Peng Shi
University of Wisconsin-Madison
H-index: 21
North America-United States
Top articles of Peng Shi
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Hierarchical dependence modeling for the analysis of large insurance claims data | The Annals of Applied Statistics | Ting Fung Ma Yizhou Cai Peng Shi Jun Zhu | 2024/6 |
A Sparse Deep Two-part Model for Nonlife Insurance Claims | Variance | Kun Shi Peng Shi | 2024/4/17 |
Enhanced pricing and management of bundled insurance risks with dependence-aware prediction using pair copula construction | Journal of Econometrics | Peng Shi Zifeng Zhao | 2024/3/1 |
Leveraging Weather Dynamics in Insurance Claims Triage Using Deep Learning | Journal of the American Statistical Association | Peng Shi Wei Zhang Kun Shi | 2024/1/20 |
Non-life insurance risk classification using categorical embedding | North American Actuarial Journal | Peng Shi Kun Shi | 2023/7/3 |
A tweedie compound poisson model in reproducing kernel hilbert space | Technometrics | Yi Lian Archer Yi Yang Boxiang Wang Peng Shi Robert William Platt | 2023/4/3 |
Joint model prediction and application to individual-level loss reserving | ASTIN Bulletin: The Journal of the IAA | A Nii-Armah Okine Edward W Frees Peng Shi | 2022/1 |
Assessing hail risk for property insurers with a dependent marked point process | Journal of the Royal Statistical Society Series A: Statistics in Society | Peng Shi Glenn M Fung Daniel Dickinson | 2022/1 |
Leveraging high-resolution weather information to predict hail damage claims: A spatial point process for replicated point patterns | Insurance: Mathematics and Economics | Lisa Gao Peng Shi | 2022/11/1 |
Copula regression for compound distributions with endogenous covariates with applications in insurance deductible pricing | Journal of the American Statistical Association | Peng Shi Gee Y Lee | 2022/9/14 |
Modeling multivariate time series with copula-linked univariate d-vines | Journal of Business & Economic Statistics | Zifeng Zhao Peng Shi Zhengjun Zhang | 2022/4/3 |
Knowledge learning of insurance risks using dependence models | INFORMS Journal on Computing | Zifeng Zhao Peng Shi Xiaoping Feng | 2021/7 |
Stochastic loss reserving: A new perspective from a Dirichlet model | Journal of Risk and Insurance | Karthik Sriram Peng Shi | 2021/3 |
Regression for copula-linked compound distributions with applications in modeling aggregate insurance claims | The Annals of Applied Statistics | Peng Shi Zifeng Zhao | 2020/3/1 |
Bonus-malus premiums under the dependent frequency-severity modeling | Scandinavian Actuarial Journal | Rosy Oh Peng Shi Jae Youn Ahn | 2020/3/15 |
Co-Authors
