The following pages link to Peng Shi (Q312927):
Displaying 44 items.
- Multilevel modeling of insurance claims using copulas (Q312930) (← links)
- Generation of NOON states via Raman transitions in a bimodal cavity (Q370982) (← links)
- (Q495511) (redirect page) (← links)
- Dependent frequency-severity modeling of insurance claims (Q495514) (← links)
- Pricing of LIBOR futures by martingale method in Cox-Ingersoll-Ross model (Q601887) (← links)
- Long-tail longitudinal modeling of insurance company expenses (Q661252) (← links)
- Multivariate negative binomial models for insurance claim counts (Q743134) (← links)
- A new algorithm based on copulas for VaR valuation with empirical calculations (Q883999) (← links)
- Initial boundary value problem for fractional \(p \)-Laplacian Kirchhoff type equations with logarithmic nonlinearity (Q1981310) (← links)
- Global existence and finite time blow-up for a class of fractional \(p\)-Laplacian Kirchhoff type equations with logarithmic nonlinearity (Q2146628) (← links)
- Regression for copula-linked compound distributions with applications in modeling aggregate insurance claims (Q2179972) (← links)
- A dependent frequency-severity approach to modeling longitudinal insurance claims (Q2421404) (← links)
- Multivariate longitudinal modeling of insurance company expenses (Q2444721) (← links)
- How well do structural demand models work? Counterfactual predictions in school choice (Q2658779) (← links)
- Leveraging high-resolution weather information to predict hail damage claims: a spatial point process for replicated point patterns (Q2682985) (← links)
- (Q2825068) (← links)
- Improving Community Cohesion in School Choice via Correlated-Lottery Implementation (Q2941420) (← links)
- (Q2992284) (← links)
- Approximation algorithms for restless bandit problems (Q2999784) (← links)
- A New Framework for Optimization Based-On Hybrid Swarm Intelligence (Q3081027) (← links)
- (Q3132657) (← links)
- (Q3406323) (← links)
- The Stochastic Machine Replenishment Problem (Q3503846) (← links)
- Longitudinal modeling of insurance claim counts using jitters (Q4576844) (← links)
- Insurance ratemaking using a copula-based multivariate Tweedie model (Q4576965) (← links)
- (Q4633808) (← links)
- Pair Copula Constructions for Insurance Experience Rating (Q4690933) (← links)
- Bonus-Malus premiums under the dependent frequency-severity modeling (Q4959764) (← links)
- Bayesian Hierarchical Factor Analysis for Efficient Estimation Across Race/Ethnicity (Q5029412) (← links)
- JOINT MODEL PREDICTION AND APPLICATION TO INDIVIDUAL-LEVEL LOSS RESERVING (Q5067883) (← links)
- Transverse spin dynamics in structured electromagnetic guided waves (Q5073262) (← links)
- Knowledge Learning of Insurance Risks Using Dependence Models (Q5085485) (← links)
- A copula regression model for estimating firm efficiency in the insurance industry (Q5124917) (← links)
- A Bayesian Log-Normal Model for Multivariate Loss Reserving (Q5168689) (← links)
- (Q5193870) (← links)
- Model-free Adaptive Control for Spacecraft Attitude (Q5276871) (← links)
- (Q5299594) (← links)
- Credibility in Loss Reserving (Q5379176) (← links)
- A COPULA REGRESSION FOR MODELING MULTIVARIATE LOSS TRIANGLES AND QUANTIFYING RESERVING VARIABILITY (Q5410251) (← links)
- Managed Care and Health Care Utilization: Specification of Bivariate Models Using Copulas (Q5742654) (← links)
- (Q5872121) (← links)
- Copula Regression for Compound Distributions with Endogenous Covariates with Applications in Insurance Deductible Pricing (Q5881112) (← links)
- Enhanced pricing and management of bundled insurance risks with dependence-aware prediction using pair copula construction (Q6118721) (← links)
- Adaptive neural network observer-based filtered backstepping control for nonlinear systems with fuzzy dead-zone and uncertainty (Q6498904) (← links)
