Peng Shi, Ph.D.
Affiliations: | 2009 | University of Wisconsin, Madison, Madison, WI |
Area:
Management Business AdministrationGoogle:
"Peng Shi"Parents
Sign in to add mentor| Edward W. (Jed) Frees | grad student | 2009 | UW Madison | |
| (Long -tail longitudinal modeling of insurance company expenses.) | ||||
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Publications
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| Yang L, Shi P. (2019) Multiperil rate making for property insurance using longitudinal data Journal of the Royal Statistical Society Series a-Statistics in Society. 182: 647-668 |
| Lee GY, Shi P. (2019) A dependent frequency–severity approach to modeling longitudinal insurance claims Insurance: Mathematics and Economics. 87: 115-129 |
| Shi P, Yang L. (2018) Pair Copula Constructions for Insurance Experience Rating Journal of the American Statistical Association. 113: 122-133 |
| Shi P, Shi K. (2017) Territorial Risk Classification Using Spatially Dependent Frequency-Severity Models Astin Bulletin. 47: 437-465 |
| Shi P, Feng X, Boucher J. (2016) Multilevel modeling of insurance claims using copulas The Annals of Applied Statistics. 10: 834-863 |
| Shi P, Hartman BM. (2016) Credibility in Loss Reserving North American Actuarial Journal. 1-19 |
| Shi P. (2015) A Multivariate Analysis of Intercompany Loss Triangles Journal of Risk and Insurance |
| Shi P, Feng X, Ivantsova A. (2015) Dependent frequency-severity modeling of insurance claims Insurance: Mathematics and Economics. 64: 417-428 |
| Shi P, Valdez EA. (2014) Multivariate Negative Binomial Models for Insurance Claim Counts Insurance Mathematics & Economics. 55: 18-29 |
| Shi P, Valdez EA. (2014) Longitudinal modeling of insurance claim counts using jitters Scandinavian Actuarial Journal. 159-179 |