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 Documents Indexed: 49 Publications since 1985, including 2 Books Co-Authors: 29 Co-Authors with 31 Joint Publications 908 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 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 814 times in 652 Documents Cited by ▼ Year ▼ Understanding relationships using copulas. Zbl 1081.62564Frees, Edward W.; Valdez, Emiliano A. 270 1998 Hierarchical insurance claims modeling. Zbl 1286.62087Frees, Edward W.; Valdez, Emiliano A. 56 2008 Regression modeling with actuarial and financial applications. Zbl 1284.62010Frees, Edward W. 44 2010 Estimating densities of functions of observations. Zbl 0798.62051Frees, Edward W. 40 1994 Longitudinal and panel data. Analysis and applications in the social sciences. Zbl 1068.62119Frees, Edward W. 32 2004 A longitudinal data analysis interpretation of credibility models. Zbl 0945.62112Frees, Edward W.; Young, Virginia R.; Luo, Yu 32 1999 Copula credibility for aggregate loss models. Zbl 1132.91489Frees, Edward W.; Wang, Ping 30 2006 Summarizing insurance scores using a Gini index. Zbl 1229.62140Frees, Edward W.; Meyers, Glenn; Cummings, A. David 30 2011 Influence diagnostics for linear longitudinal models. Zbl 0889.62063Banerjee, Mousumi; Frees, Edward W. 28 1997 Heavy-tailed longitudinal data modeling using copulas. Zbl 1152.91605Sun, Jiafeng; Frees, Edward W.; Rosenberg, Marjorie A. 28 2008 Nonparametric renewal function estimation. Zbl 0625.62026Frees, Edward W. 27 1986 A generalized beta copula with applications in modeling multivariate long-tailed data. Zbl 1218.62049Yang, Xipei; Frees, Edward W.; Zhang, Zhengjun 23 2011 Credibility using copulas. Zbl 1085.62121Frees, Edward W.; Wang, Ping 22 2005 Warranty analysis and renewal function estimation. Zbl 0605.62121Frees, Edward W. 17 1986 Case studies using panel data models. Zbl 1083.91538Frees, Edward W.; Young, Virginia R.; Luo, Yu 16 2001 Infinite order U-statistics. Zbl 0673.62032Frees, Edward W. 13 1989 Nonparametric estimation of the probability of discovering a new species. Zbl 0612.62060Clayton, Murray K.; Frees, Edward W. 12 1987 Multivariate credibility for aggregate loss models. Zbl 1084.62110Frees, Edward W. 10 2003 Dependent multi-peril ratemaking models. Zbl 1235.91088Frees, Edward J.; Meyers, Glenn; Cummings, A. David 9 2010 Relative importance of risk sources in insurance systems. With discussion and a reply by the author. Zbl 1081.62562Frees, Edward W. 8 1998 Multilevel modeling with correlated effects. Zbl 1291.62220Kim, Jee-Seon; Frees, Edward W. 7 2007 Long-tail longitudinal modeling of insurance company expenses. Zbl 1231.91236Shi, Peng; Frees, Edward W. 6 2010 Approximating expected warranty costs. Zbl 0658.90059Frees, Edward W.; Nam, Seong-Hyun 6 1988 Nonparametric estimation of copula regression models with discrete outcomes. Zbl 1445.62062Yang, Lu; Frees, Edward W.; Zhang, Zhengjun 6 2020 Omitted variables in multilevel models. Zbl 1306.62450Kim, Jee-Seon; Frees, Edward W. 6 2006 Testing independence of bivariate circular data and weighted degenerate \(U\)-statistics. Zbl 0824.62042Shieh, Grace S.; Johnson, Richard A.; Frees, Edward W. 5 1994 Sequential nonparametric age replacement policies. Zbl 0583.62088Frees, Edward W.; Ruppert, David 5 1985 Estimation following a sequentially designed experiment. Zbl 0741.62075Frees, Edward W.; Ruppert, David 4 1990 Forecasting Social Security actuarial assumptions. Zbl 1080.62544Frees, Edward W.; Kung, Yueh-Chuan; Rosenberg, Marjorie A.; Young, Virginia R.; Lai, Siu-Wai 3 1997 Omitted variables in longitudinal data models. Zbl 0994.62052Frees, Edward W. 3 2001 Multilevel model prediction. Zbl 1306.62413Frees, Edward W.; Kim, Jee-Seon 3 2006 Trimmed slope estimates for simple linear regression. Zbl 0722.62045Frees, Edward W. 2 1991 Credibility ratemaking using collateral information. Zbl 1141.91533Luo, Yu; Young, Virginia R.; Frees, Edward W. 2 2004 Weak convergence of stochastic approximation processes with random indices. Zbl 0585.62142Frees, Edward W. 2 1985 Joint model prediction and application to individual-level loss reserving. Zbl 1484.91401Okine, A. Nii-Armah; Frees, Edward W.; Shi, Peng 2 2022 Predictive modeling with longitudinal data: a case study of Wisconsin nursing homes. Zbl 1480.91239Rosenberg, Marjorie A.; Frees, Edward W.; Sun, Jiafeng; Johnson, Paul H. jun.; Robinson, James M. 2 2007 Stochastic forecasting of labor force participation rates. Zbl 1103.91363Frees, Edward W. 1 2003 Optimizing costs of age replacement policies. Zbl 0608.90031Frees, Edward W. 1 1986 Insurance portfolio risk retention. Zbl 1414.91186Frees, Edward 1 2017 Joint model prediction and application to individual-level loss reserving. Zbl 1484.91401Okine, A. Nii-Armah; Frees, Edward W.; Shi, Peng 2 2022 Nonparametric estimation of copula regression models with discrete outcomes. Zbl 1445.62062Yang, Lu; Frees, Edward W.; Zhang, Zhengjun 6 2020 Insurance portfolio risk retention. Zbl 1414.91186Frees, Edward 1 2017 Summarizing insurance scores using a Gini index. Zbl 1229.62140Frees, Edward W.; Meyers, Glenn; Cummings, A. David 30 2011 A generalized beta copula with applications in modeling multivariate long-tailed data. Zbl 1218.62049Yang, Xipei; Frees, Edward W.; Zhang, Zhengjun 23 2011 Regression modeling with actuarial and financial applications. Zbl 1284.62010Frees, Edward W. 44 2010 Dependent multi-peril ratemaking models. Zbl 1235.91088Frees, Edward J.; Meyers, Glenn; Cummings, A. David 9 2010 Long-tail longitudinal modeling of insurance company expenses. Zbl 1231.91236Shi, Peng; Frees, Edward W. 6 2010 Hierarchical insurance claims modeling. Zbl 1286.62087Frees, Edward W.; Valdez, Emiliano A. 56 2008 Heavy-tailed longitudinal data modeling using copulas. Zbl 1152.91605Sun, Jiafeng; Frees, Edward W.; Rosenberg, Marjorie A. 28 2008 Multilevel modeling with correlated effects. Zbl 1291.62220Kim, Jee-Seon; Frees, Edward W. 7 2007 Predictive modeling with longitudinal data: a case study of Wisconsin nursing homes. Zbl 1480.91239Rosenberg, Marjorie A.; Frees, Edward W.; Sun, Jiafeng; Johnson, Paul H. jun.; Robinson, James M. 2 2007 Copula credibility for aggregate loss models. Zbl 1132.91489Frees, Edward W.; Wang, Ping 30 2006 Omitted variables in multilevel models. Zbl 1306.62450Kim, Jee-Seon; Frees, Edward W. 6 2006 Multilevel model prediction. Zbl 1306.62413Frees, Edward W.; Kim, Jee-Seon 3 2006 Credibility using copulas. Zbl 1085.62121Frees, Edward W.; Wang, Ping 22 2005 Longitudinal and panel data. Analysis and applications in the social sciences. Zbl 1068.62119Frees, Edward W. 32 2004 Credibility ratemaking using collateral information. Zbl 1141.91533Luo, Yu; Young, Virginia R.; Frees, Edward W. 2 2004 Multivariate credibility for aggregate loss models. Zbl 1084.62110Frees, Edward W. 10 2003 Stochastic forecasting of labor force participation rates. Zbl 1103.91363Frees, Edward W. 1 2003 Case studies using panel data models. Zbl 1083.91538Frees, Edward W.; Young, Virginia R.; Luo, Yu 16 2001 Omitted variables in longitudinal data models. Zbl 0994.62052Frees, Edward W. 3 2001 A longitudinal data analysis interpretation of credibility models. Zbl 0945.62112Frees, Edward W.; Young, Virginia R.; Luo, Yu 32 1999 Understanding relationships using copulas. Zbl 1081.62564Frees, Edward W.; Valdez, Emiliano A. 270 1998 Relative importance of risk sources in insurance systems. With discussion and a reply by the author. Zbl 1081.62562Frees, Edward W. 8 1998 Influence diagnostics for linear longitudinal models. Zbl 0889.62063Banerjee, Mousumi; Frees, Edward W. 28 1997 Forecasting Social Security actuarial assumptions. Zbl 1080.62544Frees, Edward W.; Kung, Yueh-Chuan; Rosenberg, Marjorie A.; Young, Virginia R.; Lai, Siu-Wai 3 1997 Estimating densities of functions of observations. Zbl 0798.62051Frees, Edward W. 40 1994 Testing independence of bivariate circular data and weighted degenerate \(U\)-statistics. Zbl 0824.62042Shieh, Grace S.; Johnson, Richard A.; Frees, Edward W. 5 1994 Trimmed slope estimates for simple linear regression. Zbl 0722.62045Frees, Edward W. 2 1991 Estimation following a sequentially designed experiment. Zbl 0741.62075Frees, Edward W.; Ruppert, David 4 1990 Infinite order U-statistics. Zbl 0673.62032Frees, Edward W. 13 1989 Approximating expected warranty costs. Zbl 0658.90059Frees, Edward W.; Nam, Seong-Hyun 6 1988 Nonparametric estimation of the probability of discovering a new species. Zbl 0612.62060Clayton, Murray K.; Frees, Edward W. 12 1987 Nonparametric renewal function estimation. Zbl 0625.62026Frees, Edward W. 27 1986 Warranty analysis and renewal function estimation. Zbl 0605.62121Frees, Edward W. 17 1986 Optimizing costs of age replacement policies. Zbl 0608.90031Frees, Edward W. 1 1986 Sequential nonparametric age replacement policies. Zbl 0583.62088Frees, Edward W.; Ruppert, David 5 1985 Weak convergence of stochastic approximation processes with random indices. Zbl 0585.62142Frees, Edward W. 2 1985 all cited Publications top 5 cited Publications all top 5 Cited by 1,011 Authors 23 Frees, Edward W. 20 Valdez, Emiliano A. 18 Genest, Christian 18 Shi, Peng 13 Bouzebda, Salim 12 Schick, Anton 12 Wefelmeyer, Wolfgang 10 Antonio, Katrien 9 Zhou, Xian 8 Ahn, Jae Youn 8 Denuit, Michel M. 8 Marceau, Étienne 8 Zhao, Xiaobing 7 Furman, Edward 7 Kojadinovic, Ivan 7 Nešlehová, Johanna G. 7 Peng, Liang 6 Beirlant, Jan 6 Cossette, Hélène 6 Durante, Fabrizio 6 Gan, Guojun 6 Guillou, Armelle 6 Segers, Johan 6 Wüthrich, Mario Valentin 6 Yan, Jun 6 Zhang, Zhengjun 6 Zitikis, Ričardas 5 Brazauskas, Vytaras 5 Chen, Xiaohong 5 Fan, Yanqin 5 Hua, Lei 5 Landsman, Zinoviy M. 5 Nadarajah, Saralees 5 Sempi, Carlo 5 Su, Jianxi 4 Boucher, Jean-Philippe 4 Czado, Claudia 4 Di Bernardino, Elena 4 Guillen, Montserrat 4 Harel, Michel 4 Lin, X. Sheldon 4 Pitselis, Georgios 4 Rosenberg, Marjorie A. 4 Trufin, Julien 4 Wu, Xianyi 4 Yang, Jingping 3 Albrecher, Hansjörg 3 Aydoğdu, Halil 3 Badescu, Andrei L. 3 Balakrishnan, Narayanaswamy 3 Bücher, Axel 3 Charpentier, Arthur 3 Chen, Gemai 3 Chen, Xiaohui 3 Côté, Marie-Pier 3 da Motta Singer, Julio 3 Einmahl, John H. J. 3 Emura, Takeshi 3 Feng, Xiaoping 3 Fung, Tsz Chai 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 Lee, Gee Y. 3 Lee, Woojoo 3 Li, Zhengxiao 3 Lin, Jinguan 3 Marra, Giampiero 3 Mendes, Beatriz Vaz de Melo 3 Mesiar, Radko 3 Nayak, Tapan Kumar 3 Nickl, Richard 3 Nobre, Juvêncio Santos 3 Oh, Rosy 3 Quessy, Jean-François 3 Radice, Rosalba 3 Rasekh, Abdolrahman 3 Ren, Jiandong 3 Sarabia, José María 3 Shi, Lei 3 Shieh, Grace S. 3 Sun, Jiafeng 3 Tzougas, George 3 Verbelen, Roel 3 Wei, Bocheng 3 Wen, Limin 3 Xia, Michelle 3 Young, Virginia R. 3 Zhang, Qiang 2 Ahmad, Ibrahim A. 2 Ahmadabadi, Alireza 2 Alink, Stan 2 Andriamampionona, Livasoa ...and 911 more Authors all top 5 Cited in 138 Serials 115 Insurance Mathematics & Economics 41 North American Actuarial Journal 24 Journal of Multivariate Analysis 23 Scandinavian Actuarial Journal 23 ASTIN Bulletin 21 Communications in Statistics. Theory and Methods 18 Computational Statistics and Data Analysis 17 Communications in Statistics. Simulation and Computation 16 Statistics & Probability Letters 15 Journal of Statistical Planning and Inference 15 Journal of Applied Statistics 12 The Canadian Journal of Statistics 12 Journal of Nonparametric Statistics 11 The Annals of Statistics 11 European Actuarial Journal 10 Dependence Modeling 9 Psychometrika 9 Journal of Econometrics 9 European Journal of Operational Research 9 Journal of Statistical Computation and Simulation 7 Scandinavian Journal of Statistics 7 Journal of Computational and Applied Mathematics 7 Test 7 Bernoulli 6 Mathematical Methods of Statistics 6 Statistical Papers 6 Statistical Methods and Applications 5 Annals of the Institute of Statistical Mathematics 5 Journal of the American Statistical Association 5 Computational Statistics 5 The Annals of Applied Statistics 4 Extremes 4 Statistical Inference for Stochastic Processes 4 Applied Stochastic Models in Business and Industry 4 Stochastic Models 4 Journal of Statistical Theory and Practice 4 Statistics and Computing 3 Biometrics 3 Revista Colombiana de Estadística 3 Statistics 3 Journal of Theoretical Probability 3 Quantitative Finance 3 Electronic Journal of Statistics 3 Journal of Probability and Statistics 3 Statistical Theory and Related Fields 2 Computer Methods in Applied Mechanics and Engineering 2 Journal of Applied Probability 2 Kybernetika 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 European Series in Applied and Industrial Mathematics (ESAIM): Probability and 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 Journal of Industrial and Management Optimization 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 1 Advances in Applied Probability 1 The American Statistician 1 Journal of Statistical Physics 1 Lithuanian Mathematical Journal 1 Metrika 1 Physica A 1 Applied Mathematics and Computation 1 Information Sciences 1 Journal of Mathematical Psychology 1 Journal of Soviet Mathematics 1 Metron 1 Opsearch 1 Statistica 1 Statistica Neerlandica 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 Annals of Operations Research 1 Machine Learning 1 Neural Computation 1 Economics Letters 1 Economic Quality Control 1 Computational Economics 1 Applicationes Mathematicae 1 Statistica Sinica 1 Lifetime Data Analysis 1 Arab Journal of Mathematical Sciences 1 INFORMS Journal on Computing 1 Mathematical Problems in Engineering ...and 38 more Serials all top 5 Cited in 23 Fields 568 Statistics (62-XX) 251 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 121 Probability theory and stochastic processes (60-XX) 47 Numerical analysis (65-XX) 21 Operations research, mathematical programming (90-XX) 7 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