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Peng Shi · Study
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Author
Peng Shi
10 works
· latest 2019
· 2 institutions
cluster: provisional
ORCID 0000-0003-2789-3235
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Citations
631
Works here
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Most cited in this library
Dependent frequency–severity modeling of insurance claims
2015 · 89 citations
Multivariate negative binomial models for insurance claim counts
2013 · 84 citations
Dependent Loss Reserving using Copulas
2011 · 75 citations
Pair Copula Constructions for Insurance Experience Rating
2017 · 71 citations
A Bayesian Log-Normal Model for Multivariate Loss Reserving
2012 · 69 citations
Works
10 shown
A dependent frequency–severity approach to modeling longitudinal insurance claims
Insurance Mathematics and Economics
·
2019
·
2 authors
38
citations
Pair Copula Constructions for Insurance Experience Rating
Journal of the American Statistical Association
·
2017
·
2 authors
·
Open access
71
citations
Multilevel modeling of insurance claims using copulas
The Annals of Applied Statistics
·
2016
·
2 authors
·
Open access
55
citations
Dependent frequency–severity modeling of insurance claims
Insurance Mathematics and Economics
·
2015
·
3 authors
89
citations
Insurance ratemaking using a copula-based multivariate Tweedie model
Scandinavian Actuarial Journal
·
2014
·
1 author
40
citations
Multivariate negative binomial models for insurance claim counts
Insurance Mathematics and Economics
·
2013
·
2 authors
·
Open access
84
citations
Longitudinal modeling of insurance claim counts using jitters
Scandinavian Actuarial Journal
·
2012
·
2 authors
·
Open access
44
citations
A Bayesian Log-Normal Model for Multivariate Loss Reserving
North American Actuarial Journal
·
2012
·
3 authors
69
citations
Dependent Loss Reserving using Copulas
Astin Bulletin
·
2011
·
2 authors
75
citations
Actuarial Applications of a Hierarchical Insurance Claims Model
Astin Bulletin
·
2009
·
3 authors
66
citations