Peng Shi

9 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-2789-3235

Wisconsin School of Business, University of Wisconsin-Madison

Publications

• A copula model for marked point process with a terminal event: An application in dynamic prediction of insurance claims — The Annals of Applied Statistics 2024
• Hierarchical dependence modeling for the analysis of large insurance claims data — The Annals of Applied Statistics 2024
• Leveraging Weather Dynamics in Insurance Claims Triage Using Deep Learning — Journal of the American Statistical Association 2024
• Copula Regression for Compound Distributions with Endogenous Covariates with Applications in Insurance Deductible Pricing — Journal of the American Statistical Association 2022
• Knowledge Learning of Insurance Risks Using Dependence Models — INFORMS Journal on Computing 2021
• Regression for copula-linked compound distributions with applications in modeling aggregate insurance claims — The Annals of Applied Statistics 2020
• Pair Copula Constructions for Insurance Experience Rating — Journal of the American Statistical Association 2018
• Multilevel modeling of insurance claims using copulas — The Annals of Applied Statistics 2016
• A note on the unification of the Akaike information criterion — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 1998