Peng Shi

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Enhanced pricing and management of bundled insurance risks with dependence-aware prediction using pair copula construction	2024-03-21	Paper
Copula Regression for Compound Distributions with Endogenous Covariates with Applications in Insurance Deductible Pricing	2023-03-09	Paper
Leveraging high-resolution weather information to predict hail damage claims: a spatial point process for replicated point patterns	2023-02-01	Paper
https://portal.mardi4nfdi.de/entity/Q5872121	2023-01-27	Paper
Knowledge Learning of Insurance Risks Using Dependence Models	2022-06-27	Paper
Global existence and finite time blow-up for a class of fractional \(p\)-Laplacian Kirchhoff type equations with logarithmic nonlinearity	2022-06-17	Paper
Transverse spin dynamics in structured electromagnetic guided waves	2022-05-05	Paper
JOINT MODEL PREDICTION AND APPLICATION TO INDIVIDUAL-LEVEL LOSS RESERVING	2022-04-04	Paper
Bayesian Hierarchical Factor Analysis for Efficient Estimation Across Race/Ethnicity	2022-02-14	Paper
Initial boundary value problem for fractional \(p \)-Laplacian Kirchhoff type equations with logarithmic nonlinearity	2021-09-10	Paper
How well do structural demand models work? Counterfactual predictions in school choice	2021-03-24	Paper
A copula regression model for estimating firm efficiency in the insurance industry	2020-09-30	Paper
Regression for copula-linked compound distributions with applications in modeling aggregate insurance claims	2020-05-13	Paper
Bonus-Malus premiums under the dependent frequency-severity modeling	2020-04-07	Paper
https://portal.mardi4nfdi.de/entity/Q5193870	2019-09-20	Paper
A dependent frequency-severity approach to modeling longitudinal insurance claims	2019-06-17	Paper
Credibility in Loss Reserving	2019-05-28	Paper
Managed Care and Health Care Utilization: Specification of Bivariate Models Using Copulas	2019-05-15	Paper
https://portal.mardi4nfdi.de/entity/Q4633808	2019-05-06	Paper
Pair Copula Constructions for Insurance Experience Rating	2018-10-23	Paper
Longitudinal modeling of insurance claim counts using jitters	2018-07-11	Paper
Insurance ratemaking using a copula-based multivariate Tweedie model	2018-07-11	Paper
https://portal.mardi4nfdi.de/entity/Q3132657	2018-01-29	Paper
Model-free Adaptive Control for Spacecraft Attitude	2017-07-14	Paper
https://portal.mardi4nfdi.de/entity/Q2825068	2016-10-06	Paper
Multilevel modeling of insurance claims using copulas	2016-09-09	Paper
https://portal.mardi4nfdi.de/entity/Q2992284	2016-08-10	Paper
Dependent frequency-severity modeling of insurance claims	2015-09-14	Paper
Improving Community Cohesion in School Choice via Correlated-Lottery Implementation	2015-08-28	Paper
Multivariate negative binomial models for insurance claim counts	2014-09-22	Paper
A Bayesian Log-Normal Model for Multivariate Loss Reserving	2014-07-19	Paper
A COPULA REGRESSION FOR MODELING MULTIVARIATE LOSS TRIANGLES AND QUANTIFYING RESERVING VARIABILITY	2014-04-16	Paper
Multivariate longitudinal modeling of insurance company expenses	2014-04-10	Paper
Generation of NOON states via Raman transitions in a bimodal cavity	2013-09-20	Paper
https://portal.mardi4nfdi.de/entity/Q5299594	2013-06-20	Paper
Long-tail longitudinal modeling of insurance company expenses	2012-02-10	Paper
Approximation algorithms for restless bandit problems	2011-05-16	Paper
A New Framework for Optimization Based-On Hybrid Swarm Intelligence	2011-03-11	Paper
Pricing of LIBOR futures by martingale method in Cox-Ingersoll-Ross model	2010-10-29	Paper
https://portal.mardi4nfdi.de/entity/Q3406323	2010-02-12	Paper
The Stochastic Machine Replenishment Problem	2008-06-10	Paper
A new algorithm based on copulas for VaR valuation with empirical calculations	2007-06-13	Paper

Research outcomes over time

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