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Understanding Relationships Using Copulas
Understanding Relationships Using Copulas This paper introduces actuaries to the concept of 'copulas,' a tool for understanding relationships among multivariate outcomes. A copula ...- Authors: Edward Frees, Emiliano Valdez
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Semiparametric Estimation of Warranty Costs
Semiparametric Estimation of Warranty Costs In a product warranty, the renewal function is the expected number of failures in a specific warranty duration. To estimate the renewal function, ...- Authors: Edward Frees
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Estimating Densities of Functions of Observations
Estimating Densities of Functions of Observations This paper introduces density estimation for functions of observations. The nonparametric density estimates are introduced and certain ...- Authors: Edward Frees
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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A Multilevel Analysis of Intercompany Claim Counts
A Multilevel Analysis of Intercompany Claim Counts Automobile insurers classify the risks that they underwrite in order to subdivide the portfolio into classes of risks with similar profiles.- Authors: Edward Frees, Emiliano Valdez, Katrien Antonio
- Date: May 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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Household's Life Insurance Demand - a Multivariate Two Part Model
Household's Life Insurance Demand - a Multivariate Two Part Model The purpose of this paper is to understand characteristics of a household that drive life insurance demand with more ...- Authors: Edward Frees, Yunjie Sun
- Date: Jul 2009
- Competency: External Forces & Industry Knowledge
- Topics: Life Insurance; Modeling & Statistical Methods
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A Longitude Data Analysis Interpretation of Credibility Models
A Longitude Data Analysis Interpretation of Credibility Models Abstract for a paper that develops links between credibility theory in actuarial science and longitudinal data models in statistics.- Authors: Edward Frees, Virginia Ruth Young, Yu Luo
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods