1991 Weak convergence of stochastic approximation processes with random indices. Zbl 0585.62142 Frees, Edward W. 2 1985 Credibility ratemaking using collateral information. Zbl 1141.91533 Luo, Yu; Young, Virginia R.; Frees, Edward W. 2 2004 Insurance portfolio risk retention. Zbl 1414.91186 Frees, Edward 2 2017 Stochastic forecasting of labor force participation rates. Zbl 1103.91363 Frees, Edward W. 1 2003 Optimizing costs of age replacement policies. Zbl 0608.90031 Frees, Edward W. 1 1986 Joint model prediction and application to individual-level loss reserving. Zbl 1484.91401 Okine, A. Nii-Armah; Frees, Edward W.; Shi, Peng 7 2022 Nonparametric estimation of copula regression models with discrete outcomes. Zbl 1445.62062 Yang, Lu; Frees, Edward W.; Zhang, Zhengjun 10 2020 Insurance portfolio risk retention. Zbl 1414.91186 Frees, Edward 2 2017 Summarizing insurance scores using a Gini index. Zbl 1229.62140 Frees, Edward W.; Meyers, Glenn; Cummings, A. David 39 2011 A generalized beta copula with applications in modeling multivariate long-tailed data. Zbl 1218.62049 Yang, Xipei; Frees, Edward W.; Zhang, Zhengjun 24 2011 Regression modeling with actuarial and financial applications. Zbl 1284.62010 Frees, Edward W. 49 2010 Dependent multi-peril ratemaking models. Zbl 1235.91088 Frees, Edward J.; Meyers, Glenn; Cummings, A. David 11 2010 Long-tail longitudinal modeling of insurance company expenses. Zbl 1231.91236 Shi, Peng; Frees, Edward W. 6 2010 Hierarchical insurance claims modeling. Zbl 1286.62087 Frees, Edward W.; Valdez, Emiliano A. 69 2008 Heavy-tailed longitudinal data modeling using copulas. Zbl 1152.91605 Sun, Jiafeng; Frees, Edward W.; Rosenberg, Marjorie A. 31 2008 Multilevel modeling with correlated effects. Zbl 1291.62220 Kim, Jee-Seon; Frees, Edward W. 7 2007 Predictive modeling with longitudinal data: a case study of Wisconsin nursing homes. Zbl 1480.91239 Rosenberg, Marjorie A.; Frees, Edward W.; Sun, Jiafeng; Johnson, Paul H. jun.; Robinson, James M. 4 2007 Copula credibility for aggregate loss models. Zbl 1132.91489 Frees, Edward W.; Wang, Ping 35 2006 Omitted variables in multilevel models. Zbl 1306.62450 Kim, Jee-Seon; Frees, Edward W. 7 2006 Multilevel model prediction. Zbl 1306.62413 Frees, Edward W.; Kim, Jee-Seon 3 2006 Credibility using copulas. Zbl 1085.62121 Frees, Edward W.; Wang, Ping 26 2005 Longitudinal and panel data. Analysis and applications in the social sciences. Zbl 1068.62119 Frees, Edward W. 39 2004 Credibility ratemaking using collateral information. Zbl 1141.91533 Luo, Yu; Young, Virginia R.; Frees, Edward W. 2 2004 Multivariate credibility for aggregate loss models. Zbl 1084.62110 Frees, Edward W. 11 2003 Stochastic forecasting of labor force participation rates. Zbl 1103.91363 Frees, Edward W. 1 2003 Case studies using panel data models. Zbl 1083.91538 Frees, Edward W.; Young, Virginia R.; Luo, Yu 20 2001 Omitted variables in longitudinal data models. Zbl 0994.62052 Frees, Edward W. 3 2001 A longitudinal data analysis interpretation of credibility models. Zbl 0945.62112 Frees, Edward W.; Young, Virginia R.; Luo, Yu 36 1999 Understanding relationships using copulas. Zbl 1081.62564 Frees, Edward W.; Valdez, Emiliano A. 307 1998 Relative importance of risk sources in insurance systems. With discussion and a reply by the author. Zbl 1081.62562 Frees, Edward W. 9 1998 Influence diagnostics for linear longitudinal models. Zbl 0889.62063 Banerjee, Mousumi; Frees, Edward W. 33 1997 Forecasting Social Security actuarial assumptions. Zbl 1080.62544 Frees, Edward W.; Kung, Yueh-Chuan; Rosenberg, Marjorie A.; Young, Virginia R.; Lai, Siu-Wai 3 1997 Estimating densities of functions of observations. Zbl 0798.62051 Frees, Edward W. 41 1994 Testing independence of bivariate circular data and weighted degenerate \(U\)-statistics. Zbl 0824.62042 Shieh, Grace S.; Johnson, Richard A.; Frees, Edward W. 6 1994 Trimmed slope estimates for simple linear regression. Zbl 0722.62045 Frees, Edward W. 2 1991 Estimation following a sequentially designed experiment. Zbl 0741.62075 Frees, Edward W.; Ruppert, David 4 1990 Infinite order U-statistics. Zbl 0673.62032 Frees, Edward W. 19 1989 Approximating expected warranty costs. Zbl 0658.90059 Frees, Edward W.; Nam, Seong-Hyun 6 1988 Nonparametric estimation of the probability of discovering a new species. Zbl 0612.62060 Clayton, Murray K.; Frees, Edward W. 12 1987 Nonparametric renewal function estimation. Zbl 0625.62026 Frees, Edward W. 28 1986 Warranty analysis and renewal function estimation. Zbl 0605.62121 Frees, Edward W. 18 1986 Optimizing costs of age replacement policies. Zbl 0608.90031 Frees, Edward W. 1 1986 Sequential nonparametric age replacement policies. Zbl 0583.62088 Frees, Edward W.; Ruppert, David 6 1985 Weak convergence of stochastic approximation processes with random indices. Zbl 0585.62142 Frees, Edward W. 2 1985 all cited Publications top 5 cited Publications all top 5 Cited by 1,162 Authors 23 Frees, Edward W. 20 Genest, Christian 20 Valdez, Emiliano A. 19 Shi, Peng 17 Bouzebda, Salim 12 Schick, Anton 12 Wefelmeyer, Wolfgang 11 Antonio, Katrien 9 Denuit, Michel M. 9 Zhou, Xian 8 Ahn, Jae Youn 8 Marceau, Étienne 8 Peng, Liang 8 Zhao, Xiaobing 7 Cossette, Hélène 7 Furman, Edward 7 Kojadinovic, Ivan 7 Nešlehová, Johanna G. 7 Wüthrich, Mario Valentin 7 Zitikis, Ričardas 6 Beirlant, Jan 6 Boucher, Jean-Philippe 6 Brazauskas, Vytaras 6 Czado, Claudia 6 Durante, Fabrizio 6 Gan, Guojun 6 Guillou, Armelle 6 Lin, X. Sheldon 6 Segers, Johan 6 Su, Jianxi 6 Yan, Jun 6 Zhang, Zhengjun 5 Chen, Xiaohong 5 Fan, Yanqin 5 Hua, Lei 5 Landsman, Zinoviy M. 5 Nadarajah, Saralees 5 Sempi, Carlo 5 Trufin, Julien 5 Yang, Jingping 4 Aydoğdu, Halil 4 Badescu, Andrei L. 4 Bücher, Axel 4 Côté, Marie-Pier 4 da Motta Singer, Julio 4 Fung, Tsz Chai 4 Guillen, Montserrat 4 Harel, Michel 4 Lee, Gee Y. 4 Li, Zhengxiao 4 Nobre, Juvêncio Santos 4 Pitselis, Georgios 4 Rosenberg, Marjorie A. 4 Tzougas, George 4 Wen, Limin 4 Wu, Xianyi 4 Zhang, Qiang 3 Albrecher, Hansjörg 3 Balakrishnan, Narayanaswamy 3 Bladt, Martin 3 Charpentier, Arthur 3 Chen, Gemai 3 Chen, Ping 3 Chen, Xiaohui 3 Di Bernardino, Elena 3 Einmahl, John H. J. 3 Emura, Takeshi 3 Feng, Xiaoping 3 Gaillardetz, Patrice 3 Goegebeur, Yuri 3 Gómez-Déniz, Emilio 3 Hernández-Bastida, Agustin 3 Hou, Yanxi 3 Jeong, Himchan 3 Joe, Harry 3 Karlis, Dimitris 3 Kato, Kengo 3 Kim, Jee-Seon 3 Kim, Joseph Hyun Tae 3 Lee, Woojoo 3 Lin, Jinguan 3 Marra, Giampiero 3 Mendes, Beatriz Vaz de Melo 3 Mesiar, Radko 3 Nayak, Tapan Kumar 3 Nemouchi, Boutheina 3 Nickl, Richard 3 Oh, Rosy 3 Okhrin, Ostap 3 Pekalp, Mustafa Hilmi 3 Pigeon, Mathieu 3 Poudyal, Chudamani 3 Qian, Wei 3 Quessy, Jean-François 3 Radice, Rosalba 3 Rasekh, Abdolrahman 3 Ren, Jiandong 3 Sarabia, José María 3 Shi, Kun 3 Shi, Lei ...and 1,062 more Authors all top 5 Cited in 153 Serials 123 Insurance Mathematics & Economics 48 North American Actuarial Journal 28 ASTIN Bulletin 26 Journal of Multivariate Analysis 25 Communications in Statistics. Theory and Methods 24 Scandinavian Actuarial Journal 19 Communications in Statistics. Simulation and Computation 18 Computational Statistics and Data Analysis 16 Statistics & Probability Letters 16 Journal of Applied Statistics 15 Journal of Statistical Planning and Inference 15 European Actuarial Journal 14 Journal of Nonparametric Statistics 12 The Canadian Journal of Statistics 11 The Annals of Statistics 10 Journal of Econometrics 10 Applied Stochastic Models in Business and Industry 10 Dependence Modeling 9 Psychometrika 9 European Journal of Operational Research 9 Journal of Statistical Computation and Simulation 8 Scandinavian Journal of Statistics 8 Journal of the American Statistical Association 8 Journal of Computational and Applied Mathematics 7 Test 7 Mathematical Methods of Statistics 7 Statistical Papers 7 Bernoulli 7 Statistical Methods and Applications 7 Journal of Statistical Theory and Practice 6 Computational Statistics 6 Statistical Inference for Stochastic Processes 6 The Annals of Applied Statistics 5 Annals of the Institute of Statistical Mathematics 5 Biometrics 4 Statistica Neerlandica 4 Revista Colombiana de Estadística 4 Extremes 4 Stochastic Models 4 Electronic Journal of Statistics 4 Statistics and Computing 3 Statistics 3 Journal of Theoretical Probability 3 Annals of Operations Research 3 Quantitative Finance 3 Journal of Industrial and Management Optimization 3 Journal of Business and Economic Statistics 3 Journal of Probability and Statistics 3 Statistical Theory and Related Fields 3 Environmetrics 2 The American Statistician 2 Computer Methods in Applied Mechanics and Engineering 2 International Statistical Review 2 Journal of Applied Probability 2 Kybernetika 2 Technometrics 2 Journal of Time Series Analysis 2 Probability Theory and Related Fields 2 Statistical Science 2 Econometric Reviews 2 Stochastic Processes and their Applications 2 Statistica Sinica 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 Australian & New Zealand Journal of Statistics 2 The Econometrics Journal 2 Methodology and Computing in Applied Probability 2 Econometric Theory 2 Journal of Systems Science and Complexity 2 Bulletin of the Malaysian Mathematical Sciences Society. Second Series 2 Comptes Rendus. Mathématique. Académie des Sciences, Paris 2 REVSTAT 2 Statistical Methodology 2 Journal of the Korean Statistical Society 2 AStA. Advances in Statistical Analysis 2 Journal of the Japan Statistical Society. Japanese Issue 2 Statistics in Medicine 1 Advances in Applied Probability 1 Journal of Statistical Physics 1 Lithuanian Mathematical Journal 1 Metrika 1 Physica A 1 Applied Mathematics and Computation 1 Fuzzy Sets and Systems 1 Information Sciences 1 Journal of Mathematical Psychology 1 Journal of Soviet Mathematics 1 Opsearch 1 South African Statistical Journal 1 Statistica 1 Systems & Control Letters 1 Operations Research Letters 1 Social Choice and Welfare 1 Acta Mathematicae Applicatae Sinica. English Series 1 Sequential Analysis 1 Computers & Operations Research 1 International Journal of Approximate Reasoning 1 Asia-Pacific Journal of Operational Research 1 Mathematical and Computer Modelling 1 Machine Learning 1 Neural Computation ...and 53 more Serials all top 5 Cited in 23 Fields 652 Statistics (62-XX) 288 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 132 Probability theory and stochastic processes (60-XX) 47 Numerical analysis (65-XX) 21 Operations research, mathematical programming (90-XX) 8 Computer science (68-XX) 3 Functional analysis (46-XX) 3 Geophysics (86-XX) 2 Mechanics of deformable solids (74-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 General and overarching topics; collections (00-XX) 1 History and biography (01-XX) 1 Mathematical logic and foundations (03-XX) 1 Combinatorics (05-XX) 1 Measure and integration (28-XX) 1 Partial differential equations (35-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Difference and functional equations (39-XX) 1 Approximations and expansions (41-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Biology and other natural sciences (92-XX) 1 Systems theory; control (93-XX) 1 Mathematics education (97-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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