1997 - Fellow of the American Statistical Association (ASA)
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.
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.
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.
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Longitudinal and Panel Data: Analysis and Applications in the Social Sciences
Edward W. Frees.
(2004)
Assessing cross-sectional correlation in panel data
Edward W. Frees.
Journal of Econometrics (1995)
Annuity Valuation with Dependent Mortality
Edward W. Frees;Jacques Carriere;Emiliano Valdez.
Journal of Risk and Insurance (1996)
INTERNATIONAL PROPERTY-LIABILITY INSURANCE CONSUMPTION
Mark J. Browne;JaeWook Chung;Edward W. Frees.
Journal of Risk and Insurance (2000)
Regression Modeling with Actuarial and Financial Applications
Edward W. Frees.
(2009)
Data Analysis Using Regression Models: The Business Perspective
Edward W. Frees.
(1995)
Hierarchical Insurance Claims Modeling
Edward W. Frees;Emiliano A. Valdez.
Journal of the American Statistical Association (2008)
Credibility Using Copulas
Edward W. Frees;Ping Wang.
The North American Actuarial Journal (2005)
Estimating the Volatility of Discrete Stock Prices
D. Chinhyung Cho;Edward W. Frees.
Journal of Finance (1988)
Influence Diagnostics for Linear Longitudinal Models
Mousumi Banerjee;Edward W. Frees.
Journal of the American Statistical Association (1997)
Insurance: Mathematics and Economics
(Impact Factor: 2.168)
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