Peng Shi
Peng Shi
Wisconsin School of Business
Verified email at bus.wisc.edu - Homepage
Title
Cited by
Cited by
Year
Convergence analysis of sparse LMS algorithms with l1-norm penalty based on white input signal
K Shi, P Shi
Signal Processing 90 (12), 3289-3293, 2010
1262010
Dependent loss reserving using copulas
P Shi, EW Frees
ASTIN Bulletin 41 (2), 449-486, 2011
832011
A Bayesian log-normal model for multivariate loss reserving
P Shi, S Basu, GG Meyers
North American Actuarial Journal 16 (1), 29-51, 2012
662012
Multivariate negative binomial models for insurance claim counts
P Shi, EA Valdez
Insurance: Mathematics and Economics 55, 18-29, 2014
612014
Actuarial applications of a hierarchical insurance claims model
EW Frees, P Shi, EA Valdez
ASTIN Bulletin 39 (1), 165-197, 2009
612009
Dependent frequency–severity modeling of insurance claims
P Shi, X Feng, A Ivantsova
Insurance: Mathematics and Economics 64 (1), 417-428, 2015
572015
Testing adverse selection with two‐dimensional information: evidence from the Singapore auto insurance market
P Shi, W Zhang, EA Valdez
Journal of Risk and Insurance 79 (4), 1077-1114, 2012
302012
Longitudinal modeling of insurance claim counts using jitters
P Shi, EA Valdez
Scandinavian Actuarial Journal 2014 (2), 159-179, 2014
262014
A copula regression for modeling multivariate loss triangles and quantifying reserving variability
P Shi
ASTIN Bulletin 44 (1), 85-102, 2014
232014
Long-tail longitudinal modeling of insurance company expenses
P Shi, EW Frees
Insurance: Mathematics and Economics 47 (3), 303-314, 2010
232010
Pair copula constructions for insurance experience rating
P Shi, L Yang
Journal of the American Statistical Association 113 (521), 122-133, 2018
212018
Multilevel modeling of insurance claims using copulas
P Shi, X Feng, JP Boucher
The Annals of Applied Statistics 10 (2), 834-863, 2016
212016
Insurance ratemaking using a copula-based multivariate Tweedie model
P Shi
Scandinavian Actuarial Journal 2016 (3), 198-215, 2016
212016
Multivariate longitudinal modeling of insurance company expenses
P Shi
Insurance: Mathematics and Economics 51 (1), 204-215, 2012
192012
A copula approach to test asymmetric information with applications to predictive modeling
P Shi, EA Valdez
Insurance: Mathematics and Economics 49 (2), 226-239, 2011
182011
Loss reserving data pulled from NAIC Schedule P
GG Meyers, P Shi
CAS Website, Posted, 2011
182011
The retrospective testing of stochastic loss reserve models
GG Meyers, P Shi
Casualty Actuarial Society E‐Forum, Summer, 2011
182011
Managed care and health care utilization: specification of bivariate models using copulas
P Shi, W Zhang
North American Actuarial Journal 17 (4), 306-324, 2013
132013
A copula regression model for estimating firm efficiency in the insurance industry
P Shi, W Zhang
Journal of Applied Statistics 38 (10), 2271-2287, 2011
132011
Fat-tailed Regression Models
P Shi
Predictive Modeling Applications in Actuarial Science: Predictive Modeling …, 2014
112014
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