Edit Profile (opens in new tab) Shi, Peng Compute Distance To: Compute Author ID: shi.peng.1 Published as: Shi, Peng Documents Indexed: 50 Publications since 1992 Co-Authors: 55 Co-Authors with 37 Joint Publications 1,129 Co-Co-Authors all top 5 Co-Authors 5 single-authored 3 Feng, Xiaoping 3 Gu, Yong-Jian 3 Munagala, Kamesh 2 Babuška, Ivo 2 Frees, Edward W. 2 Guha, Sudipto 2 Jiang, Min 2 Lee, Gee Y. 2 Li, Ping 2 Li, Wendong 2 Valdez, Emiliano A. 2 Zeng, Fugeng 2 Zhang, Wei 2 Zhao, Shicheng 2 Zhao, Zifeng 1 Ahn, Jae Youn 1 Ashlagi, Itai 1 Basu, Sanjib 1 Bishop, Steven R. 1 Boucher, Jean-Philippe 1 Bragg, Louis R. 1 Cai, Jiushun 1 Chen, Libo 1 Cheng, Gang 1 Clark, Lauren 1 Daley, Christine 1 Du, Luping 1 Gajewski, Byron J. 1 Gao, Lisa 1 Hartman, Brian M. 1 He, Quan 1 Hu, Jinxiang 1 Huang, Guangdong 1 Huang, Yao 1 Ivantsova, Anastasia 1 Li, Jingchun 1 Liao, Bin-Yih 1 Lin, Zhihong 1 Liu, Kai 1 Liu, Zhuo 1 Meyers, Glenn G. 1 Oh, Rosy 1 Okine, A. Nii-Armah 1 Pan, Jengshyang 1 Pathak, Parag A. 1 Shi, Xiaojun 1 Shi, Yang 1 Sofroniou, Anastasia 1 Song, Ting 1 Staggs, Vincent S. 1 Su, Qi 1 Tian, Jie 1 Tsai, Pei-Wei 1 Wen, Xianbin 1 Xie, Ran 1 Yang, Lu 1 Yang, Xin 1 Ye, Xiu 1 Yuan, Xiaocong 1 Zhang, Jinglei 1 Zhang, Wenzhao 1 Zhang, Zhiguo 1 Zhao, Yushan 1 Zong, Guangdeng all top 5 Serials 6 Insurance Mathematics & Economics 3 Scandinavian Actuarial Journal 3 North American Actuarial Journal 2 Journal of the American Statistical Association 2 ASTIN Bulletin 2 Periodical of Ocean University of China 2 The Annals of Applied Statistics 1 Physics Letters. A 1 Chaos, Solitons and Fractals 1 Journal of Econometrics 1 Operations Research 1 SIAM Journal on Control and Optimization 1 Theoretical Computer Science 1 Revista Colombiana de Estadística 1 RAIRO. Modélisation Mathématique et Analyse Numérique 1 Computational Mechanics 1 Numerical Methods for Partial Differential Equations 1 Mathematical and Computer Modelling 1 Proceedings of the National Academy of Sciences of the United States of America 1 INFORMS Journal on Computing 1 Journal of the ACM 1 Journal of Applied Statistics 1 Mathematical Theory and Application 1 Basic Sciences Journal of Textile Universities 1 Journal of Systems Science and Complexity 1 Journal of Harbin Institute of Technology. New Series 1 International Journal of Fatigue 1 Journal of Software 1 Quantum Information Processing 1 Control and Decision 1 Mathematical Biosciences and Engineering 1 Chinese Journal of Engineering Mathematics 1 AIMS Mathematics all top 5 Fields 22 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 20 Statistics (62-XX) 6 Computer science (68-XX) 5 Mechanics of deformable solids (74-XX) 4 Partial differential equations (35-XX) 4 Quantum theory (81-XX) 3 Probability theory and stochastic processes (60-XX) 3 Operations research, mathematical programming (90-XX) 2 Mechanics of particles and systems (70-XX) 2 Statistical mechanics, structure of matter (82-XX) 2 Systems theory; control (93-XX) 2 Information and communication theory, circuits (94-XX) 1 Mathematical logic and foundations (03-XX) 1 Number theory (11-XX) 1 Commutative algebra (13-XX) 1 Ordinary differential equations (34-XX) 1 Difference and functional equations (39-XX) 1 Integral equations (45-XX) 1 Numerical analysis (65-XX) 1 Fluid mechanics (76-XX) 1 Optics, electromagnetic theory (78-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 29 Publications have been cited 189 times in 137 Documents Cited by ▼ Year ▼ Dependent frequency-severity modeling of insurance claims. Zbl 1348.91180Shi, Peng; Feng, Xiaoping; Ivantsova, Anastasia 26 2015 A Bayesian log-normal model for multivariate loss reserving. Zbl 1291.91126Shi, Peng; Basu, Sanjib; Meyers, Glenn G. 26 2012 Multivariate negative binomial models for insurance claim counts. Zbl 1296.91169Shi, Peng; Valdez, Emiliano A. 23 2014 Symmetry-breaking in the response of the parametrically excited pendulum model. Zbl 1136.70324Bishop, S. R.; Sofroniou, A.; Shi, P. 16 2005 Multilevel modeling of insurance claims using copulas. Zbl 1400.62238Shi, Peng; Feng, Xiaoping; Boucher, Jean-Philippe 14 2016 Insurance ratemaking using a copula-based multivariate Tweedie model. Zbl 1401.91194Shi, Peng 13 2016 Pair copula constructions for insurance experience rating. Zbl 1398.62323Shi, Peng; Yang, Lu 13 2018 A dependent frequency-severity approach to modeling longitudinal insurance claims. Zbl 1410.91271Lee, Gee Y.; Shi, Peng 8 2019 A copula regression for modeling multivariate loss triangles and quantifying reserving variability. Zbl 1284.62644Shi, Peng 8 2014 Longitudinal modeling of insurance claim counts using jitters. Zbl 1401.91195Shi, Peng; Valdez, Emiliano A. 7 2014 Approximation algorithms for restless bandit problems. Zbl 1327.91021Guha, Sudipto; Munagala, Kamesh; Shi, Peng 7 2010 Multivariate longitudinal modeling of insurance company expenses. Zbl 1284.91269Shi, Peng 7 2012 Bonus-malus premiums under the dependent frequency-severity modeling. Zbl 1436.91103Oh, Rosy; Shi, Peng; Ahn, Jae Youn 6 2020 Long-tail longitudinal modeling of insurance company expenses. Zbl 1231.91236Shi, Peng; Frees, Edward W. 6 2010 The restitution coefficient for a linear elastic rod. Zbl 1122.74429Shi, P. 5 1998 Improving community cohesion in school choice via correlated-lottery implementation. Zbl 1327.90088Ashlagi, Itai; Shi, Peng 5 2014 Regression for copula-linked compound distributions with applications in modeling aggregate insurance claims. Zbl 1439.62247Shi, Peng; Zhao, Zifeng 4 2020 Analysis and compuation of a cyclic plasticity model by aid of Ddassl. Zbl 0892.73072Shi, P.; Babuška, Ivo 3 1997 A least-square mixed method for Stokes equations. Zbl 0879.65069Shi, P.; Ye, X. 3 1997 A new algorithm based on copulas for VaR valuation with empirical calculations. Zbl 1121.91044Cheng, Gang; Li, Ping; Shi, Peng 3 2007 Managed care and health care utilization: specification of bivariate models using copulas. Zbl 1412.91055Shi, Peng; Zhang, Wei 2 2013 Joint model prediction and application to individual-level loss reserving. Zbl 1484.91401Okine, A. Nii-Armah; Frees, Edward W.; Shi, Peng 2 2022 A copula regression model for estimating firm efficiency in the insurance industry. Zbl 07253968Shi, Peng; Zhang, Wei 2 2011 Generation of NOON states via Raman transitions in a bimodal cavity. Zbl 1273.81040Liu, Kai; Chen, Li-Bo; Shi, Peng; Zhang, Wen-Zhao; Gu, Yong-Jian 2 2013 Global existence and finite time blow-up for a class of fractional \(p\)-Laplacian Kirchhoff type equations with logarithmic nonlinearity. Zbl 07543229Zeng, Fugeng; Shi, Peng; Jiang, Min 2 2021 Credibility in loss reserving. Zbl 1414.91232Shi, Peng; Hartman, Brian M. 1 2016 The stochastic machine replenishment problem. Zbl 1143.68344Munagala, Kamesh; Shi, Peng 1 2008 Some non-classical heat problems associated with thermoelasticity. Zbl 0806.35050Bragg, L. R.; Shi, P. 1 1992 A new framework for optimization based-on hybrid swarm intelligence. Zbl 1207.68366Tsai, Pei-Wei; Pan, Jeng-Shyang; Shi, Peng; Liao, Bin-Yih 1 2011 Joint model prediction and application to individual-level loss reserving. Zbl 1484.91401Okine, A. Nii-Armah; Frees, Edward W.; Shi, Peng 2 2022 Global existence and finite time blow-up for a class of fractional \(p\)-Laplacian Kirchhoff type equations with logarithmic nonlinearity. Zbl 07543229Zeng, Fugeng; Shi, Peng; Jiang, Min 2 2021 Bonus-malus premiums under the dependent frequency-severity modeling. Zbl 1436.91103Oh, Rosy; Shi, Peng; Ahn, Jae Youn 6 2020 Regression for copula-linked compound distributions with applications in modeling aggregate insurance claims. Zbl 1439.62247Shi, Peng; Zhao, Zifeng 4 2020 A dependent frequency-severity approach to modeling longitudinal insurance claims. Zbl 1410.91271Lee, Gee Y.; Shi, Peng 8 2019 Pair copula constructions for insurance experience rating. Zbl 1398.62323Shi, Peng; Yang, Lu 13 2018 Multilevel modeling of insurance claims using copulas. Zbl 1400.62238Shi, Peng; Feng, Xiaoping; Boucher, Jean-Philippe 14 2016 Insurance ratemaking using a copula-based multivariate Tweedie model. Zbl 1401.91194Shi, Peng 13 2016 Credibility in loss reserving. Zbl 1414.91232Shi, Peng; Hartman, Brian M. 1 2016 Dependent frequency-severity modeling of insurance claims. Zbl 1348.91180Shi, Peng; Feng, Xiaoping; Ivantsova, Anastasia 26 2015 Multivariate negative binomial models for insurance claim counts. Zbl 1296.91169Shi, Peng; Valdez, Emiliano A. 23 2014 A copula regression for modeling multivariate loss triangles and quantifying reserving variability. Zbl 1284.62644Shi, Peng 8 2014 Longitudinal modeling of insurance claim counts using jitters. Zbl 1401.91195Shi, Peng; Valdez, Emiliano A. 7 2014 Improving community cohesion in school choice via correlated-lottery implementation. Zbl 1327.90088Ashlagi, Itai; Shi, Peng 5 2014 Managed care and health care utilization: specification of bivariate models using copulas. Zbl 1412.91055Shi, Peng; Zhang, Wei 2 2013 Generation of NOON states via Raman transitions in a bimodal cavity. Zbl 1273.81040Liu, Kai; Chen, Li-Bo; Shi, Peng; Zhang, Wen-Zhao; Gu, Yong-Jian 2 2013 A Bayesian log-normal model for multivariate loss reserving. Zbl 1291.91126Shi, Peng; Basu, Sanjib; Meyers, Glenn G. 26 2012 Multivariate longitudinal modeling of insurance company expenses. Zbl 1284.91269Shi, Peng 7 2012 A copula regression model for estimating firm efficiency in the insurance industry. Zbl 07253968Shi, Peng; Zhang, Wei 2 2011 A new framework for optimization based-on hybrid swarm intelligence. Zbl 1207.68366Tsai, Pei-Wei; Pan, Jeng-Shyang; Shi, Peng; Liao, Bin-Yih 1 2011 Approximation algorithms for restless bandit problems. Zbl 1327.91021Guha, Sudipto; Munagala, Kamesh; Shi, Peng 7 2010 Long-tail longitudinal modeling of insurance company expenses. Zbl 1231.91236Shi, Peng; Frees, Edward W. 6 2010 The stochastic machine replenishment problem. Zbl 1143.68344Munagala, Kamesh; Shi, Peng 1 2008 A new algorithm based on copulas for VaR valuation with empirical calculations. Zbl 1121.91044Cheng, Gang; Li, Ping; Shi, Peng 3 2007 Symmetry-breaking in the response of the parametrically excited pendulum model. Zbl 1136.70324Bishop, S. R.; Sofroniou, A.; Shi, P. 16 2005 The restitution coefficient for a linear elastic rod. Zbl 1122.74429Shi, P. 5 1998 Analysis and compuation of a cyclic plasticity model by aid of Ddassl. Zbl 0892.73072Shi, P.; Babuška, Ivo 3 1997 A least-square mixed method for Stokes equations. Zbl 0879.65069Shi, P.; Ye, X. 3 1997 Some non-classical heat problems associated with thermoelasticity. Zbl 0806.35050Bragg, L. R.; Shi, P. 1 1992 all cited Publications top 5 cited Publications all top 5 Cited by 258 Authors 17 Shi, Peng 8 Ahn, Jae Youn 8 Valdez, Emiliano A. 7 Oh, Rosy 5 Boucher, Jean-Philippe 5 Lee, Gee Y. 5 Taylor, Greg 4 Abdallah, Anas 4 Badescu, Andrei L. 4 Cossette, Hélène 4 Genest, Christian 4 Lin, X. Sheldon 3 Avanzi, Benjamin 3 Feng, Xiaoping 3 Fung, Tsz Chai 3 Jeong, Himchan 3 Trufin, Julien 3 Wong, Bernard 3 Wüthrich, Mario Valentin 2 Bermúdez, Lluís 2 Bolancé, Catalina 2 Boratyńska, Agata 2 Côté, Marie-Pier 2 Denuit, Michel M. 2 Frees, Edward W. 2 Hartman, Brian M. 2 Ji, Xin 2 Karlis, Dimitris 2 Kim, Joseph Hyun Tae 2 Kleinberg, Robert D. 2 Lee, Woojoo 2 Park, Sojung Carol 2 Pechon, Florian 2 Ren, Jiandong 2 Vernic, Raluca 2 Verrall, Richard J. 2 Verschuren, Robert Matthijs 2 Vu, Phuong Anh 2 Yang, Lu 2 Zhang, Shou 2 Zhang, Wei 2 Zhao, Zifeng 2 Zhu, Wenjun 1 Afacan, Mustafa Oğuz 1 Akakpo, Rexford M. 1 Alemany, Ramon 1 Andrade e Silva, João Manuel 1 Anily, Shoshana 1 Araiza Iturria, Carlos Andrés 1 Ashlagi, Itai 1 Aswani, Anil 1 Atatalab, Fatemeh 1 Badade, Meena 1 Baghfalaki, Taban 1 Bai, Cheng-Hua 1 Beirlant, Jan 1 Beißbarth, Tim 1 Bischofberger, Stephan M. 1 Bohnert, Alexander 1 Bonat, Wagner Hugo 1 Borges, Eduardo Madeira 1 Bühlmann, Hans 1 Candido, Osvaldo 1 Cengiz, Mehmet Ali 1 Chang, Hyunwoong 1 Chaoubi, Ihsan 1 Chen, Kun 1 Cheung, Eric C. K. 1 Cheung, Ka Chun 1 Chiarandini, Marco 1 Cipra, Tomáš 1 Constantino, Michel 1 Dance, Christopher R. 1 De Lourdes Centeno, Maria 1 Delong, Łukasz 1 Desmettre, Sascha 1 Dey, Dipak Kumar 1 Diagne, Mamadou Lamine 1 Dimitrova, Dimitrina S. 1 Ding, Hang 1 Dong, Yumo 1 Du, Jiangze 1 Dünder, Emre 1 Dur, Umut Mert 1 Dütting, Paul 1 Eling, Martin 1 Erdemir, Övgücan Karadağ 1 Escudero, Laureano Fernando 1 Fa, J. E. 1 Fagerberg, Rolf 1 Farfán, M. A. 1 Flowers, Elena 1 Fuchs, Sebastian L. 1 Fukuoka, Yoshimi 1 Gad, Ahmed M. 1 Gan, Guojun 1 Ganjali, Mojtaba 1 Gao, Guangyuan 1 Gao, Lisa 1 Gatzert, Nadine ...and 158 more Authors all top 5 Cited in 41 Serials 35 Insurance Mathematics & Economics 20 ASTIN Bulletin 9 Scandinavian Actuarial Journal 9 North American Actuarial Journal 9 European Actuarial Journal 5 Communications in Statistics. Theory and Methods 3 Physica A 3 Journal of the American Statistical Association 3 Games and Economic Behavior 3 European Journal of Operational Research 3 Journal of Applied Statistics 2 Journal of Machine Learning Research (JMLR) 2 Quantum Information Processing 2 The Annals of Applied Statistics 2 Dependence Modeling 1 Annals of the Institute of Statistical Mathematics 1 Fuzzy Sets and Systems 1 Journal of the Korean Mathematical Society 1 Journal of Mathematical Economics 1 Journal of Multivariate Analysis 1 Journal of Statistical Planning and Inference 1 Metron 1 Operations Research 1 Statistics 1 Annals of Operations Research 1 Journal of Statistical Computation and Simulation 1 Computational Statistics and Data Analysis 1 Test 1 Applied Mathematics. Series B (English Edition) 1 INFORMS Journal on Computing 1 Mathematical Problems in Engineering 1 Probability in the Engineering and Informational Sciences 1 Methodology and Computing in Applied Probability 1 Journal of Systems Science and Complexity 1 Statistical Applications in Genetics and Molecular Biology 1 Analysis and Applications (Singapore) 1 Journal of the Korean Statistical Society 1 Journal of Computational and Graphical Statistics 1 Journal of Agricultural, Biological, and Environmental Statistics 1 Journal of Theoretical Biology 1 Journal of the Operations Research Society of China all top 5 Cited in 13 Fields 102 Statistics (62-XX) 100 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 11 Probability theory and stochastic processes (60-XX) 6 Operations research, mathematical programming (90-XX) 3 Computer science (68-XX) 3 Biology and other natural sciences (92-XX) 2 Partial differential equations (35-XX) 2 Numerical analysis (65-XX) 2 Quantum theory (81-XX) 2 Statistical mechanics, structure of matter (82-XX) 2 Systems theory; control (93-XX) 1 Combinatorics (05-XX) 1 Operator theory (47-XX) Citations by Year