An infinite family of new exact solutions of the vacuum Einstein equations is presented. The solutions are static and axially symmetric and correspond to an infinite family of thin dust disks with a central inner edge. The metric functions of all the solutions can be explicitly computed, and can be expressed in a simple manner in terms of oblate spheroidal coordinates. The energy density of all the disks of the family is positive everywhere and well behaved, so that the corresponding energy-momentum tensor is in full agreement with all the energy conditions. Moreover, although the total mass of the disks is infinite, the solutions are asymptotically flat and the Riemann tensor is regular everywhere, as it is shown by computing the curvature scalars. Now, besides its importance as a new family of exact solutions of the vacuum Einstein equations, the main importance of this family of solutions is that it can be easily superposed with the Schwarzschild solution in order to describe thin disks surrounding a central black hole. Accordingly, a detailed analysis of this superposition will be presented in a subsequent paper.