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Peng Shi, Ph.D. - Publications

Affiliations: 
2009 University of Wisconsin, Madison, Madison, WI 
Area:
Management Business Administration
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16 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

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
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