Peng Shi

Shi, P. & Zhao, Z. (2020). Regression for copula-linked compound distributions with applications in modeling aggregate insurance claim Annals of Applied Statistics

Sriram, K. & Shi, P. (2020). Stochastic Loss Reserving: A New Perspective from a Dirichlet Model Journal of Risk and Insurance

Lee, G. & Shi, P. (2019). A dependent frequency–severity approach to modeling longitudinal insurance claims Insurance: Mathematics and Economics

Shi, P. & Yang, L. (2019). Multiperil rate making for property insurance using longitudinal data. Journal of the Royal Statistical Society - A

Frees, E. & Shi, P. (2018). Credibility prediction using collateral information Variance

Shi, P. & Yang, L. (2018). Pair copula constructions for insurance experience rating Journal of the American Statistical Association

Shi, P. (2017). A multivariate analysis of intercompany loss triangles Journal of Risk and Insurance

Shi, P. & Zhang, W. (2016). A test of asymmetric learning in competitive insurance with partial information sharing Journal of Risk and Insurance

Shi, P. & Feng, X. & Boucher, J. (2016). Multilevel modeling of insurance claims using copulas Annals of Applied Statistics

Sriram, K. & Shi, P. & Ghosh, P. (2016). A Bayesian quantile regression model for insurance company costs data Journal of the Royal Statistical Society - A

Shi, P. & Zhang, W. (2015). Private information in health care utilization: specification of a copula-based hurdle model Journal of the Royal Statistical Society - A

Shi, P. (2014). A copula regression for modeling multivariate loss triangles and quantifying reserving variability ASTIN Bulletin: Journal of the International Actuarial Association

Shi, P. (2012). Multivariate longitudinal modeling of insurance company expenses Insurance: Mathematics and Economics

Shi, P. & Zhang, W. & Valdez, E. (2012). Testing adverse selection with two-dimensional information: evidence from the Singapore auto insurance market Journal of Risk and Insurance

Shi, P. & Frees, E. (2011). Dependent loss reserving using copulas ASTIN Bulletin: Journal of the International Actuarial Association

Fields Institute: Workshop on Frontier Areas in Financial Analytics (2019)

Society of Actuaries Predictive Analytics Symposium (2019)

Georgia State University (2018)

Temple University (2018)

The 1st SDM Workshop on Artificial Intelligence in Insurance (2018)

Casualty Actuarial Society Annual Meeting (2017) Predictive Modeling of Property Risks

The 9th International Conference of the ERCIM WG on Computational and Methodological Statistics (2016) Insurance Experience Rating Using Mixed D-vine Copulas

ASTIN Colloquium - International Actuarial Association (2013) A Multivariate Analysis of Intercompany Loss Triangles

Casualty Actuarial Society Ratemaking and Product Management Seminar (2013) Fat-Tailed Regression Models

CNA Insurance Company (2012) Multivariate Modeling of Claim Counts Using Copulas

The 46th Actuarial Research Conference (2011) Longitudinal Modeling of Insurance Claim Counts Using Jitters

The American Risk and Insurance Association Annual Meeting (2011) Testing Adverse Selection With Two-Dimensional Information: Evidence From the Singapore Auto Insurance Market

Annual Meeting of Casualty Actuarial Society (2010) Retrospective Test on Stochastic Loss Reserving Method - Evidence from Auto Insurers

The 14th International Congress on Insurance: Mathematics and Economics (2010) Multivariate Longitudinal Modeling of Insurance Company Expenses

Casualty Actuarial Society Ratemaking and Product Management Seminar (2010) Model validation techniques - Basics and Case Studies

Insurance: Mathematics and Economics - Since January 2019
Associate Editor

Insurance: Mathematics and Economics - October 2016 - December 2016
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