| Convergence analysis of sparse LMS algorithms with l1-norm penalty based on white input signal K Shi, P Shi Signal Processing 90 (12), 3289-3293, 2010 | 160 | 2010 |
| Dependent frequency–severity modeling of insurance claims P Shi, X Feng, A Ivantsova Insurance: Mathematics and Economics 64 (1), 417-428, 2015 | 114 | 2015 |
| Dependent loss reserving using copulas P Shi, EW Frees ASTIN Bulletin 41 (2), 449-486, 2011 | 106 | 2011 |
| Multivariate negative binomial models for insurance claim counts P Shi, EA Valdez Insurance: Mathematics and Economics 55, 18-29, 2014 | 98 | 2014 |
| A Bayesian log-normal model for multivariate loss reserving P Shi, S Basu, GG Meyers North American Actuarial Journal 16 (1), 29-51, 2012 | 85 | 2012 |
| Actuarial applications of a hierarchical insurance claims model EW Frees, P Shi, EA Valdez ASTIN Bulletin 39 (1), 165-197, 2009 | 82 | 2009 |
| Multilevel modeling of insurance claims using copulas P Shi, X Feng, JP Boucher | 67 | 2016 |
| Pair copula constructions for insurance experience rating P Shi, L Yang Journal of the American Statistical Association 113 (521), 122-133, 2018 | 66 | 2018 |
| Longitudinal modeling of insurance claim counts using jitters P Shi, EA Valdez Scandinavian Actuarial Journal 2014 (2), 159-179, 2014 | 52 | 2014 |
| Adaptive sparse Volterra system identification with ℓ0‐norm penalty K Shi, P Shi Signal Processing 91 (10), 2432-2436, 2011 | 46 | 2011 |
| Insurance ratemaking using a copula-based multivariate Tweedie model P Shi Scandinavian Actuarial Journal 2016 (3), 198-215, 2016 | 44 | 2016 |
| A dependent frequency–severity approach to modeling longitudinal insurance claims GY Lee, P Shi Insurance: Mathematics and Economics 87, 115-129, 2019 | 42 | 2019 |
| Bonus-malus premiums under the dependent frequency-severity modeling R Oh, P Shi, JY Ahn Scandinavian Actuarial Journal 2020 (3), 172-195, 2020 | 40 | 2020 |
| Testing adverse selection with two‐dimensional information: evidence from the Singapore auto insurance market P Shi, W Zhang, EA Valdez Journal of Risk and Insurance 79 (4), 1077-1114, 2012 | 38 | 2012 |
| A copula regression for modeling multivariate loss triangles and quantifying reserving variability P Shi ASTIN Bulletin 44 (1), 85-102, 2014 | 32 | 2014 |
| Loss reserving data pulled from NAIC Schedule P GG Meyers, P Shi URL: https://www. casact. org/publications-research/research/research …, 2011 | 28 | 2011 |
| The retrospective testing of stochastic loss reserve models GG Meyers, P Shi Casualty Actuarial Society E‐Forum, Summer, 2011 | 28 | 2011 |
| Multiperil rate making for property insurance using longitudinal data L Yang, P Shi Journal of the Royal Statistical Society Series A: Statistics in Society 182 …, 2019 | 27 | 2019 |
| Long-tail longitudinal modeling of insurance company expenses P Shi, EW Frees Insurance: Mathematics and Economics 47 (3), 303-314, 2010 | 26 | 2010 |
| Multivariate longitudinal modeling of insurance company expenses P Shi Insurance: Mathematics and Economics 51 (1), 204-215, 2012 | 24 | 2012 |
Emiliano A. ValdezUniversity of ConnecticutVerified email at uconn.edu
