Peng Shi

Shi, P. & Shi, K. (2023). Non-life insurance risk classification using categorical embedding North American Actuarial Journal

Lian, Y. & Yi, A. & Wang, B. & Shi, P. & Platt, R. (2023). A Tweedie Compound Poisson Model in Reproducing Kernel Hilbert Space Technometrics

Gao, L. & Shi, P. (2022). Leveraging High-Resolution Weather Information to Predict Hail Damage Claims: A Spatial Point Process for Replicated Point Patterns Insurance: Mathematics and Economics

Zhao, Z. & Shi, P. & Zhang, Z. (2022). Modeling multivariate time series with copula-linked univariate D-vines Journal of Business and Economic Statistics

Shi, P. & Lee, G. (2022). Copula regression for compound distributions with endogenous covariates with applications in insurance deductible pricing Journal of the American Statistical Association

Zheng, W. & Yao, Y. & Shi, P. & Deng, Y. & Zheng, H. (2022). Deregulation, competition, and consumer choice of insurer: Evidence from liberalization reform in China’s automobile insurance market Geneva Risk and Insurance Review

Okine, N. & Frees, E. & Shi, P. (2022). Joint model prediction and application to individual-level loss reserving ASTIN Bulletin: Journal of the International Actuarial Association

Shi, P. & Fung, G. & Dickinson, D. (2022). Assessing hail risk for property insurers with a dependent marked point process Journal of the Royal Statistical Society – A

Zhao, Z. & Shi, P. & Feng, X. (2021). Knowledge learning of insurance risks using dependence models INFORMS Journal on Computing

Sriram, K. & Shi, P. (2021). Stochastic Loss Reserving: A New Perspective from a Dirichlet Model Journal of Risk and Insurance

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

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

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

University of New South Wales (2020)

University of Waterloo (2020)

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

Society of Actuaries

International Actuarial Society

Casualty Actuarial Society

Society of Actuaries

Annals of Actuarial Science – Since January 2024
Associate Editor

North American Actuarial Journal – Since November 2023
Editor

ASTIN Bulletin – Journal of the International Actuarial Association – Since January 2021
Editorial Board Member

Variance – Since September 2020
Editor

Insurance: Mathematics and Economics – Since January 2019
Associate Editor

Dependence Modeling – Since January 2018
Editorial Board Member