Peng Shi 

I am a Professor in the Risk and Insurance Department at the Wisconsin School of Business. I am also the Charles and Laura Albright Professor in Business and Finance. I am an Associate of the Casualty Actuarial Society and Fellow of the Society of Actuaries. I hold a PhD in Actuarial Science, Risk Management, and Insurance with a minor in Economics from the University of Wisconsin-Madison. 

My research interests are problems at the intersection of insurance and statistics, with a particular focus on the development and application of advanced statistical and machine learning methods within the realms of insurance and risk analytics. My research contributions have found their way into publications across diverse fields, including statistics and econometrics (e.g. Annals of Applied Statistics, Journal of American Statistical Association, Journal of Royal Statistical Society, Journal of Business and Economic Statistics, Journal of Econometrics), actuarial science (e.g. Insurance: Mathematics and Economics, ASTIN Bulletin), risk and insurance (e.g. Journal of Risk and Insurance, Geneva Risk and Insurance Review), and other business journals (e.g. INFORMS Journal on Computing).

My research has been supported by Verisk Analytics, American Family Insurance, Casualty Actuarial Society, Society of Actuaries, Wisconsin Alumni Research Foundation, among others. In recognition of my work in non-life insurance, I have been honored with several research awards, including the Charles A. Hachemeister Prize, ARIA-CAS Award, Ronald Bornhuetter Loss Reserve Prize, ASTIN Best Paper Award, CAS Ratemaking Prize.