23 citations · 95 across the 16 of their papers we have counts for
Showing 2018Show all
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stat.ME2018★ 6 cited
Enhanced Pricing and Management of Bundled Insurance Risks with Dependence-aware Prediction using Pair Copula Construction
Peng Shi, Zifeng Zhao
We propose a dependence-aware predictive modeling framework for multivariate risks stemmed from an insurance contract with bundling features - an important type of policy increasin…
stat.ME2018★ 1 cited
Modeling Multivariate Time Series with Copula-linked Univariate D-vines
Zifeng Zhao, Peng Shi, Zhengjun Zhang
This paper proposes a novel multivariate time series model named Copula-linked univariate D-vines (CuDvine), which enables the simultaneous copula-based modeling of both temporal a…