School of Business, University of Wisconsin-Madison
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Book Project: Regression Modeling with Actuarial and Financial Applications, Cambridge University Press (2010). Here is some support material for the book, including data and statistical code.

 

 

Book: Longitudinal and Panel Data: Analysis and Applications for the Social Sciences, Cambridge University Press (2004). Here is some support material for the book, including data, statistical code and overhead presentations.

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Professor Edward W (Jed) Frees

Assurant Health Professor of Actuarial Science 
Actuarial Science, Risk Management and Insurance Department

Degree
PhD, University of North Carolina
 
Edward W. (Jed) Frees is a Fellow of both the Society of Actuaries (SoA) and the American Statistical Association (ASA). There are about seventeen thousand members of the SoA and twenty thousand members of the ASA: of these, Professor Frees is the only Fellow of both organizations. He served as founding chairperson and as a council member of the Society of Actuaries' Education and Research Section as well as the Board of Directors of the Society of Actuaries; he has also served as a Trustee of the Actuarial Foundation. In 1999, Professor Frees served as an actuarial representative to the Social SecurityAdvisory Board's Technical Panel on Methods and Assumptions; this panel provided advice to the federal government on the long-term solvency of the Social Security system. Professor Frees was the Editor of the North American Actuarial Journal and is an Associate Editor for Insurance: Mathematics and Economics.
photograph 


 
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A Few Representative Papers:

  • Nonparametric renewal function estimation. Annals of Statistics 14, 1366-1378, 1986.
  • Estimating the volatility of discrete stock prices. (D. Cho and E. Frees)  Journal of Finance  43, 451-466, 1988. A more detailed version of this paper has been reprinted in Research in Finance, volume 8 (1990), pp. 23-57, JAI Press.
  • Assessing cross-sectional correlations in panel data. Journal of Econometrics 68, 393-414, 1995. 
  • Annuity valuation with dependent mortality (E. W. Frees, J. Carriere and E. Valdez.)  Journal of Risk and Insurance 63, 229-261, 1996. This paper was awarded the Actuarial Education and Research Fund's 1998 Halmstad Prize for  best paper in the actuarial literature. 
  • Influence diagnostics for longitudinal models (M. Banerjee and E. W. Frees). Journal of the American Statistical Association 92, 999-1005, 997. 
  • Forecasting Social Security actuarial assumptions (with discussion, E.W. Frees, Y.-C. Kung, M. Rosenberg, V. Young and S.-W. Lai), 1997. North American Actuarial Journal volume 1, No. 4, 49-82. This paper was awarded the Actuarial Education and Research Fund's 1999  Halmstad Prize for best paper in the actuarial literature and the 1988 Ed Lew award by the Society of Actuaries. 
  • Hierarchical insurance claims modeling (E.W. Frees and E. Valdez). Journal of the American Statistical Association 103 (484), 1457-1469.  
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