Insurance applications of dependence modeling

IF 0.6 Q4 STATISTICS & PROBABILITY
C. Genest, M. Scherer
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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).
依赖建模的保险应用
Edward(Jed)Frees是威斯康星大学的名誉教授。1983年至2018年,他在那里任职,最近一次被任命为希克曼·拉森精算学主席。此外,他目前在澳大利亚国立大学担任兼职。1983年,他在北卡罗来纳大学教堂山分校获得数学统计学博士学位,是唯一一位同时获得精算师协会(SoA,1986)和美国统计协会(1997)的研究员。他为该行业提供了广泛的服务,包括担任SoA教育和研究部门的创始主席(1991-92)、SoA董事会成员(2005-08)、精算基金会受托人(1998-2001)、《北美精算杂志》编辑(2000-2004)、,并担任社会保障咨询委员会方法和假设技术小组的精算代表(1998-2000年)。他写了三本书(1996年、2004年、2010年),编辑了一个关于精算科学中预测建模应用的两卷本系列,并正在编辑一本名为《损失数据分析》的在线开源书。他发表了大量文章,并因其研究获得了多个奖项。他曾两次获得SoA年度最佳论文奖(19912018)、SoA 1997年Edward A.Lew建模研究奖、伤亡精算协会2010年Hachemeister奖和2015年ARIA奖,以及Halmstad精算文献最佳论文奖。
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来源期刊
Dependence Modeling
Dependence Modeling STATISTICS & PROBABILITY-
CiteScore
1.00
自引率
0.00%
发文量
18
审稿时长
12 weeks
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
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