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Insurance applications of dependence modeling: An interview with Edward (Jed) Frees

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  • Genest Christian

    (Department of Mathematics and Statistics, McGill University, Montréal (Québec) Canada)

  • Scherer Matthias

    (Lehrstuhl für Finanzmathematik, Technische Universität München, Garching, Germany)

Abstract

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Suggested Citation

  • Genest Christian & Scherer Matthias, 2020. "Insurance applications of dependence modeling: An interview with Edward (Jed) Frees," Dependence Modeling, De Gruyter, vol. 8(1), pages 93-106, January.
    • Handle: RePEc:vrs:demode:v:8:y:2020:i:1:p:93-106:n:5
    DOI: 10.1515/demo-2020-0005
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    References listed on IDEAS

    as
    1. Frees, Edward W. & Meyers, Glenn & Cummings, A. David, 2011. "Summarizing Insurance Scores Using a Gini Index," Journal of the American Statistical Association, American Statistical Association, vol. 106(495), pages 1085-1098.
    2. Frees,Edward W., 2004. "Longitudinal and Panel Data," Cambridge Books, Cambridge University Press, number 9780521828284, October.
    3. Edward Frees, 2007. "James C. Hickman," North American Actuarial Journal, Taylor & Francis Journals, vol. 11(1), pages 1-11.
    4. Genest, Christian & Nešlehová, Johanna, 2007. "A Primer on Copulas for Count Data," ASTIN Bulletin, Cambridge University Press, vol. 37(2), pages 475-515, November.
    5. Christian Genest & Kilani Ghoudi & Louis-Paul Rivest, 1998. "“Understanding Relationships Using Copulas,” by Edward Frees and Emiliano Valdez, January 1998," North American Actuarial Journal, Taylor & Francis Journals, vol. 2(3), pages 143-149.
    6. Edward Frees & Ping Wang, 2005. "Credibility Using Copulas," North American Actuarial Journal, Taylor & Francis Journals, vol. 9(2), pages 31-48.
    7. Durante Fabrizio & Puccetti Giovanni & Scherer Matthias, 2015. "Building bridges between Mathematics, Insurance and Finance: An interview with Paul Embrechts," Dependence Modeling, De Gruyter, vol. 3(1), pages 1-12, May.
    8. Frees, Edward W. & Young, Virginia R. & Luo, Yu, 1999. "A longitudinal data analysis interpretation of credibility models," Insurance: Mathematics and Economics, Elsevier, vol. 24(3), pages 229-247, May.
    9. Frees,Edward W., 2004. "Longitudinal and Panel Data," Cambridge Books, Cambridge University Press, number 9780521535380, October.
    10. Edward Frees & Emiliano Valdez, 1998. "Understanding Relationships Using Copulas," North American Actuarial Journal, Taylor & Francis Journals, vol. 2(1), pages 1-25.
    11. Edward W. Frees, 2015. "Analytics of Insurance Markets," Annual Review of Financial Economics, Annual Reviews, vol. 7(1), pages 253-277, December.
    12. Puccetti Giovanni & Scherer Matthias, 2018. "Copulas, credit portfolios, and the broken heart syndrome," Dependence Modeling, De Gruyter, vol. 6(1), pages 114-130, June.
    13. Frees, Edward W. & Wang, Ping, 2006. "Copula credibility for aggregate loss models," Insurance: Mathematics and Economics, Elsevier, vol. 38(2), pages 360-373, April.
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