Gao, Lisa; Shi, Peng Leveraging high-resolution weather information to predict hail damage claims: a spatial point process for replicated point patterns. (English) Zbl 1511.91115 Insur. Math. Econ. 107, 161-179 (2022). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 60G55 PDFBibTeX XMLCite \textit{L. Gao} and \textit{P. Shi}, Insur. Math. Econ. 107, 161--179 (2022; Zbl 1511.91115) Full Text: DOI
Okine, A. Nii-Armah; Frees, Edward W.; Shi, Peng Joint model prediction and application to individual-level loss reserving. (English) Zbl 1484.91401 ASTIN Bull. 52, No. 1, 91-116 (2022). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{A. N. A. Okine} et al., ASTIN Bull. 52, No. 1, 91--116 (2022; Zbl 1484.91401) Full Text: DOI
Shi, Peng; Zhao, Zifeng Regression for copula-linked compound distributions with applications in modeling aggregate insurance claims. (English) Zbl 1439.62247 Ann. Appl. Stat. 14, No. 1, 357-380 (2020). MSC: 62P20 62H05 62J02 62D10 PDFBibTeX XMLCite \textit{P. Shi} and \textit{Z. Zhao}, Ann. Appl. Stat. 14, No. 1, 357--380 (2020; Zbl 1439.62247) Full Text: DOI arXiv Euclid
Shi, Peng; Hartman, Brian M. Credibility in loss reserving. (English) Zbl 1414.91232 N. Am. Actuar. J. 20, No. 2, 114-132 (2016). MSC: 91B30 PDFBibTeX XMLCite \textit{P. Shi} and \textit{B. M. Hartman}, N. Am. Actuar. J. 20, No. 2, 114--132 (2016; Zbl 1414.91232) Full Text: DOI
Shi, Peng A copula regression for modeling multivariate loss triangles and quantifying reserving variability. (English) Zbl 1284.62644 Astin Bull. 44, No. 1, 85-102 (2014). MSC: 62P05 62M05 62F40 91B30 PDFBibTeX XMLCite \textit{P. Shi}, ASTIN Bull. 44, No. 1, 85--102 (2014; Zbl 1284.62644) Full Text: DOI
Shi, Peng; Basu, Sanjib; Meyers, Glenn G. A Bayesian log-normal model for multivariate loss reserving. (English) Zbl 1291.91126 N. Am. Actuar. J. 16, No. 1, 29-51 (2012). MSC: 91B30 PDFBibTeX XMLCite \textit{P. Shi} et al., N. Am. Actuar. J. 16, No. 1, 29--51 (2012; Zbl 1291.91126) Full Text: DOI