Peng Shi, PhD, ASA

Assistant Professor of Actuarial Science

Contact Information

• Office: DuSable Hall 359D
• Tel: 815-753-6795
• Fax: 815-753-6776
• Email: pshi@niu.edu

Short Bio

Dr. Shi is an assistant professor of actuarial science in Division of Statistics at Northern Illinois University. He is an Associate of the Society of Actuaries. Dr. Shi received a Ph.D. degree from the School of Business at the University of Wisconsin-Madison in 2009, under the supervision of Professor Edward W. (Jed) Frees. His research involves statistical modeling in actuarial science and risk management, and has been published in Insurance: Mathematics and Economics, Journal of Risk and Insurance, ASTIN Bulletin, North American Actuarial Journal, Scandinavian Actuarial Journal, etc. His paper on hierarchical insurance claims modeling has been awarded the Charles A. Hachemeister Prize by the Casualty Actuarial Society. His current research interest include heavy-tailed regression, copula and dependence models, predictive modeling, longitudinal and panel data, asymmetric information, and health economics.