{"title":"Insurance applications of dependence modeling","authors":"C. Genest, M. Scherer","doi":"10.1515/demo-2020-0005","DOIUrl":null,"url":null,"abstract":"Edward (Jed) Frees is an emeritus professor with the University of WisconsinMadison. He served there from 1983 to 2018, where his most recent appointment was as the Hickman Larson Chair of Actuarial Science. In addition, he currently has a fractional appointment with the Australian National University. He received his PhD in mathematical statistics from the University of North Carolina at Chapel Hill in 1983 and is the only Fellow of both the Society of Actuaries (SoA, 1986) and the American Statistical Association (1997). He has provided extensive service to the profession, including serving as the founding chairperson of the SoA Education and Research Section (1991–92), a member of the SoA Board of Directors (2005–08), a Trustee of the Actuarial Foundation (1998–2001), the Editor of the North American Actuarial Journal (2000–04), and as an actuarial representative to the Social Security Advisory Board’s Technical Panel on Methods and Assumptions (1998–2000). He has written three books (1996, 2004, 2010), edited a two-volume series on Predictive Modeling Applications in Actuarial Science, and is editing an online, open source book titled “Loss Data Analytics.” He has published extensively and won several awards for his research. He twice received the SoA’s Annual Prize for best paper published by the Society (1991, 2018), the SoA’s 1997 Edward A. Lew Award for research in modeling, the Casualty Actuarial Society’s 2010 Hachemeister Prize and 2015 ARIA Prize, and the Halmstad Prize for best paper published in the actuarial literature (1992, 1998, 1999, 2011).","PeriodicalId":43690,"journal":{"name":"Dependence Modeling","volume":"8 1","pages":"93 - 106"},"PeriodicalIF":0.6000,"publicationDate":"2020-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1515/demo-2020-0005","citationCount":"2","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Dependence Modeling","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1515/demo-2020-0005","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 2
Abstract
Edward (Jed) Frees is an emeritus professor with the University of WisconsinMadison. He served there from 1983 to 2018, where his most recent appointment was as the Hickman Larson Chair of Actuarial Science. In addition, he currently has a fractional appointment with the Australian National University. He received his PhD in mathematical statistics from the University of North Carolina at Chapel Hill in 1983 and is the only Fellow of both the Society of Actuaries (SoA, 1986) and the American Statistical Association (1997). He has provided extensive service to the profession, including serving as the founding chairperson of the SoA Education and Research Section (1991–92), a member of the SoA Board of Directors (2005–08), a Trustee of the Actuarial Foundation (1998–2001), the Editor of the North American Actuarial Journal (2000–04), and as an actuarial representative to the Social Security Advisory Board’s Technical Panel on Methods and Assumptions (1998–2000). He has written three books (1996, 2004, 2010), edited a two-volume series on Predictive Modeling Applications in Actuarial Science, and is editing an online, open source book titled “Loss Data Analytics.” He has published extensively and won several awards for his research. He twice received the SoA’s Annual Prize for best paper published by the Society (1991, 2018), the SoA’s 1997 Edward A. Lew Award for research in modeling, the Casualty Actuarial Society’s 2010 Hachemeister Prize and 2015 ARIA Prize, and the Halmstad Prize for best paper published in the actuarial literature (1992, 1998, 1999, 2011).
期刊介绍:
The journal Dependence Modeling aims at providing a medium for exchanging results and ideas in the area of multivariate dependence modeling. It is an open access fully peer-reviewed journal providing the readers with free, instant, and permanent access to all content worldwide. Dependence Modeling is listed by Web of Science (Emerging Sources Citation Index), Scopus, MathSciNet and Zentralblatt Math. The journal presents different types of articles: -"Research Articles" on fundamental theoretical aspects, as well as on significant applications in science, engineering, economics, finance, insurance and other fields. -"Review Articles" which present the existing literature on the specific topic from new perspectives. -"Interview articles" limited to two papers per year, covering interviews with milestone personalities in the field of Dependence Modeling. The journal topics include (but are not limited to): -Copula methods -Multivariate distributions -Estimation and goodness-of-fit tests -Measures of association -Quantitative risk management -Risk measures and stochastic orders -Time series -Environmental sciences -Computational methods and software -Extreme-value theory -Limit laws -Mass Transportations