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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 ... Consumer Finances data, a probability sample of the U.S. population. Household demand of two types of insurance ...- Authors: Edward Frees, Yunjie Sun
- Date: Jul 2009
- Competency: External Forces & Industry Knowledge
- Topics: Life Insurance; Modeling & Statistical Methods
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Understanding Relationships Using Copulas
Understanding Relationships Using Copulas This paper introduces actuaries to the concept ... applications, including estimation of joint life mortality and multidecrement models. In addition, the paper ...- 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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Estimating Densities of Functions of Observations
Phrases: Spatial statistics, insurance statistics, U-statistics, nonparametric estimation. 37 EST ... Hoeffding introduced a class of statistics, called U-starist~, which have turned out to be one of the ...- 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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Semiparametric Estimation of Warranty Costs
53706 June 199] Keywords and Phrases: Residuals, U-statistics, renewal function, nonparametric estimation ... here called residual-based infinite order U-statistics. U-statistics are complex averages over functions ...- 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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Regression and Times Series for Actuaries
Regression and Times Series for Actuaries This article discusses Jed Frees’ book in progress, ... publisher—the paperback version will be less than $50 (U.S.) initially. The purpose of organizing this material ...- Authors: Edward Frees
- Date: Oct 2008
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Expanding Horizons
- Topics: Modeling & Statistical Methods
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A Multilevel Analysis of Intercompany Claim Counts
empirical distribution of the observed claim counts in Table 1 (2nd column) illus- trates that about 88% percent ... claims during one time period have been observed. Table 1 describes the distribution of claim counts per ...- Authors: Edward Frees, Emiliano Valdez, Katrien Antonio
- Date: May 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods