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Pengcheng Zhang

Shandong University of Finance and Economics

Erhuan East Road 7366

Jinan, 250014

China

  • Shandong University of Finance and Economics

SCHOLARLY PAPERS

3

DOWNLOADS

306

TOTAL CITATIONS

1

Scholarly Papers (3)

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1.

Multivariate Zero-Inflated Inar(1) Model with an Application in Automobile Insurance

Number of pages: 26 Posted: 23 Jul 2022
Pengcheng Zhang, Zezhun Chen, George Tzougas, Xueyuan Wu, Angelos Dassios and Xueyuan Wu
Shandong University of Finance and Economics, London School of Economics & Political Science (LSE) - Department of Statistics, Department of Actuarial Mathematics and Statistics, Heriot-Watt University, University of Melbourne - Faculty of Business and Economics, London School of Economics & Political Science (LSE) - Department of Statistics and University of Melbourne
Downloads 172 (437,795)
Citation 1

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Multivariate INAR(1), Multivariate zero-inflation, EM algorithm, Automobile insurance

2.

Multivariate Poisson Model Adjusting for Unidirectional Covariate Misrepresentation

Number of pages: 13 Posted: 10 Oct 2022
Pengcheng Zhang and Xueyuan Wu
Shandong University of Finance and Economics and University of Melbourne
Downloads 80 (803,225)

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Multivariate Poisson model, Misrepresentation, Generalized EM algorithm, Australian Health Survey

3.

High-Dimensional Claim Severity Modeling with Misrepresentation Adjustment Via Deep Learning

Number of pages: 32 Posted: 16 Jul 2025
Pengcheng Zhang, Jianwei Gang, Shilong Li and Xiaoyan Wang
Shandong University of Finance and Economics, Zhejiang Gongshang University, Shandong University of Finance and Economics and Hunan University
Downloads 54 (1,020,567)

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Claim severity, Misrepresentation, Deep learning, Variable selection, Posterior regularization