15 citations · 25 across the 7 of their papers we have counts for
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stat.AP2019
Regression for Copula-linked Compound Distributions with Applications in Modeling Aggregate Insurance Claims
Peng Shi, Zifeng Zhao
In actuarial research, a task of particular interest and importance is to predict the loss cost for individual risks so that informative decisions are made in various insurance ope…
stat.AP2019★ 15 cited
A new perspective from a Dirichlet model for forecasting outstanding liabilities of nonlife insurers
Karthik Sriram, Peng Shi
Forecasting the outstanding claim liabilities to set adequate reserves is critical for a nonlife insurer's solvency. Chain-Ladder and Bornhuetter-Ferguson are two prominent actuari…
stat.AP2019★ 2 cited
Implementation of Frequency-Severity Association in BMS Ratemaking
Rosy Oh, Peng Shi, Jae Youn Ahn
A Bonus-Malus System (BMS) in insurance is a premium adjustment mechanism widely used in a posteriori ratemaking process to set the premium for the next contract period based on a…