Year |
Citation |
Score |
2019 |
Yang L, Shi P. Multiperil rate making for property insurance using longitudinal data Journal of the Royal Statistical Society Series a-Statistics in Society. 182: 647-668. DOI: 10.1111/Rssa.12419 |
0.319 |
|
2019 |
Lee GY, Shi P. A dependent frequency–severity approach to modeling longitudinal insurance claims Insurance: Mathematics and Economics. 87: 115-129. DOI: 10.1016/J.Insmatheco.2019.04.004 |
0.305 |
|
2018 |
Shi P, Yang L. Pair Copula Constructions for Insurance Experience Rating Journal of the American Statistical Association. 113: 122-133. DOI: 10.1080/01621459.2017.1330692 |
0.323 |
|
2017 |
Shi P, Shi K. Territorial Risk Classification Using Spatially Dependent Frequency-Severity Models Astin Bulletin. 47: 437-465. DOI: 10.1017/Asb.2017.7 |
0.301 |
|
2016 |
Shi P, Feng X, Boucher J. Multilevel modeling of insurance claims using copulas The Annals of Applied Statistics. 10: 834-863. DOI: 10.1214/16-Aoas914 |
0.334 |
|
2016 |
Shi P, Hartman BM. Credibility in Loss Reserving North American Actuarial Journal. 1-19. DOI: 10.1080/10920277.2015.1109456 |
0.33 |
|
2015 |
Shi P. A Multivariate Analysis of Intercompany Loss Triangles Journal of Risk and Insurance. DOI: 10.1111/Jori.12102 |
0.315 |
|
2015 |
Shi P, Feng X, Ivantsova A. Dependent frequency-severity modeling of insurance claims Insurance: Mathematics and Economics. 64: 417-428. DOI: 10.1016/J.Insmatheco.2015.07.006 |
0.319 |
|
2014 |
Shi P, Valdez EA. Multivariate Negative Binomial Models for Insurance Claim Counts Insurance Mathematics & Economics. 55: 18-29. DOI: 10.2139/Ssrn.2175226 |
0.349 |
|
2014 |
Shi P, Valdez EA. Longitudinal modeling of insurance claim counts using jitters Scandinavian Actuarial Journal. 159-179. DOI: 10.2139/Ssrn.1926237 |
0.338 |
|
2014 |
Shi P. Insurance ratemaking using a copula-based multivariate Tweedie model Scandinavian Actuarial Journal. DOI: 10.1080/03461238.2014.921639 |
0.332 |
|
2012 |
Shi P. Multivariate longitudinal modeling of insurance company expenses Insurance: Mathematics and Economics. 51: 204-215. DOI: 10.1016/J.Insmatheco.2011.08.011 |
0.352 |
|
2011 |
Shi P, Frees EW. Dependent Loss Reserving using Copulas Astin Bulletin. 41: 449-486. DOI: 10.2143/Ast.41.2.2136985 |
0.325 |
|
2011 |
Shi P, Zhang W. A copula regression model for estimating firm efficiency in the insurance industry Journal of Applied Statistics. 38: 2271-2287. DOI: 10.1080/02664763.2010.545376 |
0.3 |
|
2011 |
Shi P, Valdez EA. A copula approach to test asymmetric information with applications to predictive modeling Insurance: Mathematics and Economics. 49: 226-239. DOI: 10.1016/J.Insmatheco.2011.04.002 |
0.335 |
|
2010 |
Shi P, Frees EW. Long-tail longitudinal modeling of insurance company expenses Insurance Mathematics & Economics. 47: 303-314. DOI: 10.1016/J.Insmatheco.2010.07.005 |
0.339 |
|
Show low-probability matches. |