Documents

Published Papers

• Sriram, K., Shi, P., Ghosh. P. (2016) A Bayesian quantile regression model for insurance company costs data, Journal of Royal Statistical Society: Series A (Statistics in Society), 179 (1) pp. 177-202.
• Shi, P. (2016) Insurance ratemaking using a copula-based multivariate Tweedie model, Scandinavian Actuarial Journal, 2016 (3), pp. 198-215.
• Frees, E.W., Lee, G. (2016). Rating endorsements using generalized linear models. To appear in Variance.
• Frees, E.W., Lee, G., Yang, L. (2016). Multivariate frequency–severity regression models in insurance. To appear in Risks.
• Shi, P., Feng, X., Ivantsova, A. (2015) Dependent frequency-severity modeling of insurance claims, Insurance: Mathematics and Economics, 64 (1), pp. 417-428.
• Shi, P., Zhang, W. (2015) Private information in health care utilization: specification of a copula-based hurdle model, Journal of Royal Statistical Society: Series A (Statistics in Society), 178 (2), pp. 337-361.
• Frees, E.W. (2015). Analytics of insurance markets. Annual Review of Financial Economics 7, 253-277.
• Grace, Martin F., J. Tyler Leverty, Richard D. Phillips, and Prakash Shimpi (2015). The Value of Investing in Enterprise Risk Management, Journal of Risk and Insurance, 82(2), pp. 289-316.
• Heather Royer, Mark Stehr and Justin Sydnor (2015) Incentives, Commitments and Habit Formation in Exercise, American Economic Journal- Applied Economics, 7 (3), pp. 51-84.
• Levy, JF, Meek, PD, and Rosenberg, MA. (2015) US-based Drug Cost Parameter Estimation for Economic Evaluations, Medical Decision Making, 35 (5), pp. 622-632.

Working Papers

• Multilevel modeling of insurance claims using copulas, by P. Shi, X. Feng, and J.P. Boucher, 2015
• Credibility in loss reserving, by P. Shi and B. Hartman, 2015
• Credibility prediction using collateral information, by E.W. Frees and P. Shi, 2015
• Insurance Portfolio Risk Retention, E. W. Frees, 2016
• Do Elections Delay Regulatory Action?, by Ty Leverty and Martin F. Grace
• Do Individuals Make Sensible Health-Insurance Decisions? Evidence from a Menu with Dominated Options, by Justin Sydnor, George Loewenstein and Saurabh Bhargava, 2015

Conference Presentations

Peng Shi:

• Territorial risk classification using spatially dependent frequency-severity models, University of Connecticut (2015)
• Invited Speaker, The 50th Actuarial Research Conference (2015)
• Invited Speaker, Fifth International IME-FIPS (Finance, Insurance, Probability and Statistics) Workshop (2015)
• Invited Speaker, The 44th Annual Meeting of the Statistical Society of Canada (2016)
• Invited Speaker, Casualty Actuarial Society Ratemaking and Product Management Seminar (2016)

Edward Frees:

• Plenary Speaker, Finance, Insurance, Probability and Statistics (FIPS2015) Workshop of the Institute of Mathematical Statistic, Rutgers (2015)
• Participant and Speaker, Actuarial Research Conference, Toronto (2015)
• Invited Speaker, Recent Advances in Actuarial Mathematics, Banff International Research Station for Mathematical Innovation and Discovery, of Casa Matemática Oaxaca, Mexico (2015)
• Invited Speaker, Katholic University, Leuven, Belgium (2015)
• Invited Speaker, University of Amsterdam, Netherlands (2015)
• Invited Speaker, Casualty Actuarial Society Annual Meeting, Philadelphia (2015)
• Invited Speaker, University of Barcelona, Spain (2016)
• Invited Speaker, three universities in Taiwan (National Central University, National Chengchi University, and Statistica Sinica/National Taiwan University) (2016)
• Invited Speaker, AIG, New York (2016)
• Invited Speaker, Kyoto University, Japan (2016)

Margie Rosenberg:

• Invited Speaker, Actuarial Research Conference, Toronto, Ontario (2015)
• Invited Speaker, ISPOR 20TH Annual International Meeting, Philadelphia, Pennsylvania (2015)

Anita Mukherjee:

• Invited Speaker, Harris School of Public Policy, University of Chicago (2015)
• Invited Speaker, NBER Summer Institute (2015)
• Invited Speaker, Midwest Economics Association (Presenter and Discussant) (2015)
• Invited Speaker, University of Wisconsin-Madison (Economics) (2015)

Ty Leverty:

• Invited Speaker, World Risk and Insurance Economics Congress, Munich, Germany (2015)
• Invited Speaker, Central University of Finance and Economics, Beijing, China (2015)
• Invited Speaker, American Economic Association (San Francisco, CA) (2016)

Joan Schmit:

• Invited Speaker, World Risk and Insurance Economics Congress (2015)

Gee Y. Lee:

• Speaker, 51st Actuarial Research Conference (ARC), Toronto, Canada (2015)
• Speaker, Recent Advances in Actuarial Mathematics, Banff International Research Station for Mathematical Innovation and Discovery, of Casa Matemática Oaxaca, Mexico (2015)

Kyeonghee Kim:

• Speaker, World Risk and Insurance Economics Conference (2015)