D-Index & Metrics Best Publications

D-Index & Metrics D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines.

Discipline name D-index D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines. Citations Publications World Ranking National Ranking
Social Sciences and Humanities D-index 30 Citations 5,550 62 World Ranking 5628 National Ranking 2752

Research.com Recognitions

Awards & Achievements

1997 - Fellow of the American Statistical Association (ASA)

Overview

What is he best known for?

The fields of study he is best known for:

  • Statistics
  • Normal distribution
  • Regression analysis

His primary areas of investigation include Econometrics, Regression analysis, Credibility, Asymptotic distribution and Fixed effects model. His Econometrics study combines topics in areas such as Actuarial science, Statistics, Linear regression and Auto insurance risk selection. His research integrates issues of Linear model and Proper linear model, Multivariate adaptive regression splines, Bayesian multivariate linear regression in his study of Actuarial science.

His Regression analysis research integrates issues from Logistic regression, Hierarchical database model, Negative binomial distribution, Multinomial distribution and Statistical model. His research in Asymptotic distribution intersects with topics in Volatility, Financial economics and Test statistic. His Fixed effects model course of study focuses on Limited dependent variable and Panel data.

His most cited work include:

  • Longitudinal and Panel Data: Analysis and Applications in the Social Sciences (534 citations)
  • Assessing cross-sectional correlation in panel data (312 citations)
  • Annuity Valuation with Dependent Mortality (180 citations)

What are the main themes of his work throughout his whole career to date?

Edward W. Frees mainly investigates Econometrics, Actuarial science, Statistics, Estimator and Regression analysis. His Econometrics research includes themes of Linear model, Multivariate statistics and Linear regression. His work carried out in the field of Actuarial science brings together such families of science as Credibility, Financial services and Portfolio.

His study in the field of Regression diagnostic, Sample size determination, Statistic and Heteroscedasticity is also linked to topics like Best linear unbiased prediction. His Estimator research is multidisciplinary, incorporating perspectives in Nonparametric statistics, Renewal theory and Mathematical optimization. His Regression analysis research is multidisciplinary, incorporating elements of Logistic regression, Categorical variable and Regression.

He most often published in these fields:

  • Econometrics (46.60%)
  • Actuarial science (45.63%)
  • Statistics (18.45%)

What were the highlights of his more recent work (between 2012-2021)?

  • Actuarial science (45.63%)
  • Econometrics (46.60%)
  • Regression analysis (16.50%)

In recent papers he was focusing on the following fields of study:

Edward W. Frees mostly deals with Actuarial science, Econometrics, Regression analysis, Underwriting and Analytics. His Actuarial science study combines topics from a wide range of disciplines, such as Credibility, Copula, Financial services, Portfolio and Risk management. His study in Portfolio is interdisciplinary in nature, drawing from both Rate making, Skewness, Profitability index and Expected loss.

Edward W. Frees combines subjects such as Categorical variable, Generalized linear model, Multivariate statistics and Bayesian linear regression with his study of Econometrics. The subject of his Regression analysis research is within the realm of Statistics. Edward W. Frees interconnects Adverse selection and Actuary in the investigation of issues within Underwriting.

Between 2012 and 2021, his most popular works were:

  • Multivariate Frequency-Severity Regression Models in Insurance (54 citations)
  • Insurance Ratemaking and a Gini Index (40 citations)
  • Insurance Ratemaking and a Gini Index (40 citations)

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

Longitudinal and Panel Data: Analysis and Applications in the Social Sciences

Edward W. Frees.
(2004)

1271 Citations

Assessing cross-sectional correlation in panel data

Edward W. Frees.
Journal of Econometrics (1995)

524 Citations

Annuity Valuation with Dependent Mortality

Edward W. Frees;Jacques Carriere;Emiliano Valdez.
Journal of Risk and Insurance (1996)

317 Citations

INTERNATIONAL PROPERTY-LIABILITY INSURANCE CONSUMPTION

Mark J. Browne;JaeWook Chung;Edward W. Frees.
Journal of Risk and Insurance (2000)

276 Citations

Regression Modeling with Actuarial and Financial Applications

Edward W. Frees.
(2009)

256 Citations

Data Analysis Using Regression Models: The Business Perspective

Edward W. Frees.
(1995)

193 Citations

Hierarchical Insurance Claims Modeling

Edward W. Frees;Emiliano A. Valdez.
Journal of the American Statistical Association (2008)

153 Citations

Credibility Using Copulas

Edward W. Frees;Ping Wang.
The North American Actuarial Journal (2005)

144 Citations

Estimating the Volatility of Discrete Stock Prices

D. Chinhyung Cho;Edward W. Frees.
Journal of Finance (1988)

137 Citations

Influence Diagnostics for Linear Longitudinal Models

Mousumi Banerjee;Edward W. Frees.
Journal of the American Statistical Association (1997)

129 Citations

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